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