This extension pack, initiated by CME Group introduces new fields to support the options business, specifically the ability to define in security definition messages whether an option security is eligible for contrary instructions and when an option is in the money.
Files list:
File | |
---|---|
FIX Protocol Gap Analysis - Security Definition Enhancement v0.3_EP224_ASBUILT.pdf | |
FIXRepository_FIX.5.0SP2_EP224.zip | |
fixmlschema_FIX.5.0SP2_EP224.zip |
Total Files | 3 |
File Size | 3.62 MB |
Create Date | June 20, 2017 |