This extension pack includes support for repeating group of timestamps in quote messages. The TrdRegTimestamp component supports one or more timestamps related to trading and/or regulatory reporting. This extension adds the component to the pre-trade area, more specifically to the Quote(35=S) and QuoteStatusReport(35=AI) messages. It also adds the generic QuoteAttributeGrp component to the QuoteStatusReport(35=AI) message.

Files list:
File
OrchestraEP263.zip
FIXRepository_FIX.5.0SP2_EP263.zip
fixmlschema_FIX.5.0SP2_EP263.zip
FIX-Protocol-Gap-Analysis-Regulatory-Timestamps-for-Quotes-v0.1_EP263_ASBUILT_changetracked.pdf
FIX-Protocol-Gap-Analysis-Regulatory-Timestamps-for-Quotes-v0.1_EP263_ASBUILT.pdf

Total Files5
File Size4.51 MB
Create DateNovember 18, 2020