This extension pack, initiated by Deutsche Boerse Group introduces two new FIX message types: CrossRequest(MsgType=DS) and CrossREquestAck(MsgType=DT) to support the announcement, and acknowledgement, of the intention of a cross trade or pre-arranged trade prior to the entry of related orders or quotes. Other enhancements in this extension pack include enhancements to the ValueChecksGrp component, extensions...
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EP131 ISE Order Handling Extensions
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);...
Package
EP115 Deutsche Boerse Order Handling Extensions
This extension allows to optionally convey an exchange destination for the cancellation of orders. The ExecutionReport is extended contain the desired exchange destination as well as the initial display quantity for a reserve order on an optional basis. Update History [Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated for the following...