These documents are produced to address specific implementation topics at the semantics or application level. They are produced by various committees or working groups, and are reviewed by the Global Technical Committee and the FIX® Community prior to official publication.
Recommended Practices: Hong Kong SFC Facilitation Trade Consent 993.74 KB 275 downloads
Approved-V0.5: Recommended Practices, produced by the Asia Pacific Exchanges & Regulatory and Technical Subcommittees to address requirements by the HK SFC which requires prior consent from clients before facilitation trades could be executed by Hong Kong licensed firms. (Updated: 20191119)
Extension Pack 251 - APAC Client Facilitation ExtensionCreate date: May 13, 2019
CAT NMS Plan – Consolidated Audit Trail
FIX Execution Venue Reporting Best Practice Guidelines 439.75 KB 1271 downloads
Defines the usage expectations for the FIX fields that describe the final destination point of an execution, the capacity of the broker for that execution and the nature of liquidity (added or taken) for that trade.
Create date: August 1, 2015
Shanghai/Hong Kong Connect: ASIFMA & FIX Trading Community Implementation Guide 513.94 KB 531 downloads
Shanghai-Hong Kong Stock Connect, also known as Mutual Market Access or the "through train", is a pilot programme that signals the continuation of Mainland China's capital markets' opening to direct overseas investment. This document is an accurate initial representation of the majority of the participants' expected workflows, both upstream and downstream of their order flow.Create date: April 10, 2015
Best Practices for Swaps (Phase 3) 7.65 MB 346 downloads
Support for the following workflows has been included as part of Phase 3 of the swaps best practices: recommendations to support the new regulations for SEFs; mid-market mark, US vs. non-US person, block trades, required vs. permitted transactions, etc., guidance on how to send tiered prices i.e. different prices for the same instrument to multiple customers, guidance on sending 'Axes' to indicate if you are a better buyer or seller, guidance on how to run auctions and how to support workups, support for stop orders, iceberg orders and peg orders and messaging from the execution venue to the dealer to confirm if a trade has been cleared.Create date: May 8, 2014
Recommended Practices for Party Entitlements - FX OTC Markets 2.37 MB 615 downloads
Defines a standard set of guidelines based on Party Reference Data messages for exchanging enablement information for trading both Foreign Exchange as well as Fixed Income OTC instruments.Create date: April 30, 2014
FPL Recommended Standards for the Consolidation of Trade Reports and Market Data in Europe 727.60 KB 474 downloads
This document details the recommended standards for the consolidation of trade reports and market data for European equity markets. These industry-driven recommendations mark an important milestone in the development of a European Consolidated Tape. The recommendations provide guidance, explaining how trade reports could be published in a standard manner to enable data to be more easily consolidated, significantly enhancing transparency and quality of data.
Published: November 2012Create date: February 6, 2017
Please click here to view all MiFID related documentation.
Broker Allege and Asset Manager Confirm Request via FIX - Recommended Practices 423.14 KB 467 downloads
This document defines industry practices for common usage of the FIX protocol for post-trade processing, for all asset classes, between buy-sides and sell-sides that can be use bi-laterally as well as through intermediary facilities.Create date: February 1, 2018
Equity Allocations Via FIX - Recommended Guidelines v1.2.8 1.68 MB 518 downloads
Defines industry guidelines for a common usage of the FIX Protocol for post-trade processing between buy-sides and sell-sides that can be used bi-laterally as well as through intermediary facilities.
UPDATE: 20171003 - Includes MiFID II recommended practices for post-trade commission unbundling and representation of commission types.
Post Post-trade Confirmation Payments Recommended Practices 1.37 MB 144 downloads
Document defines industry practices for common usage of the FIX Protocol for post-trade processing for all asset classes, between buy-side and sell-side that can be use bi-laterally as well as through intermediary facilities.Create date: August 14, 2019