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EP191 Deutsche Borse Market Data Statistics

This Extension Pack introduces a new set of Market Data Statistics messages that allow to request and report such information in a flexible manner. Update History [Updated 2015-08-17] Revised the FIXML Schema and FIX Repository to reflect changes in EP161, EP169, EP170, EP187 and EP190. [Updated 2014-12-13] Updated FIXML Schema and FIX Repository due to...

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EP190 EUREX Market Data Extensions

This Extension Pack introduces a number of minor revisions to the market data messages as proposed by the EUREX Group. Update History [Updated 2015-08-17] Revised the FIXML Schema and the FIX Repository to reflect changes in EP161, EP169, EP170 and EP187. Revised the ASBUILT, FIX Repository and FIXML schema as follows: Added the fields SettlPrice(730)...

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EP106 ISE Market Data Extensions

Market data comprises various pieces of information including book data as well as status information. This gap analysis provides a number of extensions in this area to cover the requirements of the Internal Securities Exchange (ISE), one of the major equity options exchanges in the US. New messages (SecurityMassStatus, SecurityMassStatusRequest) and fields have been added...

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FPL Recommended Standards for the Consolidation of Trade Reports and Market Data in Europe

This document details the recommended standards for the consolidation of trade reports and market data for European equity markets. These industry-driven recommendations mark an important milestone in the development of a European Consolidated Tape. The recommendations provide guidance, explaining how trade reports could be published in a standard manner to enable data to be more...

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ASIC-FIX Adopted for Short Position Reporting

FIX welcomes the Australian Securities & Investments Commission (ASIC™s) adoption of the FIX Protocol messaging standard for the reporting of short positions. Use of FIX enables market participants to benefit from significant cost savings and efficiency gains and ASIC’s move to select the protocol is yet another example of the growing level of interest by regulators...

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Multicast Recommended Practices

This document describes the the proper way to conduct a multicast session for market data distribution using FIX message formats.