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Tech Draft Proposals - Archive
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Extensions to Quote Messages (QuoteExtensions19991020.doc, 118KB)
This document outlines extensions to the existing Quote and Quote Request messages that are part of FIX 4.1. It is proposed that the Quote Message be extended to support multiple sets of quotes.
[20 October 1999] | IOI Lists (ioilists.doc, 23KB)
This document proposes new fields to support "blocking and targeting" messages to multiple counterparties.
[25 June 1999] | Japanese Extensions (Japanese Version) (FIX41J10.doc, 388KB)
Extensions to FIX 4.1 to support Japanese business.
[7 May 1999] | Market Data (formerly "Book") Messages (book1098.doc, 73KB)
This document outlines a set of messages for displaying real-time market/book data.
[30 December 1999] | Regulation NMS (Regulation NMS for FIX 5.0 Overview.doc, 57KB)
This document details the changes made to FIX to comply with Regulation NMS and includes links to the Reg NMS proposals.
[4 January 2007] | Security Messages (Security19991118.doc, 136KB)
This document outlines a set of messages for the definition of financial securities and communication on the status of securities. These securities can be simple or can be complex, multi-legged instruments. The Security Message is intended to handle a wide variety of instruments including FLEX style options, OTC derivatives, as well as, complex, multi-leg financial Securities, such as, options strategies, futures spreads, and baskets.
[18 November 1999] |
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