EP239 – FIX Trading Community https://www.fixtrading.org Version 2.1. Wed, 20 Nov 2019 16:37:50 +0000 en-US hourly 1 https://wordpress.org/?v=6.4.3 https://www.fixtrading.org/wp-content/uploads/2017/03/favicon.png EP239 – FIX Trading Community https://www.fixtrading.org 32 32 EP239 AllocationInstructionAlertRequest Proposal https://www.fixtrading.org/packages/ep239/ Fri, 15 Dec 2017 20:30:03 +0000 https://www.fixtrading.org/?post_type=wpdmpro&p=48725

This extension pack provides new functionality to FIX Protocol with the addition of a new message type, AllocationInstructionAlertRequest(35=DU), to support the ability for clearinghouse customers to request to receive AllocationInstructionAlert(35=BM) messages from the clearinghouse.  Additional enhancements related to clearinghouse 3-party allocation model and allocation groups to support a new average pricing concept for allocated trades called “notional value average price” (NVAP).

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