FpML Issues Tracker
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Feature
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Request New Feature
spedroso
mgratacos
Summary
We are actually working to implement data exchange with external entities and suppose to use FpML as standard to such. In fact, there is no schema implemented to Futures Operations and same for NDF (Non-deliverable Futures).
Basic fields necessary to implement these operations are: - legal entity id - client id - broker id - type of future contract (FX or interest rate) - maturity date - quantity of contracts - price or rate - after-hour indicator
We can specify these operations and create the schema for your further validation. Just let us know.
Notes:
spedroso
12/08/05 4:15 pm
In time, this issue is already been dealed by Andrew Parry. Other fields we missed and need to be included in specification are:
– trader id, which identifies the internal trader operator with his id. This is not in first definition.
– after-market indicator, qualifying the trade to be accept at the same day but turn on next business day.
mgratacos
12/16/05 11:21 am
At ISDA we have received an additional request from a dealer to support Options on Interest Rate Futures, specifically representations for Eurodollar/Euribor/Eurobund Future Options [and maybe T-Bonds, T-Notes].
mgratacos
01/29/07 2:16 pm
The Standards Committee decided not to include securities within the FpML scope. Extensions to cover security products are available at: http://www.fpml.org/documents/proposals.html Currently there is no coverage of future contracts but it may change in the near future.