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...
Upcoming Events
Package
EP136 HKEx Post-Trade Extensions
Minor extensions of post-trade fields and messages related to clearing instructions, trade handling instructions and trade report rejection reasons for invalid prices. 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...
Package
EP134 HKEx Trade Extensions
Extension of order messages to support additional price checks and extension of order and trade messages with explicit fields to convey rejection information. 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...
Package
EP130 HKEx Pre-Trade Extensions
Minor extensions for trading session state changes, base trading rules, tick tables and test/dummy instruments. 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...