FYI,
FIX is requesting feedback on this new
specification. Please let me know if you think that this is something
that that we should discuss in the PRWG.
Best regards,
Brian
From: Karel Engelen
[mailto:KEngelen@xxxxxxxx]
Sent: Monday, April 09, 2007 10:07
AM
To: Brian Lynn
Subject: FW: [members@xxxxxxxxxxxxxxx]
FIX Algorithmic Schema - Request for Comment
Brian,
Would the below be of interest to the
pricing and risk working group?
Karel
From: FPL Program
Office [mailto:fpl@xxxxxxxxxxxxxxx]
Sent: Monday, April 09, 2007 9:52
AM
To: members@xxxxxxxxxxxxxxx
Subject: [members@xxxxxxxxxxxxxxx]
FIX Algorithmic Schema - Request for Comment
FIX Algorithmic
Schema - Request for
Comment
The FPL Algorithmic Trading Working Group
created a draft algorithmic schema that allows algorithmic providers to
describe their algorithmic order types and parameters via XML. It
also provides an optional foundation for dynamic rendering of algorithmic order
entry screens, and an optional foundation for validation during order entry
time, ahead of order submission.
The FPL Global Technical Committee has
approved the draft schema for broader industry comment. The most current
versions of all documents are available via a public directory on the FPL
website:
http://www.fixprotocol.org/working_groups/algowg/documents
We would appreciate if you could take a look as soon as possible as we
expect to begin pilot testing with interested parties in a few weeks.
After that, the change process becomes much more rigid.
Included in the above directory is the
Algorithmic Trading Working Group “Issues” document, which outlines
currently known outstanding issues. This document will be updated in real time
as issues, changes and enhancements are further identified.
Please respond with technical comments,
ASAP, but no later than Friday, April 20th to algotech@xxxxxxxxxxxxxxx.
If you are also interested in doing a pilot please
advise us.
Thanks very much.
Sincerely,
FPL Algorithmic Trading Working Group
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