Numerous extensions in the area of single leg, multi-leg and cross order handling to cover the requirements of equity options exchanges in the US. 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);...
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EP106 ISE Market Data Extensions
Market data comprises various pieces of information including book data as well as status information. This gap analysis provides a number of extensions in this area to cover the requirements of the Internal Securities Exchange (ISE), one of the major equity options exchanges in the US. New messages (SecurityMassStatus, SecurityMassStatusRequest) and fields have been added...