Package

EP263 – Regulatory Timestamps for Quotes

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 –...