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EP298 – Allocation Enhancements

This extension pack enhances the capability to assign individual allocations of an AllocationInstruction(35=J) message to different average pricing subgroups and adds an allocation group identifier issued by a firm to the main trade capture report messages.

Revision History

5/22/2025 – SPEC-2885 – Correct elaborations of enums of QuoteRequestRejectReason(658)

Category:

EP298 – Allocation Enhancements
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