This extension allows to optionally convey an exchange destination for the cancellation of orders. The ExecutionReport is extended contain the desired exchange destination as well as the initial display quantity for a reserve order on an optional basis.

Update History

[Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated for the following changes: an update to the base FIX 5.0 SP2 (See 20131209 Errata Release Notes); an update to EP105 to correct an issue with incorrect coding of UndInstrmtGrp and InstrmtLegGrp components in the Repository; an error in EP106 was also corrected to resolve FIXML Schema validation issues with components assigned to incorrect component categories.

[Updated 2011-12-06] Added repository and FIXML Schema.

Files list:
FileAction
FIX Protocol Gap Analysis Proposal DBAG v05_ASBUILT.pdfViewDownload
FIXRepository_FIX.5.0SP2_EP115.zipDownload
fixmlschema_FIX.5.0SP2_EP115.zipDownload

Total Files3
File Size1.36 MB
Create DateJune 19, 2017