This extension pack provides new functionality to FIX Protocol with the addition of a new message type, AllocationInstructionAlertRequest(35=DU), to support the ability for clearinghouse customers to request to receive AllocationInstructionAlert(35=BM) messages from the clearinghouse.  Additional enhancements related to clearinghouse 3-party allocation model and allocation groups to support a new average pricing concept for allocated trades called "notional value average price" (NVAP).

Files list:
FIX Protocol Gap Analysis - AllocationInstructionAlertRequest Proposal v0.6_EP239_ASBUILT.pdfViewDownload

Total Files3
File Size3.22 MB
Create DateDecember 15, 2017