This Extension Pack supports the addition of a compression group identifier for linking netted trades, the addition of a self-match prevention identifier, clarifications on the component and field descriptions related to option exercise and option exercise expiration, and documentation for identification of a swaption straddle using the combination of SecurityType(167) = SWAPTION and SecuritySubType(762) = Straddle.
Files list:
File | |
---|---|
FIX Protocol Gap Analysis CME Trade Capture Extensions v0.pdf | |
fixmlschema FIX.0SP2 EP211.zip | |
FIXRepository FIX.0SP2 EP211.zip |
Total Files | 3 |
File Size | 3.53 MB |
Create Date | August 3, 2016 |