This extension pack provide support for trade submissions and give-up by clients of a Central Counterparty (CCP) clearing house. The enhancements allow the ability to indicate the use of various average pricing models and additional details to show how an average was determined.
|FIX Protocol Gap Analysis - CME Average Pricing and Markup v0.3_EP240_ASBUILT.pdf|
|File Size||3.31 MB|
|Create Date||December 31, 2017|