Transcription of BZX Exchange US Equities FIX Specification - Bats
{{id}} {{{paragraph}}}
BZX Exchange US Equities FIX Specification Version October 8, 2014 BATS BZX Exchange US Equities FIX Specification (Version ) Contents 1 Introduction .. 4 Overview .. 4 Hours of 4 BZX and BYX Exchanges .. 4 Data Types .. 5 Document Format .. 5 2 Protocol .. 6 Message Format .. 6 Sequence Numbers .. 6 Version Compatibility .. 6 3 Sessions .. 6 Connectivity .. 7 7 Heartbeat .. 7 Test Request .. 8 Resend Request .. 8 Reject .. 8 Sequence Reset .. 8 Logout .. 8 4 FIX Messages.
1 Introduction 1.1 Overview BATS members use a subset of the FIX 4.2 protocol for order entry and drop copies. It is assumed that the reader …
Domain:
Source:
Link to this page:
Please notify us if you found a problem with this document:
{{id}} {{{paragraph}}}