Ability for firms to communicate execution source information (e.g. phone orders, desk orders, algorithmic orders) end-to-end, from execution through clearing and settlement. The Futures Industry Association has defined a list of execution source codes in the document “FIA Voice and Direct Identifier” dated November 23, 2010 for use in FIA’s EGUS system which stores and...
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EP132 GFIC TriPartyRepo Gap Analysis
Minor extensions to support the U.S. tri-party repo market and close gaps identified by the GFIC in reviewing the results of the U.S. Tri-Party Repo Infrastructure Reform Task Force. The extension includes the definition of user-defined tags for FIX 4.x implementations due to the regulatory nature of the gap analysis. Update History [Updated 2013-12-09] The...
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FIX Protocol GA – MiFID II/MiFIR Extensions Part 3
FIX Protocol GA – MiFID II/MiFIR Extensions Part 3
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Gap Analysis Template
Update History [Update February 28, 2023 v3.3] minor revisions to formatting of the template. [Update February 3,2023 v3.3] template and readme revised materially to reflect changes in process and terminology and transition to Orchestra [Update May 8, 2020] – template updated [Update April 11, 2019] – Minor revisions in instructions and formatting. [Update September 14,...
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NYSE – Rule 80A Account Type Indicators
In response to the evolution of program trading activities in the marketplace, NYSE has amended NYSE Rule 80A.40 to update the definition of account type indicators – “J” and “K”. These changes go into effect on June 2, 2008.