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 Files3
File Size3.59 MB
Create DateDecember 16, 2018