EP297 – FIX Trading Community https://www.fixtrading.org Version 2.1. Mon, 12 May 2025 07:29:50 +0000 en-US hourly 1 https://wordpress.org/?v=6.4.3 https://www.fixtrading.org/wp-content/uploads/2017/03/favicon.png EP297 – FIX Trading Community https://www.fixtrading.org 32 32 EP297 – Algo Trading Identifiers https://www.fixtrading.org/packages/ep297/ Tue, 29 Apr 2025 10:40:50 +0000 https://www.fixtrading.org/?post_type=wpdmpro&p=110133

This Extension Pack covers a request to provide data on ExecutionReport(35=8) messages relating to the usage of execution algorithms on orders.

Specifically, these changes allow brokers to communicate to their clients:

  • Whether an order is being executed as part of a randomised trial, and which ‘flavour’ of the algorithm is being used for that specific order.
  • The identifier of the algorithm used by the broker for the last fill (outside of trials).
  • Where an algorithm testing certificate exists, the identifier of the certificate.
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