Imported from previous forum
Hello,
I am trying to find out the annual volume of FIX messages. Also, it would be very helpful to get a breakdown by transaction/message type and sell/buy side participation. I am currently in a research project.
Thanks,
Colin Clark
Since the FIX Specification is available to the public and can be implemented via a variety of network connectivity options through bi-lateral agreement of the parties involved, there is not a definitive source of transaction volume info. Everyone would have their own statistics but there is no central repository with such numbers.
We do, however, have a new feature on the website (added just this week) called the "Principals" page. This is a place where buyside and sellside firms can volunteer information about their use of FIX (message volume is not a question however). This works like our Vendor page. We would encourage users of FIX to complete this information for their firm. This list will obviously grow as the hundreds of firms who have implemented FIX volunteer such information.
Rather than have a lot of firms post their stats within our discussion forum, I would prefer that people interested in volunteering such info send it directly to you but in return would request the consolidated results and maybe we can post it up on the website. Is that acceptable to you?
> Hello,
>
> I am trying to find out the annual volume of FIX messages. Also, it would be very helpful to get a breakdown by transaction/message type and sell/buy side participation. I am currently in a research project.
>
> Thanks,
>
> Colin Clark
>
That would be great! The more detail you can get them to send to me the better, by year, transaction type, security type, etc. I will create a database to store the information and summarize and publish to your specs.
Regards,
Colin Clark