Numerous extensions in the area of single leg, multi-leg and cross order handling to cover the requirements of equity options exchanges in the US.

Update History

[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 2012-06-25] Update of repository and FIXML Schema due to correction of EP125. ASBUILT document updated to correct valid values of Triggered (1823).

[Updated 2012-02-22] Added repository and FIXML Schema. ASBUILT document updated.

Files list:
FileAction
FIX Protocol Gap Analysis ISE Order Handling Extensions v06_ASBUILT.pdfViewDownload
FIXRepository_FIX.5.0SP2_EP131.zipDownload
fixmlschema_FIX.5.0SP2_EP131.zipDownload

Total Files3
File Size2.54 MB
Create DateJune 20, 2017