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 Files | 5 |
File Size | 4.51 MB |
Create Date | November 18, 2020 |