EP144 HKEx Quote Extensions

Extensions to the tradable quote model to support the separate identification of quote sides by the quote issuer.

• New fields QuoteBidID and QuoteOfferID for the Quote and Quote Status Report messages which allows to convert the accepted quote into two orders (bid and ask)and processed independently.
• New component group for Quote message to support price and notional value checks.
• New valid values for the QuoteRejectReason field to reject due to a failed price or notional value check or due to the unavailability of a reference price.

Update History

[Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated for the following changes: an update to the base FIX 5.0 SP2 (See 20131209 Errata Release Notes); an update to EP105 to correct an issue with incorrect coding of UndInstrmtGrp and InstrmtLegGrp components in the Repository; an error in EP106 was also corrected to resolve FIXML Schema validation issues with components assigned to incorrect component categories.

[Updated 2012-12-03] FIXML Schema and FIX Repository updated to resolve schema validation errors reported.

[Updated 2012-06-25] Update of repository and FIXML Schema due to correction of EP131.

[Updated 2012-06-18] Added ASBUILT document, FIXML Schema and FIX Repository.