Package

EP194 GFIS Pre-trade Indication Enhancements

This Extension Pack, initiated by the Global Fixed Income Subcommittee, introduces enhancements to support recent updates to the Cash Bond Best Practices including use of FIX 5.0 SP2 for pre-trade liquidity discovery workflows (Axes, Inventories and Runs) between the sell-side and buy-side. The specific areas of enhancement include: New RelativeValueGrp component within the IOI(35=6) and...

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...