pre-trade – FIX Trading Community https://www.fixtrading.org Version 2.1. Sun, 19 Nov 2023 15:07:11 +0000 en-US hourly 1 https://wordpress.org/?v=6.4.3 https://www.fixtrading.org/wp-content/uploads/2017/03/favicon.png pre-trade – FIX Trading Community https://www.fixtrading.org 32 32 FIX Latest Specification – Pre-Trade https://www.fixtrading.org/packages/fix-latest-specification-pre-trade/ Sun, 19 Nov 2023 15:00:42 +0000 https://www.fixtrading.org/?post_type=wpdmpro&p=55601

Normative specification of the pre-trade business area of FIX Latest.

]]> EP194 GFIS Pre-trade Indication Enhancements https://www.fixtrading.org/packages/ep194/ Tue, 20 Jun 2017 16:34:35 +0000 http://fixtrading.org/?post_type=wpdmpro&p=42968

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 Quote(35=S) messages
  • Enhanced IOI and Quote Qualifier
  • Improved Trader and Desk Visibility

Update History

[Updated 2015-08-17] Revised the FIXML Schema and FIX Repository to reflect changes in EP161, EP169, EP170, EP187, EP190 and EP192.

]]> EP130 HKEx Pre-Trade Extensions https://www.fixtrading.org/packages/ep130/ Mon, 19 Jun 2017 20:05:55 +0000 http://fixtrading.org/?post_type=wpdmpro&p=42902

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 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 2012-02-27] Updated repository (added unified repository) and FIXML Schema.

[Updated 2012-01-24] Added repository and FIXML Schema. ASBUILT document updated.

]]> Best Practices for Bonds – Pre-Trade Indications https://www.fixtrading.org/packages/best-practices-for-bonds-pre-trade-indications/ Mon, 01 Dec 2014 18:36:38 +0000 http://www.technical-fixprotocol.net/?post_type=wpdmpro&p=13218

Defines a standard for the transmission of Indications – Axes Inventories and Runs.

]]> Recommended Practices for Continuous Mass Quoting v1 https://www.fixtrading.org/packages/recommended-practices-for-continuous-mass-quoting-v1/ Tue, 10 Jul 2007 22:35:14 +0000 http://www.technical-fixprotocol.net/?post_type=wpdmpro&p=13234

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.

 

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