FIX 4.2 Specification with 20010501 Errata
The FIX 4.2 specification includes numerous enhancements beyond FIX 4.1.
Major changes in FIX 4.2 include:
- Enhancements to better support exchanges and ECNs (Market Data, Security Definition and Status, Trading Session Status, etc.)
- Program/Basket Trading support
- “Mass quoting” support for equity options
- Support for Japanese requirements (Japanese character sets, order handling, and allocation support)
- Enhanced foreign exchange capability
- Fixed Income IOI capability for High Yield and High Grade corporate bonds
- Order pre-allocation functionality.
- Other enhancements and clarifications
The Errata contains a list of minor adjustments to the FIX 4.2 Specification document due to typographical errors or ambiguities. The nature and scope of these adjustments do not introduce new functionality or new messages. Unlike previous errata for previous releases of FIX, new fields were introduced to address specific omissions that resulted in preventing usage of messages. All of the items specified in this document are considered part of the standard FIX 4.2 release. The list of items has been reviewed and approved by the FIX Global Technical Committee (GTC). This FIX 4.2 Errata 20010501 is considered the current version of the FIX 4.2 specification.
Implementers of FIX version 4.2 should base their implementations on this errata release, referring to the FIX 4.2 Specification document with Errata 20010501 to ensure the most consistent implementation and clearest understanding of the FIX protocol.
Technical Addendum
Time Precision Technical Addendum 580.93 KB 3687 downloads February 24, 2017
Time Precision Technical Addendum. This Technical Addendum addresses the time precision granularity by extending the FIX data type for timestamps to picoseconds. The Technical Addendum is applicable...Specification Documents
FIX 4.2 with 20010501 Errata - Itemized Changes 83.96 KB 849 downloads July 24, 2017
Itemized changes for FIX 4.2 Errata as of May 1, 2001 ...
FIX 4.2 Specification with Errata 20010501 - MS Word 386.28 KB 606 downloads July 24, 2017
FIX 4.2 Specification with May 1, 2001, Errata in MS Word format available to FIX Members only. ...