Algorithmic Trading Working Group

Read Me First

Link to FIXatdl Specification Main Page
23 March 2010
FIXatdl v1.1 is now a an official FIX standard. Follow this link to download the full specification (xsd schema files, Word Documentation, samples etc).
Website Registration
7 January 2010
You must be logged in to the FPL website in order to access the FIXatdl schema files. Registration is easy, immediate and free; it only requires your name, entity and email address. Click on the above "Website Registration" link to be taken directly to the FPL Registration Page. Be sure to log in, and when you return to this page, be sure to "refresh" to ensure you gain unlimited access.

Old - version 1.0 Firm Files

A Simple Excel Example
Simple Excel Example.zip • 56KB •
27 July 2007
This is the Excel utility that was used at the Press Briefing.
Barclays Capital Algo Trading Files
29 June 2007
Bloomberg Tradebook Algo Trading Files
20 July 2007
Cheuvreux Algo Trading Files
11 July 2007
Citi Algo Trading Files
3 July 2007
Credit Suisse Algo Trading Files
25 June 2007
Fidelity Algo Trading Files
11 July 2007
Goldman Sachs Algo Trading Files
9 July 2007
ITG Algo Trading Files
11 July 2007
JPMorgan Algo Trading Files
17 July 2007
Lehman Algo Trading Files
25 June 2007
Merrill Lynch Algo Trading Files
20 July 2007
Morgan Stanley Algo Trading Files
25 June 2007
NeoNet Algo Trading Files
25 June 2007
Pragma@Weeden Algo Trading Files
11 July 2007
UBS Algo Trading Files
12 July 2007

Presentations

FPL Asia Pacific Presentation
FPLAsiaPac_20100513_FIXatdl_Atwell.zip • 324KB •
13 May 2010
Be sure to see slides 6 and 7 here that shows how a single strategy can easily be expressed in both a English UI and a Japanese UI with very little effort.
GTC presentation of V1.1
FIXatdl 1.1 GTC Presentation_2010205.ppt • 2.7MB •
28 February 2010
GTC Presentation of v1.1
Institutional Investor Presentation
II v2.ppt • 2.4MB •
7 April 2010
Webinar on FIXatdl for II magazine special interest group on Trading Technology