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Foreign Exchange
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Re: FX - TradeCaptureReport
Matt Simpson / Chicago Mercantile Exchange 5 Feb 2007 5:41PM ET As previously stated FIX 5.0 provides improved support for FX order and trade reporting. CME has implemented FX Trade Capture Reporting and samples can be found the link below starting on page 23.
http://www.cme.com/files/FIXMLClearingConfirmTradeCapture.pdf
> Hi,
>
> Relatively new to FIX and have been asked to map an FX Trade to a FIX
> 4.4 TradeCaptureReport.
>
> Can any one point me to an example of this or some documentation?
> Searches on this formum don't really come up with any results.
>
> Thanks in advance,
>
> Steve
Re: FX - TradeCaptureReport Matt Simpson / Chicago Mercantile Exchange 5 Feb 2007 5:41PM ET |