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:
File | Action |
---|---|
FIXUnifiedRepository_FIX.Latest_EP292.zip | Download |
FIXOrchestra_FIX.Latest_EP292.zip | Download |
FIXBasicRepository_FIX.Latest_EP292.zip | Download |
fixmlschema_FIX.Latest_EP292.zip | Download |
FIX Protocol Gap Analysis - Algo Certification Proposal v0.6_ASBUILT_EP292_changetracked.pdf | ViewDownload |
FIX Protocol Gap Analysis - Algo Certification Proposal v0.6_ASBUILT_EP292.pdf | ViewDownload |
Total Files | 6 |
File Size | 5.59 MB |
Create Date | August 7, 2024 |