EP138 – FIX Trading Community https://www.fixtrading.org Version 2.1. Wed, 20 Nov 2019 21:06:04 +0000 en-US hourly 1 https://wordpress.org/?v=6.4.3 https://www.fixtrading.org/wp-content/uploads/2017/03/favicon.png EP138 – FIX Trading Community https://www.fixtrading.org 32 32 EP138 CME Securities Reference Data Extensions https://www.fixtrading.org/packages/ep138/ Tue, 20 Jun 2017 14:59:05 +0000 http://fixtrading.org/?post_type=wpdmpro&p=42910

Additional securities reference data attributes used to define or describe derivatives.

  • First and Last Notice Dates – This is used for deliverable futures.
  • Tick Rule Types – New type of tick rule and new fields for settlement price increments.
  • Negative Settlement Price Indicator – Indication if a contract can settle at a negative price.
  • Negative Strike Price Indicator – Indication if an option can have negative strike prices.

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 2012-12-03] FIXML Schema and FIX Repository updated to resolve schema validation errors reported.

[Updated 2012-06-25] Update of repository and FIXML Schema due to correction of EP131.

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