Imported from previous forum
I’m looking for information regarding a standard OTC trade file for data flow between various record keeping parties.
I’m looking for information regarding a standard OTC trade file for data
flow between various record keeping parties.
Adam, for OTC derivatives you are better off looking at the FpML protocol. This covers standard data formats for interest, credit, equity and FX derivatives. These are published on their website at http://www.fpml.org
[ original email was from Robert Stowsky - rstowsky@brookpath.com ]
> > I’m looking for information regarding a standard OTC trade file for
data flow between various record keeping parties.
Adam, for OTC derivatives you are better off looking at the FpML
protocol. This covers standard data formats for interest, credit, equity
and FX derivatives. These are published on their website at
http://www.fpml.org
If you are looking for something like a FIX trade capture report for exchange lookalikes such as equity options with non-standard strikes, the FIX GDC is planning to add these as a next phase to the Listed Derivatives Product Reference Proposal. If you are looking for a way to exchange ISDA confirms electronically for the products that Sean listed above then FpML is the way to go.
Regards,
Robert Stowsky
Co-Chair, FPL-ISDA/FpML Collaboration Working Group
Co-Chair, FIX GDC Technical Subcommittee
Member, ISDA/FpML Coordination Committee