Never let it be said that the FIX Trading Community fails to debate the full gamut of issues. The 2018 EMEA Trading Conference, in London, was the organisation’s tenth annual event and threw up plenty for discussion, ranging from periodic auctions and broker preferencing, to the appropriateness of gentlemen wearing coloured socks in the City...
Tag: MiFID ii
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FIX Protocol GA – MiFID II MiFIR Extensions Part 4
v0.3 Public comment period ends on November 7, 2017.
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FIX MiFID Commission Unbundling Recommended Practices
v0.2 This document describes the recommended practices for specifying the research component of a commission, as required by MiFID II.
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MiFID II Order Record Keeping Venue Subgroup – Short Code Standard
Provides details of the short code format as produced by Order Data & Record Keeping Venue Subgroup
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FIX Protocol GA – ESMA RTS 2 and RTS 23 Extensions
FIX Protocol GA – ESMA RTS 2 and RTS 23 Extensions
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FIX Protocol GA – ESMA RTS28 Extensions
This zip file also includes RTS28_FIX Mappings and the gap analysis to address gaps in specified reporting
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RTS 28 Extension Proposal
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RTS 23 Extension Proposal
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Mapping Tables: MiFID Fields to FIX Fields
Mapping: MiFID fields to FIX fields UPDATED: 11/2017 v1.5