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:
FIX Protocol Gap Analysis CME Trade Capture Extensions v0.pdf
fixmlschema FIX.0SP2
FIXRepository FIX.0SP2

Total Files3
File Size3.53 MB
Create DateAugust 3, 2016