New messages to convey complete match events from an exchange to a CCP. A match event is a single matching engine transaction comprising multiple instruments (simple and complex), multiple counterparties, and multiple trade prices (outright and implied).
The following new messages support submission of matched trades (including complex match events with support for implied matches) from an exchange to a CCP.
TradeMatchReport messages are used by exchanges and ECN’s to report matched trades to CCPs as an atomic event. The messages are used to express the one-to-one, one-to-many and many-to-many matches as well as implied matches in which complex instruments can match with simple instruments.
TradeMatchReportAcknowledgement messages are optionally used by CCPs to acknowledge the receipt of a TradeMatchReport. Their primary use is to send a negative acknowledgement to the exchange indicating a problem with a TradeMatchReport.
[Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated for the following changes: an update to the base FIX 5.0 SP2 (See 20131209 Errata Release Notes); an update to EP105 to correct an issue with incorrect coding of UndInstrmtGrp and InstrmtLegGrp components in the Repository; an error in EP106 was also corrected to resolve FIXML Schema validation issues with components assigned to incorrect component categories.
[Updated 2012-12-03] FIXML Schema and FIX Repository updated to resolve schema validation errors reported.
[Updated 2012-06-25] Update of repository and FIXML Schema due to correction of EP131.
|FPL Gap Analysis_FIAPTWG_TradeMatchReport_v06_ASBUILT.pdf|
|File Size||1.68 MB|
|Create Date||June 20, 2017|