Ability to convey the order priority for orders and quotes on the private/trading session (i.e. in Execution Report and Quote Status Report).
This way a trader can directly compare two of its orders to see which has the best priority, and more importantly see when the priority changes. The order priority is already available in the market data feed but this feed is not always available to the trader.
[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 2012-12-03] FIXML Schema and FIX Repository updated to resolve schema validation errors reported.
[Updated 2012-05-30] Correction of FIXML abbreviations. ASBUILT document, FIXML Schema, FIX Repository updated.
[Updated 2012-01-12] Added repository and FIXML Schema. ASBUILT document updated.
|NGM Order and Quote Handling Extension v04_ASBUILT.pdf|
|File Size||1.54 MB|
|Create Date||June 19, 2017|