Application Layer Extensions for High Performance
The following proposals and recommended practices are provided to optimize the FIX application level for trading and market data. This includes extensions to the FIX standard by adding new messages, fields and valid values as well as guidelines to minimize verbosity when using new or existing messages, fields and valid values.
More information on the work from the High Performance Trading Initiatives can be found here.
The proposals follow the standard process for gap analysis proposals described in the document found here.
Trading
Part 1 – (Mass) Orders and Executions (EP188)
FIX Protocol Gap Analysis - Extensions for Digital Asset Trading 182.16 KB 4000 downloads
The Global Technical Committee has reviewed and preliminarily approved the Gap Analysis....
FIX Protocol Gap Analysis - Security Reference Data Extension 93.87 KB 4387 downloads
The Global Technical Committee has reviewed and preliminarily approved the Gap Analysis...(You must be affiliated with a FIX Trading Community Member Firm in order to view these documents)
The original proposal and review comments made during the public comment period of EP188 can be found here.
Market Data
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no entries yet, work in progress in MDOWG
Recommended Practices
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Recommended Best Practices for Exchanges and ECNs 597.58 KB 291 downloads
The FIX Protocol Gap Analysis document proposing extensions based on the EEWG Phase...
Recommended Practices for Continuous Mass Quoting 190.31 KB 380 downloads
Guide to implementation of mass quoting functionality for multiple asset classes...