NGM – FIX Trading Community https://www.fixtrading.org Version 2.1. Wed, 20 Nov 2019 21:34:37 +0000 en-US hourly 1 https://wordpress.org/?v=6.4.3 https://www.fixtrading.org/wp-content/uploads/2017/03/favicon.png NGM – FIX Trading Community https://www.fixtrading.org 32 32 EP126 NGM Tradeable Quotes Extension https://www.fixtrading.org/packages/ep126/ Mon, 19 Jun 2017 19:17:31 +0000 http://fixtrading.org/?post_type=wpdmpro&p=42896

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] Corrected the inadvertent change of the field reference of QuoteID(117) in the QuoteCancel(35=Z) message from “Required” to “Not Required”. Resolved in EP195.

[Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated for the following changes: an update to the base FIX 5.0 SP2 (See 20131209 Errata Release Notes); an update to EP105 to correct an issue with incorrect coding of UndInstrmtGrp and InstrmtLegGrp components in the Repository; an error in EP106 was also corrected to resolve FIXML Schema validation issues with components assigned to incorrect component categories.

[Updated 2012-12-03] FIXML Schema and FIX Repository updated to resolve schema validation errors reported.

[Updated 2012-05-30] Update of repository and FIXML Schema due to correction of EP125.

[Updated 2012-01-12] Added repository and FIXML Schema. ASBUILT document updated.

]]> EP125 NGM Order and Quote Handling Extension https://www.fixtrading.org/packages/ep125/ Mon, 19 Jun 2017 19:15:13 +0000 http://fixtrading.org/?post_type=wpdmpro&p=42893

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 the market data feed but this feed is not always available to the trader.

Update History

[Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated for the following changes: an update to the base FIX 5.0 SP2 (See 20131209 Errata Release Notes); an update to EP105 to correct an issue with incorrect coding of UndInstrmtGrp and InstrmtLegGrp components in the Repository; an error in EP106 was also corrected to resolve FIXML Schema validation issues with components assigned to incorrect component categories.

[Updated 2012-12-03] FIXML Schema and FIX Repository updated to resolve schema validation errors reported.

[Updated 2012-05-30] Correction of FIXML abbreviations. ASBUILT document, FIXML Schema, FIX Repository updated.

[Updated 2012-01-12] Added repository and FIXML Schema. ASBUILT document updated.

]]> EP124 NGM Logon Extension https://www.fixtrading.org/packages/ep124/ Mon, 19 Jun 2017 19:13:37 +0000 http://fixtrading.org/?post_type=wpdmpro&p=42892

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 updated for the following changes: an update to the base FIX 5.0 SP2 (See 20131209 Errata Release Notes); an update to EP105 to correct an issue with incorrect coding of UndInstrmtGrp and InstrmtLegGrp components in the Repository; an error in EP106 was also corrected to resolve FIXML Schema validation issues with components assigned to incorrect component categories.

[Updated 2012-01-12] Added repository and FIXML Schema. ASBUILT document updated.

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