FIXATDL

The trading algorithm UI, described in XML.

Definition

FIXatdl 1.1 describes for each algorithm (VWAP, TWAP, POV, Implementation Shortfall) the list of parameters, their types, validations, UI representations (sliders, dropdowns), dependencies. Lets a broker deploy a new algorithm and have the buy-side platform display the right form automatically.

Origin

Published by the FIX Trading Community in 2010, version 1.1 in 2010.

Example in context

A VWAP algorithm with parameters StartTime, EndTime, ParticipationRate, MinFillSize.

Related terms

• FIX — parent protocol.