The FIX Algorithmic Trading Working Group (GPTWG) members have developed this extension to support the algorithmic trading regulatory requirements in Europe as defined by MiFIR. The investment firms engaged in algorithmic trading with venues are required to certify their algos and be able to provide the testing results in the form of a "certificate" to the venue (RTS 71, Article 10(1)).

Revision history

12/9/2024 - SPEC-2807 - Correct field description of QuoteRequestRejectReason(658)
12/9/2024 - SPEC-2803 - Correct name, datatype, and synopsis of MDOriginTime(3034)

Files list:
FileAction
FIXUnifiedRepository_FIX.Latest_EP292.zipDownload
FIXOrchestra_FIX.Latest_EP292.zipDownload
FIXBasicRepository_FIX.Latest_EP292.zipDownload
fixmlschema_FIX.Latest_EP292.zipDownload
FIX Protocol Gap Analysis - Algo Certification Proposal v0.6_ASBUILT_EP292_changetracked.pdfViewDownload
FIX Protocol Gap Analysis - Algo Certification Proposal v0.6_ASBUILT_EP292.pdfViewDownload

Total Files6
File Size5.59 MB
Create DateAugust 7, 2024