EP114 CME Security Definition and Trade Sub-Type Extensions

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.