The EU Securities Financing Transactions Reporting Regulations (SFTR) requires reporting of financing transactions to be reported to ESMA, these transactions include repurchase agreements (repos), buy-sell...
This extension pack supports requirements identified by Consolidated Audit Trail (the “CAT”) Working Group related to data reporting required by Phase 2A (equities) of the CAT NMS Plan.
All new tags...
This extension pack provides the ability to indicate an order neither added nor removed liquidity using the field LastLiquidityInd(851) = 0 (Neither added nor removed liquidity).
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This extension pack supports the proactive indication of client facilitation using the value ExecInst(18) = z (Allow Facilitation).
Note ASBUILT updated to revision 0.5 (FIX-Protocol-Gap-Analysis-APAC-Client-Facilitation-v0.5_EP251_ASBUILT-.pdf)...
This extension provides the ability to identify EU and UK share trading obligations using the OrderAttributesGrp component and fields OrderAttributeType(2594) ad OrderAttributeValue(2595).
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This extension pack introduces a new set of messages to support the operational management and agreement of expected future payments and cash flows during the life cycle of existing contracts (e.g. swaps...
This extension pack introduces a new key data element required for reporting to CAT - Firm Designated Identifier (FDID) and the new PartyIDSource(447) value S (FDID).
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This extension pack adds trade aggregation for FX spot, vanilla forwards and non-deliverable forward transactions where individual trades are identified to be aggregated by the buy-side and communicated...
This extension pack enhances the workflow when a third-party facility provides the confirmation matching function between the dealer and the investment manager. When there is a mismatch the matching facility...
This extension pack adds one additional value to AllocHandlInst(209) to signal that the claim should be automatic and adds the AllocHandlInst(209) field to all appropriate allocation components since...
This extension pack extends SecurityIDSource(22) to support a new security identifier scheme called "UMTF" (Uniform Multilateral Trading Facility code). UMTF is a securities symbology scheme, specifically...
This service pack includes enhancements needed to assist trade give-up by clients of a Central Counterparty (CCP) clearing house. The enhancements include additions to give-up instruction, reporting and...
This extension pack provide support for trade submissions and give-up by clients of a Central Counterparty (CCP) clearing house. The enhancements allow the ability to indicate the use of various average...
This extension pack provides new functionality to FIX Protocol with the addition of a new message type, AllocationInstructionAlertRequest(35=DU), to support the ability for clearinghouse customers to request...
This extension pack addresses the gaps in the FIX Protocol standard to meet further requirements related to ESMA RTS 2 Annex III Sections 2 to 11 Segmentation Criteria.
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This extension pack, initiated by the FIX EMEA Regulatory Subcommittee and the Global Technical Committee, extends the FIX Protocol to meet the requirements of MIFID II and MiFIR. This extension pack covers...
This extension pack addresses the gaps to the FIX Protocol Application Layer standard to meet the requirements for ESMA RTS 2 and RTS 23 which specifically addresses the data standards and formats...
This extension pack,extends the FIX Protocol to support a new attribute to the various allocation repeating components allowing for identification of the leg of a multileg order or trade....
This extension pack, initiated by the Global Post-Trade Working Group, extends the FIX Protocol to support the separation of different types of commissions as required by MiFID II directive. New values...
This extension pack, initiated by Bloomberg L.P. and the Global Technical Committee, extends the FIX Protocol to meet the requirements of ESMA RTS 22 for transaction reporting.
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This extension pack, initiated by the Global Technical Committee, extends the FIX Protocol to meet the requirements of ESMA RTS 27 for best execution reporting.
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