This extension pack includes support for repeating group of timestamps in quote messages. The TrdRegTimestamp 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 the Quote(35=S) and QuoteStatusReport(35=AI) messages. It also adds the generic QuoteAttributeGrp component to the QuoteStatusReport(35=AI) 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 |