This extension pack, initiated by the CME Group and the FIX Global Technical Committee, providing a collection of trade reporting enhancements, some of which are related to CFTC reporting requirements. Enhancements include adding new TrdSubType(829) values, new TradeHandlingInstr(1123) values, adding an ability to convey collateral amounts for a given trade in the TradeCaptureReport(MsgType=AE) message.
|FIX Protocol Gap Analysis - CME Trade Reporting Extensions v0.5_EP227_ASBUILT.pdf|
|File Size||3.90 MB|
|Create Date||June 20, 2017|