Thomson Reuters is developing a new FIX interface into our automated Spot and Forwards Matching services. The interface is currently being developed using FIX version 5.0 SP1. One of the design requirements for the interface is to utilize existing FIX v5.0 tag definitions wherever possible (e.g. there is a strong desire to minimize the usage of custom tags). This gap analysis is intended to highlight functional areas where, as of the date of this writing, we have been unable to map our existing FX Matching business messaging requirements directly into the FIX v5.0 SP1 specification.

Update History

[Updated 2013-12-09] Updated FIXML Schema and FIX Repository files due to update to the FIX 5.0 SP2 base. See SP2 20131209 Errata Release Notes for details.

[Updated 2011-10-04] Repository updates, EP content not impacted.

[Updated 2011-10-04] FIXML Schema updated to correct generation errors.

Files list:
EP100 FX Spot and Forwards Matching Gap Analysis v1-3 April 16th_ASBUILT.pdf

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