This extension pack adds trade aggregation for FX spot, vanilla forwards and non-deliverable forward transactions where individual trades are identified to be aggregated by the buy-side and communicated to the sell-side. Once aggregated the "child trades" no longer exist from the broker's perspective - the aggregated trade is the trade that now exist in their books. This becomes the trade that the dealers know about which will be allocated.
Files list:
File | |
---|---|
GPTWG-FX-Trade-Aggregation-Proposal-v0.4_EP247_ASBUILT.pdf | |
FIXRepository_FIX.5.0SP2_EP247.zip | |
fixmlschema_FIX.5.0SP2_EP247.zip |
Total Files | 3 |
File Size | 3.59 MB |
Create Date | December 18, 2018 |