June 19, 2017
This significant extension mainly addresses the allocation (give-up/take-up) workflows between clearinghouses and clearing firms. It also covers average price grouping of trades. In addition to extensions […]
June 19, 2017
Uniform instrument definition and price specification of Credit Default Swaps, in particular for the TradeCaptureReport message to be used in CDS “OTC Clearing” processes. Addresses enhancing […]
June 19, 2017
This extension covers part of the SEC amendments for Regulation SHO to place further restrictions on short selling. See also EP121. The rules create a “Circuit […]
June 19, 2017
This extension covers part of the SEC amendments for Regulation SHO to place further restrictions on short selling. See also EP120. Since the SEC amendment provides […]
June 19, 2017
General framework for expressing a unit of measure that can represent any amount of any currency. Additionally, it adds support for several new units of measure […]
June 19, 2017
New peg price type to allow short sell peg price orders to comply with the SEC uptick rule. It comprises extensions of PegPriceType, MDEntryType and TradeCondition […]
June 19, 2017
Support for the session initiator to reset the MsgSeqNum in the Logon message (not only as part of 24-hour connectivity). The Logout message is extended with […]
June 19, 2017
Ability to convey the order priority for orders and quotes on the private/trading session (i.e. in Execution Report and Quote Status Report). This way a trader […]
June 19, 2017
Various extensions to the quote messages to cover total quote quantity, marketplace assigned quote identifiers, quote status for traded (and removed) quotes, initially tradeable quotes and […]
June 19, 2017
Ability to transmit instructions for specific-lot allocations. Specific-lot trade allocations are a key benefit provided by Wealth Managers who provide advisory services to retail customers. One […]
June 19, 2017
Extension of Party Risk Limit messages introduced with EP105, mainly to support the definition of risk limits and to be able to convey current risk exposure. […]
June 19, 2017
Extension of Parties Reference Data (see EP105) to include party entitlement information. Party Entitlement messages include the ability to request entitlements and to report on current […]
