PUBLIC COMMENT PERIOD – ISE Order Handling Extension Proposal

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Imported from previous forum

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The Global Technical Committee has reviewed and preliminarily approved the ISE Order Handling Proposal. The ISE Order Handling Extension proposes a number of extensions in the area of single leg, multileg and cross order handling for equity options.

The document now enters a public comment period in which public review and feedback is encouraged. Once the public comment period closes, the Global Technical Governance Board will meet to review public comments before final approval.

Please post feedback, comments, and questions as replies to this discussion thread.

A link to the proposal can be found at:

http://fixprotocol.org/documents/5503/FIX%20Protocol%20Gap%20Analysis%20ISE%20Order%20Handling%20Extensions%20v05.doc

The public comment period ends on January 28, 2011.

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The new OrderEventGrp does not have a liquidity indicator like the existing FillsGrp does. There is a requirement for this information, i.e. it is suggested to add a new field OrdEventLiquidityInd to OrderEventsGrp that uses the same enums as the existing field FillLiquidityInd (1443).

Regards,
Hanno.