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Hello, Does anyone know how to represent a trade cancellation in FpML 5-3? In prior versions there was a ContractCancelled message type; what is the approach in 5-3? Thanks!
They are called Retracted messages in 5.x versions. The contract messages are now executionAdvice messages so ContractCancelled is now executionAdviceRetracted. Hope this helps. Marc [url=http://www.tradeheader.com]www.tradeheader.com[/url]
By the way, you may find this spreadsheet I created useful: [url=http://fpml.aws.isda.org/documents/groupdocs/FpMLMessagingMapping.xls]http://fpml.aws.isda.org/documents/groupdocs/FpMLMessagingMapping.xls[/url] Marc [url=http://www.tradeheader.com]tradeheader.com[/url]
