Trade compression – FIX Trading Community https://www.fixtrading.org Version 2.1. Mon, 26 Jul 2021 18:00:30 +0000 en-US hourly 1 https://wordpress.org/?v=6.4.3 https://www.fixtrading.org/wp-content/uploads/2017/03/favicon.png Trade compression – FIX Trading Community https://www.fixtrading.org 32 32 FIX Protocol Gap Analysis – Extension for Trade Compression v0.2 https://www.fixtrading.org/packages/fix-protocol-gap-analysis-extension-for-trade-compression-v0-2/ Mon, 26 Jul 2021 18:00:30 +0000 https://www.fixtrading.org/?post_type=wpdmpro&p=70249

Cboe is developing an option trade compression service called Cboe Compression Service.  The service will allow for bilateral and multilateral compression. This information is then passed to The Options Clearing Corporation (OCC) and the clearing firms.

This Gap Analysis document establishes the technical requirements for bilateral and multilateral compression for portfolio and netted trades using the FIX Protocol.

The document is now out for public comment for a two week period commencing 26th July 2021 and ending 8th August 2021.

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