This extension describes the requirement for a Yield field to be added to the component for specific application in the Execution Report (35=8). The London Stock Exchange are looking at offering Bond trading and will be using the block of the Execution Report to carry multiple bond trade fills therefore a Yield field at the level is required to meet business need.
[Updated 2013-12-09] Updated FIXML Schema and FIX Repository files due to update to the FIX 5.0 SP2 base. See SP2 20131209 Errata Release Notes for details.
[Updated 2011-10-04] Repository updates, EP content not impacted.
[Updated 2011-10-04] FIXML Schema updated to correct generation errors.
|EP98_LSE FillsGroup Yield Extension v0 2_ASBUILT.pdf
|April 28, 2009