Tech Draft Proposals - Archive

ARCHIVE

Extensions to Quote Messages
QuoteExtensions19991020.doc • 118KB •
20 October 1999
This document outlines extensions to the existing Quote and Quote Request messages that are part of FIX 4.1. It is proposed that the Quote Message be extended to support multiple sets of quotes.
IOI Lists
ioilists.doc • 23KB •
25 June 1999
This document proposes new fields to support "blocking and targeting" messages to multiple counterparties.
Japanese Extensions (Japanese Version)
FIX41J10.doc • 388KB •
7 May 1999
Extensions to FIX 4.1 to support Japanese business.
Market Data (formerly "Book") Messages
book1098.doc • 73KB •
30 December 1999
This document outlines a set of messages for displaying real-time market/book data.
Regulation NMS
Regulation NMS for FIX 5.0 Overview.doc • 57KB •
4 January 2007
This document details the changes made to FIX to comply with Regulation NMS and includes links to the Reg NMS proposals.
Security Messages
Security19991118.doc • 136KB •
18 November 1999
This document outlines a set of messages for the definition of financial securities and communication on the status of securities. These securities can be simple or can be complex, multi-legged instruments. The Security Message is intended to handle a wide variety of instruments including FLEX style options, OTC derivatives, as well as, complex, multi-leg financial Securities, such as, options strategies, futures spreads, and baskets.