One of the functions of the Investment Industry Regulatory Organization of Canada (IIROC) is to conduct real-time market surveillance to ensure that trading is carried out in accordance with securities trading rules. To facilitate this task, IIROC requires each market to provide real-time market transaction data to its market surveillance system – otherwise referred to as a “market regulation feed”. To help accommodate this requirement, IIROC is in the process of developing a FIX Market Regulation Feed Specification. It is envisioned that the specification will be used by the markets to update and configure their respective FIX engines.
[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.
|EP101 FIX Protocol Gap Analysis Proposal - IIROC Market Regulation Feed_v0.5_ASBUILT.pdf|
|File Size||1.64 MB|
|Create Date||April 28, 2009|