Global Exchanges and Markets Committee

DELIVERABLES

Recommended Practices for Book Management
MDOWG_Book_Mgt v20.doc • 960KB •
27 September 2007
Recommended practices defined by MDOWG on book management of exchanges and markets.
Recommended Practices for Continuous Mass Quoting
EEWG Quotation Best Practices V1_00.pdf • 187KB •
10 July 2007
Guide to implementation of mass quoting functionality for multiple asset classes using FIX 5.0 SP1 in an Exchange/ECN environment
Recommended Best Practices - Phase 1
EEWG Recommended Best Practices - Phase 1 V1.0.pdf • 876KB •
25 January 2007
Recommended best practices for FIX usage by exchanges and ECNs (phase 1 scope)

EVENTS

Liquidity Centers and Connectivity
Liquidity Centers.ppt • 259KB •
11 December 2007
This was distributed at the Americas Conference in New York and lists those exchanges with FIX connectivity, ECN / ATSs using FIX as well as those utilizing the FAST Protocol.
FPL Americas Exchanges and ECNs Briefing Agenda
FPLAmericas Exchanges and ECNs Briefing Agenda 150607.pdf • 34KB •
4 June 2007
FPL Americas Exchanges and ECNs Briefing 2007
FPL Exchanges ECNs web invitation.pdf • 30KB •
10 May 2007
FPL Exchanges and ECNs Briefing 2007 - Slide Pack
FPL Exchanges and ECNs Briefing 2007.pdf • 1.4MB •
13 February 2007
On February 1st 2007, FPL held the inaugural FPL Exchanges and ECNs Briefing in London, at Thomson Financial. The event proved to be an outstanding success with more than 100 delegates and speakers from across the globe attending on the day. The concept behind the event was to provide a forum where the challenges and issues impacting the current Exchange landscape could be addressed. Please find attached the slides presented at the event which total 153
FPL Exchanges and ECNs Briefing 2007 - Event Information
FPL Exchanges ECNs web invitation.pdf • 30KB •
13 February 2007

PUBLIC

Throttling Request
throttling request.doc • 23KB •
10 November 2009
Borys Harmaty, BGC Partners asks committee members to submit their thoughts on throttling. Exchange/ECN members were asked to explain how they throttle while representatives from the member side were asked to explain how they would like to see throttling implemented.
GEMC Topic List 2009
GEMC Topic List 20091110.doc • 75KB •
10 November 2009
List of topics for discussion in GEMC conference calls in 2009. Last update November 10, 2009.
GEMC Topic List 2008
GEMC Topic List 20081223.doc • 126KB •
23 December 2008
List of topics for discussion in GEMC conference calls in 2008. Last update December 23, 2008.
CME Exotic Options Proposal
FPL Exotic Option Model.ppt • 1.0MB •
17 September 2008
Slides supporting the CME gap analysis for reference data extensions related to exotic options.
LSE Discussion
LSE Gap - RiHe Comments.doc • 75KB •
7 August 2008
Comments and discussion of the LSE Proposal.
Mass Action Extension
Mass Cancel Action Extensions.ppt • 78KB •
10 April 2008
Slides from OMX describing extensions to mass action requests regarding the orders to be acted upon.
Security List Usage
Security List Usage.ppt • 100KB •
9 April 2008
Slides from OMX describing the ability to identify lists of securities as hierarchical entities.
Reference Data Extensions
Reference Data Extensions.ppt • 163KB •
9 April 2008
Slides from OMX describing miscellaneous extensions to reference data (e.g. trading rules, market and security definition), event and status information (security and trading session).
News Message Extensions
News Message Extensions.ppt • 100KB •
20 March 2008
Slides describing extensions to News message
EEWG Technical Subgroup Topic List for 2007
EEWG Technical Topics 2007.doc • 52KB •
23 October 2007
List of topics discussed in EEWG Technical Subgroup during 2007.
EEWG Business Practices WG Topic List for 2007
EEWG Business Practices Topics 2007.doc • 71KB •
23 October 2007
List of topics discussed in EEWG Business Practices Subgroup during 2007.
FPL Global Exchanges & Markets Committee Overview
Global Exchanges and Markets Committee Overview.doc • 38KB •
6 September 2007
This document contains some frequently asked questions detailing the mission, scope, objectives and expected deliverables of the committee. There is also background information about the structure and leadership.
Mass Cancellation of Orders
Order Mass Cancel.ppt • 79KB •
19 April 2007
Slides describing issues related to mass cancellation of orders.
Revision of ISO 10962 - CFI Code
N_635_ISO_CD10962_2006.pdf • 235KB •
4 January 2007
Draft revision of ISO 10962 for purposes of reference in the FPL Exchange Working Group
Harmonization of Trading Sessions, Security Status
Trading Sessions, Security States and Events v 0.3.doc • 604KB •
20 November 2006
Discussion of trading session identification and trading session and security status
Trading Session Model
Trading Session Background.ppt • 80KB •
8 November 2006
Slides for discussion of data model of trading sessions
Harmonized Use of Security Identifiers
Harmonized Use of Security Identifiers v 0 5.doc • 234KB •
14 October 2006
Draft for discussion of alternatives for the identification of securities in FIX.
OMX issues and discussion points
OMX Issues and Discussion Points.doc • 77KB •
14 September 2006
Bundling and Implicit Order Status
IOC Example.doc • 506KB •
31 August 2006
An example of message bundling and implicit order status using an IOC order
Slide deck reviewing topics previously discussed - Part 3
EEWG Recommendations Part 3 - Final Draft.ppt • 742KB •
15 August 2006
This slide deck is a final draft of recommendations for topics covered in this section.
Slide deck reviewing topics previously discussed - Part 2
EEWG Recommendations Part 2 - Final Draft.ppt • 461KB •
19 July 2006
This slide deck is a continuation of part one; it is the final draft of recommendations for topics discussed prior to 7/20/06.
Slide deck reviewing topics previously discussed - Part 1
EEWG Recommendations Part 1 - Final Draft.ppt • 247KB •
19 July 2006
This slide deck is a final draft of the recommendations for topics that were discussed prior to 7/20/06.
Harmonization Document Excerpt 2
HES V1 Excerpt 2.doc • 35KB •
4 July 2006
This document contains an excerpt from the harmonization document. It outlines order entry/modification, rejections, mapping of requests and responses.
Harmonization Document Excerpt 1
HES V1 Excerpt 1.doc • 183KB •
26 June 2006
This document contains an excerpt from the Harmonization document identifying tables 1-7.
Proposal for Harmonized Exchange Standard
Harmonized Exchange Standard v1_0 Draft.pdf • 1.3MB •
12 June 2006
This document proposes guidelines and definitions for a Harmonized Exchange Standard. It is the result of joint work between OMX and Deutsche Börse.
Exchange/ECN WG Scope Definition
Exchange WG Scope.ppt • 129KB •
6 June 2006
This document provides an outline of the scope of functional areas to be addressed within the Exchange/ECN working group
Kickoff Meeting Presentation
Exchanges - ECN WG Kickoff Meeting.ppt • 119KB •
31 May 2006
Presentation from the Exchanges/ECN Working Group kickoff meetings.
Exchanges / ECN WG Overview
ExchangesECN WG Overview.doc • 29KB •
25 May 2006
FPL Reestablishes Exchanges/ECN Working Group
FPL Reestablishes Exchanges WG.pdf • 22KB •
9 May 2006
FPL is pleased to announce the reformation of its Exchanges/ECN Working Group. FPL will gather global and multi-asset class exchanges and market centers together to broaden FIX adoption, focusing on implementation success, challenges and opportunities.

MEETING MINUTES

Meeting Minutes - 20070104
exhwg_20070104.doc • 66KB •
22 January 2007
Meeting Minutes - 20070202 (London Workshop)
exhwg_ 20070202 (Workshop - London).doc • 69KB •
8 February 2007
Meeting Minutes - 20070208
exhwg_20070208.doc • 69KB •
15 February 2007
Meeting Minutes - 20070215
exhwg_20070215.doc • 72KB •
21 February 2007
Meeting Minutes - 20070222
exhwg_20070222.doc • 72KB •
26 February 2007
Meeting Minutes - 20071004
gblex&mkts_20071004.doc • 84KB •
11 October 2007
Meeting Minutes - 20071011
gblex&mkts_20071011.doc • 140KB •
18 October 2007
Meeting Minutes - 20071129
gblex&mkts_20071129.doc • 34KB •
6 December 2007