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Tag: AppLayer RP

Home / AppLayer RP
Package

Recommended Practices for Continuous Mass Quoting

Guide to implementation of mass quoting functionality for multiple asset classes using FIX 5.0 SP1 in an Exchange/ECN environment

Package

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.

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