16 September 2014

RIXML.org releases Schema version 2.4

25 February 2013  |  1062 views  |  0 Source: RIXML.org

RIXML.org, a consortium of buy-side, sell-side and vendor firms committed to the development and implementation of the first open tagging standard for investment research, is pleased to announce the production release of its Schema version 2.4.

"We are grateful for the contributions from our members and the efforts of our Technical & Standards and Schema Build-Out Committees to bring about this production release", said Jack Roehrig, Executive Director, RIXML.org. "This significant release represents an important milestone for our organization. This was truly a team exercise. The insight, creativity and expertise brought to this effort is extraordinary."

"Our members brought their well-informed perspectives to our development process, and came up with a solid roadmap for putting together the RIXML v2.4 schema release. With this release, we have a critical mass of meaningful schema changes, with notable expansion to support Fixed Income, Credit and Ratings content, and a good opportunity to present them", said Sal Restivo, Chairman of the Technical & Standards Committee of RIXML.org. "We hope RIXML v2.4 helps producers and consumers of research continue to improve the ways in which the content is described, organized, searched, filtered and displayed, across the array of delivery channels.

Additionally, we've given publishers an opportunity to describe their own research expertise and areas of specialty in a normalized fashion within the main schema. We have also included the new 'side-car' schemas for communicating more dynamic analyst roster and coverage updates", notes Restivo.

"Given the business pressures to monetize proprietary research content within existing and in emerging new delivery constructs, the idea of fully realizing research 'content in context' to buy-side consumers has never been more important", notes Roehrig. "Our tagging standard serves as an enabler to achieve that objective". 

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