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.
|FIX Protocol Gap Analysis CME Trade Capture Extensions v0.pdf|
|fixmlschema FIX.0SP2 EP211.zip|
|FIXRepository FIX.0SP2 EP211.zip|
|File Size||3.53 MB|
|Create Date||August 3, 2016|