Guide to implementation of mass quoting functionality for multiple asset classes using FIX 5.0 SP1 in an Exchange/ECN environment
Tag: AppLayer RP
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Recommended Practices for Book Management
Version 2.0 – This document explains the proper conventions for managing an order book using FIX message formats and attribution.
Package
Recommended Best Practices for Exchanges and ECNs
The FIX Protocol Gap Analysis document proposing extensions based on the EEWG Phase I Recommended Best Practices. Included in FIX 5.0 SP1.