EP114 – FIX Trading Community https://www.fixtrading.org Version 2.1. Wed, 20 Nov 2019 21:58:43 +0000 en-US hourly 1 https://wordpress.org/?v=6.4.3 https://www.fixtrading.org/wp-content/uploads/2017/03/favicon.png EP114 – FIX Trading Community https://www.fixtrading.org 32 32 EP114 CME Security Definition and Trade Sub-Type Extensions https://www.fixtrading.org/packages/ep114/ Mon, 19 Jun 2017 18:57:07 +0000 http://fixtrading.org/?post_type=wpdmpro&p=42879

This extends the reporting capabilities of the Security Definition message.

It enhances the capabilities of the Security Definition message to specify the number of legs in a multi-leg instrument, the reason for rejecting a SecurityDefinitionRequest, a new unit of measure for carbon emissions, a new SecurityTradingStatus of No-Cancel, and a new TrdSubType for reporting OTC auction trades.

Update History

[Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated for the following changes: an update to the base FIX 5.0 SP2 (See 20131209 Errata Release Notes); an update to EP105 to correct an issue with incorrect coding of UndInstrmtGrp and InstrmtLegGrp components in the Repository; an error in EP106 was also corrected to resolve FIXML Schema validation issues with components assigned to incorrect component categories.

[Updated 2011-12-06] Added repository and FIXML Schema.

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