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EP002 – Algorithmic Trading Extensions

This proposal standardises how algorithmic-strategy parameters are carried in FIX. FIX 4.4 provided TargetStrategy, TargetStrategyParameters and ParticipationRate, but firms were creating custom tags as strategy definitions acquired more parameters. The document introduces the repeating StrategyParameters group using NoStrategyParameters, StrategyParameterName, StrategyParameterType and StrategyParameterValue.

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EP002 – Algorithmic Trading Extensions
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