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.

Files list:
FIX Protocol Gap Analysis - CME Trade Reporting Extensions v0.5_EP227_ASBUILT.pdf

Total Files3
File Size3.90 MB
Create DateJune 20, 2017