Algorithmic Trading Working Group

Read Me First

Link to FIXatdl Specification Main Page
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).
[23 March 2010]
Website Registration
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.
[7 January 2010]

Old - version 1.0 Firm Files

A Simple Excel Example (Simple Excel Example.zip, 56KB)
This is the Excel utility that was used at the Press Briefing.
[27 July 2007]
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)
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.
[13 May 2010]
GTC presentation of V1.1 (FIXatdl 1.1 GTC Presentation_2010205.ppt, 2.7MB)
GTC Presentation of v1.1
[28 February 2010]
Institutional Investor Presentation (II v2.ppt, 2.4MB)
Webinar on FIXatdl for II magazine special interest group on Trading Technology
[7 April 2010]