The Global Technical Committee has reviewed and preliminarily approved the Regulatory Timestamps for Quotes proposal submitted by the GTC. This gap analysis proposal is a follow up to Extension Pack EP253 Extensions for CAT/FIX Mapping. One of the extensions proposed by the CAT/FIX mapping (https://www.fixtrading.org/packages/mapping-cat-fix-phase-2a_equities/) was to add RegulatoryReportType(1934) to a number of additional messages to convey the CAT event type. EP253 added new values to RegulatoryReportType(1934) but did not add the field to the messages required for CAT.
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: https://www.fixtrading.org/packages/fix-protocol-ga-regulatory-timestamps-for-quotes/
The public comment period ends on September 10, 2020.