June 10, 2024March 5, 2025

This extension pack introduces a new FIX message to publish option Greeks. Option Greeks provides a measure of risk of an option, factors which influence the price of an option.

Files list:
FileAction
FIXUnifiedRepository_FIX.Latest_EP288.zipDownload
FIXOrchestra_FIX.Latest_EP288.zipDownload
fixmlschema_FIX.Latest_EP288.zipDownload
FIXBasicRepository_FIX.Latest_EP288.zipDownload
FIX Protocol Gap Analysis - SecurityRiskMetricsReportv0.2_ASBUILT_EP288_changetracked.pdfViewDownload
FIX Protocol Gap Analysis - SecurityRiskMetricsReportv0.2_ASBUILT_EP288.pdfViewDownload
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Total Files6
File Size4.54 MB
Create DateJune 10, 2024