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Tech Doc - Market Data

FIX ADAPTED FOR STREAMING (FAST Protocol)

FIX Adapted for STreaming (FAST Protocol [SM])

WORKING GROUP

FPL Market Data Optimization Working Group

RECOMMENDED PRACTICES

Book Management Recommended Practices
MDOWG_Book_Mgt v20.doc • 960KB •
9 March 2008
Version 2.0 - This document explains the proper conventions for managing an order book using FIX message formats and attribution.
Multicast Recommended Practices
FIX_Multicast_Transport_v1.0.pdf • 537KB •
14 April 2006
This document describes the the proper way to conduct a multicast session for market data distribution using FIX message formats.