Normative specification of the pre-trade business area of FIX Latest
Tag: pre-trade
Package
EP194 GFIS Pre-trade Indication Enhancements
This Extension Pack, initiated by the Global Fixed Income Subcommittee, introduces enhancements to support recent updates to the Cash Bond Best Practices including use of FIX 5.0 SP2 for pre-trade liquidity discovery workflows (Axes, Inventories and Runs) between the sell-side and buy-side. The specific areas of enhancement include: New RelativeValueGrp component within the IOI(35=6) and...
Package
EP130 HKEx Pre-Trade Extensions
Minor extensions for trading session state changes, base trading rules, tick tables and test/dummy instruments. 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...
Package
Best Practices for Bonds – Pre-Trade Indications
Defines a standard for the transmission of Indications – Axes Inventories and Runs.
Package
Recommended Practices for Continuous Mass Quoting v1
Aims to be a guide to implementing the Mass Quotation function for equities, listed derivatives, foreign exchange and fixed income transactions using version 5.0 SP1 of the FIX protocol.