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