Imported from previous forum
What is the process for obtaining run books for specific organisations using FIX?
Is there a central place to fetch these from, or is it a series of bi-lateral conversations?
I need to determine the degree of variability in implementations we need to support.
Thanks
Many sell-side firms have written their own “FIX Interface Sepcification” document which provides details of the security types and order types which they support. These documents will also list the custom tags used by the firm and any deviations from the standard which the firm requires.
However, there is no public repository where these documents are stored. You’ll need to contact each firm to get their specs.
-Greg