Algorithmic Trading Working Group

Public Archive

FIXatdl Intro and Tutorial (FIXATDL Intro and Tutorial 01092008.doc, 323KB)
FIXatdl Introduction and Tutorial
[8 February 2008]
FIX Algorithmic Trading Definition Language - Introduction (FIX Algo Standard - final.pdf, 18KB)
This document provides information on the new FIX Protocol standard FIX Algorithmic Trading Definition Language (FIXatdl). The standard delivers advanced support for algorithmic trading.
[7 November 2007]
FPL Press Release (Press Release_FPL Announces FIX Algorithmic Trading Definition Language Enters Beta Testing.pdf, 19KB)
[16 August 2007]
Press Briefing Presentation (36 slides) (FIX Algorithmic Trading Definition Language.pdf, 107KB)
[26 July 2007]
Press Briefing Recording (45 minutes) (FIX algo press event.mp3, 5.2MB)
[26 July 2007]
Readme (readme.html, 14KB)
This document describes how to obtain the schema definition files.
[14 June 2007]
Algorithmic Working Group Issues (Issues.zip, 48KB)
The Algorithmic Working Group Issues list is where requests for changes, recommendations, bugs, and future enhancement requests are kept track of. This zip file contains an Excel spreadsheet with a summary of the current issues as well as a Word document that contains all the details. You need to copy these two files to your local system and place them in the same directory to link properly. Once they are copied locally, open the Excel file first and it will provide all the links to the Word file.
[20 March 2007]
Algorithmic Schema Proposal (Algorithmic Trading Schema Proposal v2.2.1.doc, 300KB)
The proposal presented to the FIX Global Technical Committee to specify an XML schema for algorithmic trading.
[14 March 2007]