Showing posts with label European consolidated tape. Show all posts
Showing posts with label European consolidated tape. Show all posts

Friday, 11 January 2013

FIX Protocol develops standards for European consolidated tape

In a move billed by the standards-setting body as a key milestone in the development of an EU-wide consolidated tape, Fix Protocol Limited has released a set of standards for the consolidation of trade reports and market data for European equity markets.
Market Data For European Equity Markets

The recommendations from the group aim to identify where the trade was issued, in what currency, and where it was executed, down to the nearest microsecond.