Package

EP 98 LSE FillsGroup Yield Extension

This extension describes the requirement for a Yield field to be added to the component for specific application in the Execution Report (35=8). The London Stock Exchange are looking at offering Bond trading and will be using the block of the Execution Report to carry multiple bond trade fills therefore a Yield field at the...

Package

EP 99 LSE Matching Instructions

A Matching Instructions component block was added to the Order Entry, Order Modification and Trade Reporting messages. A Matching Instructions component block will allow more complex matching instructions to be added to an Order than is currently possible using the ExecInst (18) field. Update History [Updated 2013-12-09] Updated FIXML Schema and FIX Repository files due...