FPL releases FIX 5.0

FIX Protocol Ltd says production-ready final release of version 5.0 of the Financial Information eXchange Protocol (FIX) specification is now available.

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FPL releases FIX 5.0

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FIX 5.0 enhances the messaging support provided by FIX 4.4 which was released in 2003. FPL says the new spec addresses the key issues and trends impacting the financial services industry today including increased automation, growing market data volumes and increasing regulatory pressures.

The additional functionality includes support for Reg-NMS, OATS Phase 3, and MiFID regulatory initiatives as well as algorithmic trading extensions to support the exchange of information used to initiate and execute auto-trading strategies.

The new spec also features enhanced support for FX trading, enriched order routing for reserve, peg, and triggered orders, market data optimisation extensions and major new support for post-trade and clearing processes for allocation, trade and position reporting.

Additionally FIX 5.0 introduces a new 'transport independence framework' which separates the FIX session layer from the application layer. This enables firms to utilise the business functionality provided by later versions of the protocol with their existing implementations. This significantly reduces the financial investment required to support new releases, says FPL, while allowing FIX to be used by a wider audience.

The transport independence framework will also allow FIX application messages to be carried over other session transports such as Web services and MQSeries.

Commenting on the release of FIX 5.0, Scott Atwell, co-chair of the FPL global steering committee, says this initiative offers the financial services community "the potential to further integrate electronic trading into their business practices and profit from its many benefits".

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