This extension pack, initiated by Deutsche Boerse Group introduces two new FIX message types: CrossRequest(MsgType=DS) and CrossREquestAck(MsgType=DT) to support the announcement, and acknowledgement, of the intention of a cross trade or pre-arranged trade prior to the entry of related orders or quotes.
Other enhancements in this extension pack include enhancements to the ValueChecksGrp component, extensions to MassAction related messages, and additional PartyRoleQualifier values.
|FIX Protocol Gap Analysis - DBG Order Handling Extensions v02_EP223_ASBUILT.pdf|
|File Size||3.29 MB|
|Create Date||June 20, 2017|