File

EP223 Order Handling Extensions

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...