Various extensions to the quote messages to cover total quote quantity, marketplace assigned quote identifiers, quote status for traded (and removed) quotes, initially tradeable quotes and a request to confirm a quote. Update History [Resolved 2015-08-17] The enum description for QuoteStatus(297) = 15 (Cancelled due to crossed market) was corrected. Resolved in EP195. [Resolved 2015-08-17]...
Tag: NGM
Package
EP125 NGM Order and Quote Handling Extension
Ability to convey the order priority for orders and quotes on the private/trading session (i.e. in Execution Report and Quote Status Report). This way a trader can directly compare two of its orders to see which has the best priority, and more importantly see when the priority changes. The order priority is already available in...
Package
EP124 NGM Logon Extension
Support for the session initiator to reset the MsgSeqNum in the Logon message (not only as part of 24-hour connectivity). The Logout message is extended with error codes to convey that the session state is corrupt and a recovery can be initiated. Update History [Updated 2013-12-09] The FIXML Schema and FIX Repository files have been...