This extension pack adds one additional value to AllocHandlInst(209) to signal that the claim should be automatic and adds the AllocHandlInst(209) field to all appropriate allocation components since automatic claim applies equally to pre-trade messaging and to post-allocation reporting.
Tag: cme
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EP243 CME Unit of Measure and Trade Sub-Type Extension
This extension pack adds two additional values to the FIX standard list of units of measure. It also adds a new enumeration to TrdSubType(829).
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EP241 CME Average Pricing Enhancement
This service pack includes enhancements needed to assist trade give-up by clients of a Central Counterparty (CCP) clearing house. The enhancements include additions to give-up instruction, reporting and acknowledgement as well as an unrelated additional enumeration to TradeReportType(856).
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FIX Protocol GA – CME Automatic Claim Handling
This document is in public comment until 2018_27_08
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FIX Protocol GA – CME Average Pricing Enhancements
This document is a follow-up to EP240. This version is to a provide enhancements needed to assist trade give-up by clients of a Central Counterparty (CCP) clearing house.
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FIX Protocol GA – CME Average Pricing and Markup Proposal
FIX Protocol GA – CME Avg Pricing and Markup Proposal v0.3
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EP234 CME Allocations of Multileg Order or Trade Extension
This extension pack,extends the FIX Protocol to support a new attribute to the various allocation repeating components allowing for identification of the leg of a multileg order or trade.
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EP217 CME Trade Capture Extensions II
This extension pack adds the capabilities to report account relationships and support Trade at Settlement (TAS) and Trade at Marker (TAM) spread price requirements.