✕

EP303 Algorithm Certification Enhancements Part 2

The FIX Algorithmic Trading Working Group introduced a set of messages supporting algo certification and testing with FIX Extension Packs EP292 and EP295. This extension pack closes some gaps identified subsequently. The main extensions are as follows:
• Extension of the state change model for algo certification to support cancellation.
• Addition of “Algorithm” as a separate party role with its version as part of party sub group.
• Addition of test system parameters on the level of a test suite and a test scenario.
• Additional party information for venues registering or firms revoking registered algo certificates.

Category:

EP303 Algorithm Certification Enhancements Part 2
This website uses cookies to improve your experience. By using this website you agree to our Data Protection Policy.
Terms and Conditions
AI Chat AI Chat