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FIX Protocol Gap Analysis – Extension of BeginString for FIX Latest

The Global Technical Committee has reviewed and preliminarily approved the Gap Analysis. It extends the values of BeginString(8) for FIX Latest to include the session profile identifiers for the FIX Session Layers of FIX 4.2 and FIX 4.4. Currently, FIX Latest requires BeginString(8)=”FIXT.1.1”, i.e. to reference FIX Transport, the FIX Session Layer introduced with FIX...

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FIX Protocol Gap Analysis – Extension for Trade Compression v0.2

Cboe is developing an option trade compression service called Cboe Compression Service.  The service will allow for bilateral and multilateral compression. This information is then passed to The Options Clearing Corporation (OCC) and the clearing firms. This Gap Analysis document establishes the technical requirements for bilateral and multilateral compression for portfolio and netted trades using...