This Extension Pack, initiated by the Global Fixed Income Subcommittee, introduces enhancements to support recent updates to the Cash Bond Best Practices including use of FIX 5.0 SP2 for pre-trade liquidity discovery workflows (Axes, Inventories and Runs) between the sell-side and buy-side. The specific areas of enhancement include:
- New RelativeValueGrp component within the IOI(35=6) and Quote(35=S) messages
- Enhanced IOI and Quote Qualifier
- Improved Trader and Desk Visibility
[Updated 2015-08-17] Revised the FIXML Schema and FIX Repository to reflect changes in EP161, EP169, EP170, EP187, EP190 and EP192.
|FIX Protocol Gap Analysis Proposal - Fixed Income Pre-Trade Indication Enhancement v0.3_ASBUILT.pdf|
|File Size||2.81 MB|
|Create Date||June 20, 2017|