This is the second extension submitted by the Investment Industry Regulatory Organization of Canada (IIROC) to further support real-time market surveillance to ensure that trading is carried out in accordance with securities trading rules.
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. IIROC in consultation with the Canadian Markets and FPL has chosen FIX Version 5.0 for the market regulation feed. In May 2009, Extension Pack EP101 was created and ratified by FPL to accommodate IIROC’s market surveillance feed requirements. Since then a small number of new requirements have been identified necessitating a subsequent Gap Analysis.
[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 2011-11-21] FIX Repository and FIXML Schema updated after finalization of EP102.
[Updated 2011-10-04] Repository updates, EP content not impacted.
[Updated 2011-10-04] FIXML Schema updated to correct generation errors.
|EP104 FIX Protocol Gap Analysis Proposal - IIROC Market Regulation FeedV2_v0.6_ASBUILT.pdf|
|File Size||1.29 MB|
|Create Date||June 19, 2017|