This extension pack includes support for repeating group of timestamps in quote messages. TheĀ TrdRegTimestampĀ component supports one or more timestamps related to trading and/or regulatory reporting. This extension adds the component to the pre-trade area, more specifically to theĀ Quote(35=S)Ā andĀ QuoteStatusReport(35=AI)Ā messages. It also adds the genericĀ QuoteAttributeGrp component to theĀ QuoteStatusReport(35=AI)Ā message.
Revision history
2021 03 24 - SPEC 2488 - Correct FIX version in Basic Repository
2021 03 23 - Corrected artifacts to include correct FIX.Latest version identifier.
Files list:
File | |
---|---|
FIXRepository_FIX.Latest_EP263.zip | |
OrchestraEP263.zip | |
fixmlschema_FIX.Latest_EP263.zip | |
FIX-Protocol-Gap-Analysis-Regulatory-Timestamps-for-Quotes-v0.1_EP263_ASBUILT_changetracked.pdf | |
FIX-Protocol-Gap-Analysis-Regulatory-Timestamps-for-Quotes-v0.1_EP263_ASBUILT.pdf |
Total Files | 5 |
File Size | 4.51 MB |
Create Date | November 18, 2020 |