FIX Extension Packs
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EP254 EU Securities Financing Transactions Reporting (SFTR) 4.15 MB 29 downloads January 27, 2020
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...
EP253 - Extensions for CAT/FIX Mapping 907.89 KB 40 downloads December 24, 2019
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...
EP252 - Liquidity Indicator Extension 3.26 MB 47 downloads November 14, 2019
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). ...
EP251 - APAC Client Facilitation Extension 3.37 MB 28 downloads November 14, 2019
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)...
EP250 - Share Trading Obligation Extension 3.28 MB 25 downloads November 14, 2019
This extension provides the ability to identify EU and UK share trading obligations using the OrderAttributesGrp component and fields OrderAttributeType(2594) ad OrderAttributeValue(2595). ...
EP249 - GPTWG Post Post-trade Pay Management 4.60 MB 82 downloads July 23, 2019
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...
EP248 - CAT FDID 3.29 MB 111 downloads April 24, 2019
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). ...
EP247 GPTWG FX Trade Aggregation Extension 3.59 MB 64 downloads December 16, 2018
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...
EP246 Bloomberg Confirmation Extensions 3.54 MB 50 downloads December 16, 2018
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...
EP245 CME Automatic Claim Handling 3.31 MB 30 downloads December 17, 2018
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...
EP244 India NSE PAN ID Extension 3.20 MB 25 downloads December 17, 2018
This extension pack adds the PAN ID. This identifier is issued by the Income Tax Department of India. ...
EP243 CME Unit of Measure and Trade Sub-Type Extension 3.27 MB 29 downloads December 17, 2018
This extension pack adds two additional values to the FIX standard list of units of measure. It also adds a new enumeration to TrdSubType(829). ...
EP242 Support of UMTF Symbology 3.15 MB 27 downloads December 17, 2018
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...
EP241 CME Average Pricing Enhancement 3.63 MB 31 downloads December 17, 2018
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...
EP240 CME Average Pricing and Markup Extensions 3.31 MB 107 downloads December 31, 2017
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...
EP239 AllocationInstructionAlertRequest Proposal 3.22 MB 49 downloads December 15, 2017
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...
EP238 ESMA RTS 2 Segmentation Criteria 3.48 MB 52 downloads December 15, 2017
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. ...
EP237 MiFID II and MiFIR Extensions Part 4 3.38 MB 219 downloads December 15, 2017
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...
EP236 ESMA RTS 28 Extensions 4.12 MB 153 downloads November 20, 2017
This extension pack addresses the gaps in the FIX Protocol Application Layer related to MiFID II RTS 28 and best execution reporting requirements. ...
EP235 ESMA RTS 2 and RTS 23 Extensions 4.84 MB 104 downloads November 20, 2017
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...
EP234 CME Allocations of Multileg Order or Trade Extension 3.72 MB 65 downloads November 20, 2017
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. ...
EP233 MiFID II Commission Unbundling 3.14 MB 161 downloads September 29, 2017
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...
EP232 MiFID II ESMA RTS 22 3.39 MB 256 downloads September 29, 2017
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. ...
EP231 MiFID II ESMA RTS 27 3.56 MB 202 downloads September 29, 2017
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. ...
EP230 Price Qualifiers 3.27 MB 51 downloads September 29, 2017
This extension pack, initiated by Fidelity Capital Markets, extends the FIX Protocol to better supports fixed income pricing that may include taxes, the effect of amortization or a floating rate offset. ...
EP229 MiFID II and MiFIR Extensions Part 3 3.32 MB 284 downloads September 28, 2017
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...
EP228 MiFID II and MiFIR Extensions Part 2 4.15 MB 470 downloads June 20, 2017
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...
EP227 Trade Reporting Extensions 3.90 MB 65 downloads June 20, 2017
This extension pack, initiated by the CME Group and the FIX Global Technical Committee, providing a collection of trade reporting enhancements, some of which are related to CFTC reporting requirements....
EP226 Quote Negotiation Extensions 3.75 MB 53 downloads June 20, 2017
This extension pack, initiated by the FIX Global Technical Committee and Bloomberg L.P. to enhance the QuoteQualifier(695) to support more granular aspects of price negotiation including negotiation phases...
EP225 AFME-IA IOI Message Enhancements 3.62 MB 62 downloads June 20, 2017
This extension pack, initiated by the FIX EMEA Business Practices Sub-Committee in collaboration with AFME-IA, introduces an IOI categorisation schema which seeks to provide a common taxonomy for defining...
EP224 Security Definition Enhancements 3.62 MB 47 downloads June 20, 2017
This extension pack, initiated by CME Group introduces new fields to support the options business, specifically the ability to define in security definition messages whether an option security is eligible...
EP223 Order Handling Extensions 3.29 MB 57 downloads June 20, 2017
This extension pack, initiated by Deutsche Boerse Group introduces two new FIX message types: CrossRequest(MsgType=DS) and CrossREquestAck(MsgType=DT) to support the announcement, and acknowledgement,...
EP222 MiFID II and MiFIR Extensions Part 1 4.10 MB 598 downloads June 20, 2017
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...
EP221 OrderQtyData Presence Correction 3.69 MB 26 downloads June 20, 2017
This extension pack corrects the inconsistencies in the presence requirements for the OrderQtyData component across work flows. ...
EP220 Fidessa SecurityIDSource Extension 3.34 MB 34 downloads June 20, 2017
This extension pack adds a new value to SecurityIDSource(22) to indicate the source of the identifier is the Fidessa Instrument Mnemonic (FIM). ...
EP219 Market Maker Qualifier 3.40 MB 33 downloads June 20, 2017
This extension pack supports distinguishing different types of market makers through use of the PartyRole(452) = 66 (Market Maker) and PartyDetailRoleQualifier(1674) with new values for Designated Sponsor...
EP218 Self-Match Prevention Extension 3.63 MB 31 downloads June 20, 2017
This extension pack increases use of the field SelfMatchPreventionID(2362) to support prevention of matching orders or quotes with one or more other orders or quotes that contain the same identifier. ...
EP217 CME Trade Capture Extensions II 3.69 MB 44 downloads June 20, 2017
This extension pack adds the capabilities to report account relationships and support Trade at Settlement (TAS) and Trade at Marker (TAM) spread price requirements. ...
EP216 MMTv3 Support 19.47 KB 112 downloads September 30, 2016
This Extension Pack supports MMT version 3.01 and the MiFID II post-trade flagging obligations. Update History [Resolved 2017-04-24] Corrected abbreviated name of TrdRegPublicationGrp and TrdRegPublicationType(2669)...
EP215 Equities Post Trade Enhancements - Part 3 3.75 MB 40 downloads September 30, 2016
This Extension Pack supports best practices as determined by the Global Post-trade Working Group. ...
EP214 Party Risk Limits Extension 3.47 MB 44 downloads August 3, 2016
This Extension Pack supports setting risk limits including enabling unsolicited publication of the PartyRiskLimitsReport(35=CM) message, a new field PartyRiskLimitStatus, and the addition of new RiskLimitType(1530)...
EP213 Party Role Qualifier Extension 3.26 MB 34 downloads August 3, 2016
This Extension Pack supports the capability to identify source and target accounts with the addition of two new PartyDetailRoleQualifier(1674) enumerations. ...
EP212 Trade Handling Extension 3.16 MB 23 downloads August 3, 2016
This Extension Pack supports the ability to report two-sided trades where a 3rd party (not one of the sides of the trade) generates the trade report. ...
EP211 CME Trade Capture Extension 3.53 MB 38 downloads August 3, 2016
This Extension Pack supports the addition of a compression group identifier for linking netted trades, the addition of a self-match prevention identifier, clarifications on the component and field descriptions...
EP210 FIF Trade at ISO Price Extension 3.18 MB 20 downloads August 3, 2016
This Extension Pack supports the US SEC order approving a plan to implement a Tick Size Pilot Program and specifically to meet the requirements for a new order type of Trade At Intermarket Sweep Order...
EP209 MSRB and FINRA TRACE Reporting Extensions 3.37 MB 23 downloads June 8, 2016
This Extension Pack supports identification of trades executed on an Alternative Trading System (ATS) in support of the MSRB and FINRA TRACE Reporting requirements. Update History [Updated 2016 08 03]...
EP208 CFTC Parts 43 & 43 Phase 4 - Equity Swaps 10.00 MB 35 downloads February 26, 2016
This Extension Pack provides very extensive new functionality in FIX to natively support the ability to fully express OTC derivatives for swaps data reporting meeting the requirements of the CFTC Part...
EP207 Bloomberg Price Type Extension 2.73 MB 34 downloads February 14, 2016
This extension pack, submitted by Bloomberg L.P., extends the values of price type fields to support new and more complex methods for pricing, providing a greater level of consistency among the different...
EP206 Clock Synchronization Datatype Enhancement 2.83 MB 169 downloads February 14, 2016
This extension pack, initiated by the FIX Clock Synchronization subgroup of the EMEA Regulatory Subcommittee, enhances the precision of time stamp data types with higher resolution and greater granularity...
EP205 Tick Size Pilot Retail Order Identification 2.71 MB 16 downloads February 14, 2016
This extension pack enhances the FIX Protocol with a method to identify orders as being retail in order to meet the SEC order for the Nation Market System (NMS) to implement a tick size pilot program by...
EP204 CommissionDataGrp Component Enhancement 3.23 MB 29 downloads February 14, 2016
This extension pack includes a new repeating CommissionDataGrp component which may be used as an alternative to the existing CommissionData component when multiple instances of commission or new commission...
EP203 CFTC Part 39 Enhancement 2.83 MB 18 downloads February 14, 2016
This extension pack includes additional fields and enumerations needed based on feedback from the CFTC for position maintenance reports under CFTC Section 39.19(c)(1). ...
EP202 Bloomberg SecurityIDSource Amendment 2.67 MB 22 downloads February 14, 2016
This extension pack submitted by Bloomberg L.P. to amend the description of a SecurityIDSource value "S" which was previously submitted by Bloomberg. ...
EP201 CME Trade Capture and Market Data Extensions 3.18 MB 23 downloads February 14, 2016
This extension pack includes several small enhancements due to regulatory reporting requirements. ...
EP200 Day Count Convention Description Enhancement 2.82 MB 20 downloads February 14, 2016
This extension pack enhances the FIX Protocol to update the naming and description of day count methods to harmonize with the ISDA 2006 definitions. ...
EP199 Position Identifier Enhancement 2.84 MB 19 downloads February 14, 2016
This extension pack, initiated by Eurex Group, was generated in response to regulatory reporting of position for EMIR. ...
EP198 Indicative Execution Extension 2.64 MB 31 downloads February 14, 2016
This extension pack, initiated by the EMEA Business Practices subcommittee enhances the protocol's support for identification of executions arising from orders or quotes requiring a confirmation during...
EP197 CME Collateral Management Extensions 2.81 MB 19 downloads February 14, 2016
This extension pack, initiated by the Chicago Mercantile Exchange (CME), enhances support for multi-party collateral pledge maintenance. ...
EP196 GPTWG Post-Trade Enhancements Phase 2 2.93 MB 24 downloads August 17, 2015
This extension pack, initiated by the Post-Trade Working Group (PTWG), includes additional values and new use of the field ClearedIndicator(1832) to support more points of reference in the clearing submission...
EP195 Eurex Reference Data Extensions 3.65 MB 32 downloads August 17, 2015
This extension pack, initiated by Eurex, includes a number of extensions to the standard FIX reference data messages and components as well as a number of new components and a single new message, the MarketDataReport...
EP194 GFIS Pre-trade Indication Enhancements 2.81 MB 30 downloads June 20, 2017
This Extension Pack, initiated by the Global Fixed Income Subcommittee, introduces enhancements to support recent updates to the Cash Bond Best Practices including use of FIX 5.0 SP2 for pre-trade liquidity...
EP193 CME Regulatory Reporting Enhancements - Phase 2 3.03 MB 19 downloads June 20, 2017
This Extension Pack, initiated by the CME Group, introduces enhancements to support global regulatory reporting and collateral management requirements. The enhancements are focused on: Collateral Management Regulatory...
EP192 CME Regulatory Reporting Enhancements 3.59 MB 29 downloads June 20, 2017
This Extension Pack, initiated by the CME Group, introduces enhancements to support various implementations related to satisfying regulatory requirements of the Dodd-Frank Act and similar regulations in...
EP191 Deutsche Borse Market Data Statistics 2.86 MB 23 downloads June 20, 2017
This Extension Pack introduces a new set of Market Data Statistics messages that allow to request and report such information in a flexible manner. Update History [Updated 2015-08-17] Revised the FIXML...
EP190 EUREX Market Data Extensions 2.99 MB 25 downloads June 20, 2017
This Extension Pack introduces a number of minor revisions to the market data messages as proposed by the EUREX Group. Update History [Updated 2015-08-17] Revised the FIXML Schema and the FIX Repository...
EP189 FIA PTWG Position Transfer 2.98 MB 14 downloads June 20, 2017
This Extension Pack introduces new FIX messages to support the transfer of customers' positions from the defaulting clearing firm to one or more target clearing firms as proposed by the Futures Industry...
EP188 HPWG Application Level Optimization 3.31 MB 34 downloads June 20, 2017
This Extension Pack introduces additional mass order management messages and several enhancements to order processing as proposed by the High Performance Working Group. Update History [Updated 2015-08-17]...
EP187 CFTC Parts 43/45 Phase 3 - Foreign Exchange 4.60 MB 33 downloads June 20, 2017
This Extension Pack provides very extensive new functionality in FIX to natively support the ability to fully express OTC derivatives for swaps data reporting meeting the requirements of the CFTC Part...
EP186 – MMT Flagging of OTC Trades 2.47 MB 43 downloads June 20, 2017
This Extension Pack introduces a new field to facilitate an explicit distinction between automated and manual trades in support of sell-side’s requirements found in the Market Model Typology (MMT) version...
EP185 – German HFT Act Extension 2.81 MB 16 downloads June 20, 2017
This Extension Pack enhances the support of regulatory information on all order and quote related messages and the requirement to maintain instruments and free format text for compliance information in...
EP184 – Quote Model Extension 2.59 MB 20 downloads June 20, 2017
This Extension Pack enhances quoting features to include additional support for reserve (also known as hidden or iceberg) and Axe quote functionality. To support the reserve functionality, a new field...
EP183 – Parties Entitlement Data 2.52 MB 16 downloads June 20, 2017
This Extension Pack enhances the entitlement capabilities in the message exchange between dealers and their clients. The Extension Pack includes new enumerations of the EntitlementStatus(1883) to provide...
EP182 – Matching Prime Broker Credit Administrator 2.62 MB 18 downloads June 20, 2017
This Extension Pack enhances the PartyAction(35=DI) messages recently introduced in EP171 to support Prime Broker administrators’ functionality. This allows the prime brokers to programmatically manage...
EP181 – Regulatory Trade Repository Reporting Extension 2.58 MB 23 downloads June 20, 2017
This Extension Pack includes enhancements in addition to those of EP179 to meet the requirements of the European Market Information Regulation (EMIR) for all clearing houses, dealers and trade participants...
EP180 – SEF Credit Limits 2.59 MB 15 downloads June 20, 2017
This Extension Pack enhances the existing credit models and introduces support for the new entity known as a Credit Hub, support for the Swap Execution Facility (SEF) Auto Acceptance rule and provides...
EP179 European Trade Repository Reporting 3.45 MB 24 downloads June 20, 2017
This Extension Pack enhances the trade reporting capabilities to meet the requirements of the European Market Information Regulation (EMIR) for all clearing houses, dealers and trade participants to report...
EP178 GTC Batch Header Enhancement 2.71 MB 13 downloads June 20, 2017
This Extension Pack enhances the FIXML batching methods to be able to indicate whether the collection of messages contained in a batch form a complete picture. The Extension Pack introduces new optional...
EP177 CFTC Parts 43-45 Addendum 2.44 MB 13 downloads June 20, 2017
This Extension Pack extends the support for CFTC Part 43 and 45 extensions to include support for the CFTC regulatory requirements regarding reporting of swaps to Swap Data Repositories in the United States. Update...
EP176 GFIC Regulatory Transaction Type Extension 2.49 MB 17 downloads June 20, 2017
This Extension Pack provides the means to accommodate Dodd-Frank Act 17 part 37 which requires a distinction between required transactions and permitted transactions. Update History [Updated 2015-08-17]...
EP175 GFIC Mid-Market Mark and USI Extensions 2.70 MB 12 downloads June 20, 2017
This Extension Pack includes enhancements that are used to meet the requirements of swap dealers and major swap participants to provide counterparties with pre-trade mid-market marks. Additionally the...
EP174 Benchmark Price Type Extension 2.42 MB 23 downloads June 20, 2017
This Extension Pack enables the capability of disseminating interest rate values in market information. Update History [Updated 2015-08-17] Revised the FIXML Schema and FIX Repository to reflect changes...
EP173 GFIC Parties Reference Data Enhancements 3.05 MB 20 downloads June 20, 2017
This Extension Pack enhances the PartyEntitlement set of messages to accommodate an entitlement workflow model that involves a 3rd party, e.g. an execution venue. Update History [Updated 2015-08-17] Revised...
EP172 Post Trade Credit Check Enhancement 2.48 MB 20 downloads June 20, 2017
This Extension Pack defines enhancements and message flows for credit limit checks that occur post-trade. The Extension Pack supports CFTC Regulation 1.74 which requires FCMs to coordinate with each derivatives...
EP171 CFTC Rule 1.73 Pre-trade Credit Check 3.43 MB 35 downloads June 20, 2017
This Extension Pack enhances the pre-trade credit limit check workflows between customers, dealers, clearing members, execution venues (such as swaps execution facilities or SEFs), and the clearinghouse....
EP170 BSWG Equities Post-trade Allocation Enhancements 2.44 MB 15 downloads June 20, 2017
This Extension Pack enhances the AllocationInstruction message based on gaps identified as a result of the BSWG's Post-trade Allocation Guidelines for Equities. Update History [Updated 2015-08-17] Revised...
EP169 CFTC Parts 43/45 Phase 2 - Commodity Swaps 9.25 MB 36 downloads June 20, 2017
This Extension Pack provides very extensive new functionality in FIX to natively support the ability to fully express OTC derivatives for swaps data reporting meeting the requirements of the CFTC Part...
EP168 GFIC Quote Negotiation Method and Workup Auctions Extensions 2.76 MB 27 downloads June 20, 2017
This Extension Pack enhances existing quote/negotiation message flows to allow for specifying a negotiation method that is needed negotiation of fixed income securities. Additional enhancements are also...
EP167 AttachmentGrp Proposal 2.02 MB 11 downloads June 20, 2017
This Extension Pack introduces a new repeating group component that would allow for including "attachment" file(s) to the FIX message, supporting different attachment media types. The new component is...
EP166 Stop Order Types Extensions 2.06 MB 17 downloads June 20, 2017
This Extension Pack is in response to new SEC requirements approved in SR-FINRA-2012-026, a rule change relating to the handling of stop and stop limit orders. Two new order types have been added to meet...
EP165 FIA PTWG CDS Trade Netting, and Credit & Succession Enhancements 2.03 MB 14 downloads June 20, 2017
This Extension Pack provides enhancements to address clearinghouse netting of CDS trades for the same instrument into single trades for keeping positions need to account for the termination of the original...
EP164 IIROC Short Sale Amendments 2.12 MB 14 downloads June 20, 2017
This Extension Pack provides extensions to FIX to support the regulatory reporting requirements of the Investment Industry Regulatory Organization of Canada (IIROC), specifically addressing the Canadian...
EP163 Market Model Topology (MMT) Extensions 2.49 MB 49 downloads June 20, 2017
This Extension Pack provides enhancements to FIX to support the MMT requirements established by the FESE for data consolidation. [UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates...
EP162 CFTC Part 39 Reporting Extensions 2.19 MB 17 downloads June 20, 2017
This Extension Pack provides enhancements to the AccountSummaryReport and Position management messages to meet CFTC Part 39 end of day reporting requirements. On November 8, 2011, the Commodity Futures...
EP161 CFTC Parts 43/45 Phase 1 - Credit Default and Interest Rate Swaps 9.07 MB 65 downloads June 20, 2017
This Extension Pack provides very extensive new functionality in FIX to natively support the ability to fully express OTC derivatives for swaps data reporting meeting the requirements of the CFTC Part...
EP160 SecurityList Extensions 1.60 MB 18 downloads June 20, 2017
This Extension Pack provides enhancements to the SecurityList(35=y) message to support the Options Clearing Corp.'s requirements to provide theoretical profit and loss data to their customers. As the sole...
EP159 GFIC Multi-Dealer Quote Contribution and Negotiation Extensions 2.35 MB 23 downloads June 20, 2017
This Extension Pack provides further enhancements to the quote and negotiation work flows as a result of the Global Fixed Income Committee's work on best practices for using FIX for CDS and IRS electronic...
EP158 SecurityIDSource Extension 1.52 MB 21 downloads June 20, 2017
This Extension Pack provides a new SecurityIDSource(22) value to support Bloomberg's Open Symbology (BSYM) values for security identifiers. While the FIX Protocol has long supported a SecurityIDSource(22)...
EP157 Legally Segregated Operationally Commingled (LSOC) Extension 1.60 MB 19 downloads June 20, 2017
Section 724(a) of the Dodd-Frank Act inserted a new section 4d(f) to the Commodity Exchange Act (ACE), which requires the segregation of cleared swaps, and associated collateral, pertaining to customers....
EP156 Legal Entity Identifier (LEI) Extension 1.53 MB 39 downloads June 20, 2017
This extension provides a new PartyIDSource(447) to specify the new Legal Entity Identifier or LEI (ISO 17442) as an ID source scheme for identifying parties. Update History [Updated 2013-12-09] The FIXML...
EP155 Customer Gross Margin Reporting Extensions 1.53 MB 16 downloads June 20, 2017
A new CFTC reporting requirement called Customer Gross Margining (CGM), CFTC Regulation 39.13(g)(8)(i), will require a significant change in how DCOs calculate performance bond (initial margin) requirements...
EP154 Weight Units of Measure Extensions 1.51 MB 14 downloads June 20, 2017
Additional Unit of Measure enumerations to support trading in gross tons and kilograms. Update History [Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated for the following...
EP153 Position Maintenance Report Enhancements 1.55 MB 14 downloads June 20, 2017
Add-on to EP140 to correct anomalies. Change of PosMaintStatus(722) field from required to conditionally required when responding to a PositionMaintenanceRequest message. Change PositionQty component...
EP152 CME Energy Units of Measure 1.52 MB 14 downloads June 20, 2017
Additional unit of measure enumerations to support trading using metric volume measurements, which are useful for energy trading. Metric volume: L for liter and kL for kiloliter. Heat energy: thm for...
EP151 OCC Position Quantity Type Extension 1.52 MB 13 downloads June 20, 2017
Addition of two valid values for position quantity types related to expiry and exercises. On expiration day, the position quantity after the application of trade and post trade activity, but prior to...
EP150 FIA PTWG Trade Match Report 1.68 MB 16 downloads June 20, 2017
New messages to convey complete match events from an exchange to a CCP. A match event is a single matching engine transaction comprising multiple instruments (simple and complex), multiple counterparties,...
EP149 Order Reject Reason Extension for Risk Management 1.50 MB 15 downloads June 20, 2017
New value to OrdRejReason(103) to indicate that the order has generated an algorithmic risk management event. Extension submitted by the Risk Management Working Group. As sell side broker risk management...
EP148 OCC Position Maintenance Report Extension 2.07 MB 12 downloads June 20, 2017
Extension of input source information on Position Maintenance Reports to distinguish requests from programmable and interactive (GUI) interfaces. Update History [Updated 2013-12-09] The FIXML Schema and...
EP147 CFTC Large Trader Reporting Extensions II 1.56 MB 13 downloads June 20, 2017
Add-on to EP140. Although CFTC documentation and feedback called for separate units of measure for all prices and quantities, the working group perceived that the unit of measure for strike price and settlement...
EP146 Parties Reference Data Transactions 1.66 MB 26 downloads June 20, 2017
Further extension to EP105, EP128, and EP129 to support transactional flow for party detail, risk limits and entitlements. The extension covers the following: Messages to support transactions (Add, Delete,...
EP145 GFIC LegSecurityXML Proposal 1.77 MB 24 downloads June 20, 2017
Extension of instrument attributes to support the industry initiative to accelerate the adoption of FIX for Fixed Income. The Global Fixed Income Technical subcommittee has produced a set of best practices...
EP144 HKEx Quote Extensions 1.70 MB 17 downloads June 20, 2017
Extensions to the tradable quote model to support the separate identification of quote sides by the quote issuer. New fields QuoteBidID and QuoteOfferID for the Quote and Quote Status Report messages...
EP143 GFIC Quote Acknowledgement Proposal 1.63 MB 19 downloads June 20, 2017
Extension of quoting message flows to support the industry initiative to accelerate the adoption of FIX for Fixed Income. The Global Fixed Income Technical subcommittee has produced a set of best practices...
EP142 FIA PTWG Related Trades and Positions 1.55 MB 13 downloads June 20, 2017
Extensions to support explicit relationships between trades and positions in the corresponding messages. This extension allows to express various types of relationships between transactions, supporting...
EP141 FIA PTWG Trade Reporting Extensions 2.24 MB 24 downloads June 20, 2017
Various extensions of the trade reporting messages to support workflows between clearinghouses and clearing firms. The list of extensions is as follows: Trade Splitting Trade Netting Indication of Offset...
EP140 CFTC Large Trader Reporting Extensions 2.08 MB 16 downloads June 20, 2017
Extensions of the standard FIX PositionReport message to support large trader reporting rules for physical commodity swaps and swaptions published by the Commodity Futures Trading Commission on July 22,...
EP139 BVMF Identification of Originating Market 1.46 MB 13 downloads June 20, 2017
Additional party role to identify the originating market of an order. Marketplaces may receive orders routed from other related markets. The extension allows to preserve the original market, e.g. to permit...
EP138 CME Securities Reference Data Extensions 1.53 MB 22 downloads June 20, 2017
Additional securities reference data attributes used to define or describe derivatives. First and Last Notice Dates – This is used for deliverable futures. Tick Rule Types – New type of tick rule...
EP137 CME Environment and Electrical Units of Measure 1.50 MB 12 downloads June 20, 2017
Additional Unit of Measure enumerations to support environmental trading and electrical capacity trading. Update History [Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated...
EP136 HKEx Post-Trade Extensions 1.45 MB 17 downloads June 20, 2017
Minor extensions of post-trade fields and messages related to clearing instructions, trade handling instructions and trade report rejection reasons for invalid prices. Update History [Updated 2013-12-09]...
EP135 OATS for NMS Stocks 1.62 MB 24 downloads June 20, 2017
Various extensions to support FINRA’s proposed rule change SR-FINRA-2010-044 to expand the OATS Rules to all NMS stocks. Update History [Updated 2013-12-09] The FIXML Schema and FIX Repository files...
EP134 HKEx Trade Extensions 1.73 MB 22 downloads June 20, 2017
Extension of order messages to support additional price checks and extension of order and trade messages with explicit fields to convey rejection information. Update History [Updated 2013-12-09] The FIXML...
EP133 FIA Execution Source Code Gap Analysis 1.64 MB 18 downloads June 20, 2017
Ability for firms to communicate execution source information (e.g. phone orders, desk orders, algorithmic orders) end-to-end, from execution through clearing and settlement. The Futures Industry Association...
EP132 GFIC TriPartyRepo Gap Analysis 1.84 MB 20 downloads June 20, 2017
Minor extensions to support the U.S. tri-party repo market and close gaps identified by the GFIC in reviewing the results of the U.S. Tri-Party Repo Infrastructure Reform Task Force. The extension includes...
EP131 ISE Order Handling Extensions 2.54 MB 42 downloads June 20, 2017
Numerous extensions in the area of single leg, multi-leg and cross order handling to cover the requirements of equity options exchanges in the US. Update History [Updated 2013-12-09] The FIXML Schema and...
EP130 HKEx Pre-Trade Extensions 1.43 MB 15 downloads June 19, 2017
Minor extensions for trading session state changes, base trading rules, tick tables and test/dummy instruments. Update History [Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated...
EP129 Party Entitlements 1.46 MB 21 downloads June 19, 2017
Extension of Parties Reference Data (see EP105) to include party entitlement information. Party Entitlement messages include the ability to request entitlements and to report on current entitlement settings. Update...
EP128 Risk Limit Extensions 1.50 MB 24 downloads June 19, 2017
Extension of Party Risk Limit messages introduced with EP105, mainly to support the definition of risk limits and to be able to convey current risk exposure. It comprises messages for dynamic data related...
EP127 Specific Lot Allocation Proposal 1.45 MB 15 downloads June 19, 2017
Ability to transmit instructions for specific-lot allocations. Specific-lot trade allocations are a key benefit provided by Wealth Managers who provide advisory services to retail customers. One of the...
EP126 NGM Tradeable Quotes Extension 1.65 MB 20 downloads June 19, 2017
Various extensions to the quote messages to cover total quote quantity, marketplace assigned quote identifiers, quote status for traded (and removed) quotes, initially tradeable quotes and a request to...
EP125 NGM Order and Quote Handling Extension 1.54 MB 19 downloads June 19, 2017
Ability to convey the order priority for orders and quotes on the private/trading session (i.e. in Execution Report and Quote Status Report). This way a trader can directly compare two of its orders to...
EP124 NGM Logon Extension 1.39 MB 21 downloads June 19, 2017
Support for the session initiator to reset the MsgSeqNum in the Logon message (not only as part of 24-hour connectivity). The Logout message is extended with error codes to convey that the session state...
EP123 BMV Short Sale Minimum Price Extension 1.37 MB 12 downloads June 19, 2017
New peg price type to allow short sell peg price orders to comply with the SEC uptick rule. It comprises extensions of PegPriceType, MDEntryType and TradeCondition to identify a short sale minimum price,...
EP122 CME Unit of Measure Extensions 1.39 MB 14 downloads June 19, 2017
General framework for expressing a unit of measure that can represent any amount of any currency. Additionally, it adds support for several new units of measure such as Board Feet and Index Points to describe...
EP121 SEC Short Sale Exemption Reasons 1.46 MB 14 downloads June 19, 2017
This extension covers part of the SEC amendments for Regulation SHO to place further restrictions on short selling. See also EP120. Since the SEC amendment provides exemptions to the rule (broker/dealers...
EP120 SEC Short Sale Restrictions 1.41 MB 12 downloads June 19, 2017
This extension covers part of the SEC amendments for Regulation SHO to place further restrictions on short selling. See also EP121. The rules create a “Circuit Breaker” which changes the trading behavior...
EP119 GDC Security Definition and Trade Price Extensions for CDS 1.44 MB 16 downloads June 19, 2017
Uniform instrument definition and price specification of Credit Default Swaps, in particular for the TradeCaptureReport message to be used in CDS “OTC Clearing” processes. Addresses enhancing the capabilities...
EP118 FIA PTWG Allocation Extensions 3.26 MB 21 downloads June 19, 2017
This significant extension mainly addresses the allocation (give-up/take-up) workflows between clearinghouses and clearing firms. It also covers average price grouping of trades. In addition to extensions...
EP117 FIA PTWG Account Summary Report 1.41 MB 20 downloads June 19, 2017
The Account Summary Report provides each Clearing Member with data related to margin for all instrument types and premium and cash settlements in addition to the Clearing Member’s clearing fund account...
EP116 Message Throttle Parameters 1.59 MB 30 downloads June 19, 2017
This extension provides a standard, extensible way for throttle parameters to be communicated between the exchange/market and the messaging source. Exchanges and Markets are subject to large spikes in...
EP115 Deutsche Boerse Order Handling Extensions 1.36 MB 15 downloads June 19, 2017
This extension allows to optionally convey an exchange destination for the cancellation of orders. The ExecutionReport is extended contain the desired exchange destination as well as the initial display...
EP114 CME Security Definition and Trade Sub-Type Extensions 1.39 MB 19 downloads June 19, 2017
This extends the reporting capabilities of the Security Definition message. It enhances the capabilities of the Security Definition message to specify the number of legs in a multi-leg instrument, the...
EP113 CME Trading System Identification 1.35 MB 16 downloads June 19, 2017
This extension allows a trading system connecting to the exchange to be identified on the level of the FIX engine as well as the application level as part of the Logon message. Update History [Updated...
EP112 FIF/FPL Market Center Transparency 1.33 MB 13 downloads June 19, 2017
This extension supports regulatory requirements such as FINRA Regulatory Notice 09-54 related to firms submitting non-tape reports. It also supports regulatory requirements related to customer orders that...
EP111 OCC Extensions for Submission of SLEDs 1.43 MB 13 downloads June 19, 2017
SLEDS, or Single Line Entry Differential Spreads, allow traders to submit an order to simultaneously buy and sell two futures contract months. SLEDS orders include a differential amount that relates the...
EP110 OCC Extensions for Long Holdings 1.31 MB 12 downloads June 19, 2017
This extension allows clearing members to submit Long Holdings for each long position so that long positions which have been carried for the longest time can be selected for delivery first. Update History [Updated...
EP109 FIA PTWG Contingent Price for Positions 1.54 MB 13 downloads June 19, 2017
Provision of an additional price value for positions that is the result of calculations for additional variation margin to address delivery and settlement risk. The price is different from the settlement...
EP108 PartyIDSource Extensions for Australia 1.29 MB 14 downloads June 19, 2017
This extension adds support for two more registration numbers used to identify all types of organization in Australia. These are the Australian Company Number and the Australian Registered Body Number. Update...
EP107 CME OTC Trading and Clearing Extensions 1.68 MB 29 downloads June 19, 2017
Set of extensions to the FIX specification to support OTC trading and clearing. These extensions focus on the processes used in trade submission, clearing and valuation of OTC and off-exchange trades. Update...
EP106 ISE Market Data Extensions 1.52 MB 22 downloads June 19, 2017
Market data comprises various pieces of information including book data as well as status information. This gap analysis provides a number of extensions in this area to cover the requirements of the Internal...
EP105 Parties Reference Data Enhancements 1.57 MB 32 downloads June 19, 2017
A set of new messages for requesting and returning party details, relationships, and risk limits. Entitlement information (EP129) as well as the ability to define and maintain party details, entitlements...
EP104 Canadian Market Regulation Feed v2 1.29 MB 19 downloads June 19, 2017
This is the second extension submitted by the Investment Industry Regulatory Organization of Canada (IIROC) to further support real-time market surveillance to ensure that trading is carried out in accordance...
EP103 OCC Extensions for Large Options Positon Reporting 1.43 MB 15 downloads June 19, 2017
This extension supports NASD Rule 2860(b)(5) which requires member firms to file, or cause to be filed, reports for each account that has an aggregate position of 200 or more options contracts (whether...
EP102 FIA Margin Requirements 1.33 MB 17 downloads June 19, 2017
For the past two years, the FIA Post Trade Working Group (PTWG) has been meeting to come up with a comprehensive set of business processes, work flows and message flows supported by the major clearing...
EP101 IIROC Extensions 1.64 MB 17 downloads June 19, 2017
One of the functions of the Investment Industry Regulatory Organization of Canada (IIROC) is to conduct real-time market surveillance to ensure that trading is carried out in accordance with securities...
EP100 Thomson Reuters FX matching enhancements 1.36 MB 51 downloads June 19, 2017
Thomson Reuters is developing a new FIX interface into our automated Spot and Forwards Matching services. The interface is currently being developed using FIX version 5.0 SP1. One of the design requirements...
EP 99 LSE Matching Instructions 1.28 MB 29 downloads October 4, 2011
A Matching Instructions component block was added to the Order Entry, Order Modification and Trade Reporting messages. A Matching Instructions component block will allow more complex matching instructions...