FIX Repository Extension Pack ReadMe file

This html page contains details of the changes applied by the service pack

New Tags added in this extension pack

TagFieldNameAbbrNameTypeDescPattern
1188VolatilityVolfloatAnnualized volatility for option model calculations
1189TimeToExpirationTmToExpfloatTime to expiration in years calculated as the number of days remaining to expiration divided by 365 days per year.
1190RiskFreeRateRFRfloatInterest rate. Usually some form of short term rate.

Tags modified in this extension pack

Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'Tag = xxx'> where xxx is a tag number may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.

TagFieldNameAbbrNameTypeDescPattern
Replace this, test is Tag = 811
811PriceDeltaPxDeltafloat Delta calculated from theoretical price
With this
811PriceDeltaPxDeltafloatThe rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based. This value is normally between -1.0 and 1.0.

New Enums added in this extension pack

TagNew EnumsGroup

Enums modified in this extension pack

Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'Tag = xxx and Enum = yyy'> where xxx is a tag number and yyy is an enum string may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.

TagNew EnumsGroup

New message contents in messages and components

NameIndTagReqdDescription
ExecutionReport01188No
ExecutionReport01189No
ExecutionReport01190No
ExecutionReport0811No

Modified existing elements in messages and components

Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'MsgID = xxx and Position = yyy'> where xxx is a MsgID number and yyy is an Position number may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.

NameIndTagReqdDescription

New messages added this EP

MsgTypeNameCategorySectionAbbreviation

Modified messages added this EP

Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'MsgID = xxx'> where xxx is a MsgID number may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.

MsgTypeNameCategorySectionAbbreviation

New components added this EP

NameCategoryTypeAbbreviation

Modified components in this EP

Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'MsgID = xxx'> where xxx is a MsgID number may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.

NameCategoryTypeAbbreviation