FIX 5.0 Service Pack 2 includes 19 Extension Packs, each of which enhances the current functionality delivered by FIX 5.0 SP1. The Extension Packs were created as a result of FIX community market-driven initiatives that have undergone a thorough public review process led by the FPL Global Technical Committee. The Committee continues to improve the specification process to ensure that FPL meets its goal of delivering appropriate messaging standard solutions for the rapidly changing financial markets.

Major enhancements provided by FIX 5.0 Service Pack 2 include:

  • New functionality to support market data stream assignments by price makers when prices are distributed via third party distribution channels (EP93)
  • Enhancements to support the trade capture requirements of the Commodity Futures Trading Commission (CFTC) (EP77)
  • Improvements to the delta position limit functionality offered by The Options Clearing Corporation (OCC) (EP79)
  • Enhancements for identifying NYMEX energy products and Unit of Measure (EP80)
  • Pre-trade, trade and post-trade enhancements to support the introduction of a FIX interface by the London Stock Exchange (EP78)
  • Enhancements to identify the standardised credit default swaps for clearing (EP83)
  • Enhancements to support Foreign Exchange non-deliverable forwards (EP82)
  • Exhancements to support exotic options products (EP92)

Implementers of FIX 5.0 Service Pack 2 should base their implementations on the latest errata release, referring to the FIX 5.0 Service Pack 2 Specification document with August 2011 Errata to ensure the most consistent implementation and clearest understanding of the FIX protocol.

Technical Addendum

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Time Precision Technical Addendum 580.93 KB 2744 downloads February 24, 2017

Time Precision Technical Addendum. This Technical Addendum addresses the time precision granularity by extending the FIX data type for timestamps to picoseconds.  The Technical Addendum is applicable...

The Errata 20131209 contains adjustments to the FIX 5.0 Service Pack 2 Repository due to errors found in the base coding of the contents in the FIX Repository. These corrections have an impact on FIXML Schema users and implementers who incorporate the FIX Repository into their application development. This Errata does not change any content in the Specification documents. See the Errata release notes for more information.

The Errata 20110818 contains adjustments to the FIX 5.0 Service Pack 2 Specification document due to typographical errors or ambiguities, and rescinding of the Parties Reference Data messages. The nature and scope of these adjustments do not introduce new functionality or new messages. Unlike previous errata for previous releases of FIX, a set of new messages, Parties Reference Data, which was introduced in the original FIX 5.0 SP2 release has been rescinded. The rescindment of these messages has been reviewed and approved by the FIX Global Technical Committee Governance Board. A new set of redesigned Parties Reference Data messages was introduced as an enhancement to FIX 5.0 Service Pack 2 (see EP105 below). This FIX 5.0 Service Pack 2 with 20110818 Errata is considered the current version of the FIX 5.0 Service Pack 2 specification.

Specification Documents

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FIX 5.0 Service Pack 2 Specification with 20110818 Errata 12.58 MB 1504 downloads July 24, 2017

Complete Vol. 1 to 7 of the FIX 5.0 Service Pack 2 Specification with Aug. 18, 2011, Errata. ...
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FIX 5.0 Service Pack 2 Specification with 20110818 Errata - MS Word 6.63 MB 520 downloads July 24, 2017

Complete Vol. 1 to 7 of the FIX 5.0 Service Pack 2 Specification with Aug. 18, 2011, Errata in MS Word format available to FIX Members only. ...
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FIX 5.0 Service Pack 2 Specification with 20131209 Errata - Release Notes 64.55 KB 454 downloads July 24, 2017

Release notes for FIX 5.0 Service Pack 2 with Errata published on December 9, 2013. This Errata resolved issues with FIXML Schema and does not affect FIX 5.0 SP2 Specification with 20110818 Errata documentation. ...
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FIX 5.0 Service Pack 2 with 20110818 Errata - Release Notes 45.00 KB 142 downloads July 24, 2017

Release notes for FIX 5.0 Service Pack 2 Specification with Errata published on Aug. 18, 2011. ...

    FIXML Schema and FIX Repository for latest Extension Pack

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    FIXML Schema - Latest EP 698.26 KB 929 downloads July 24, 2017

    FIXML Schema package for the latest published FIX 5.0 SP2 Extension Pack: EP254 ...
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    FIX Repository - Latest EP 2.19 MB 1087 downloads July 24, 2017

    FIX Repository 2010 Edition package for the latest published FIX 5.0 SP2 Extension Pack: EP254 The Global Technical Committee recommends that the Repository for the latest Extension Pack should be referenced. ...

    Extension Packs enhancing FIX 5.0 SP2

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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...
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    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...
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    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). ...
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    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)...
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    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). ...
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    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...
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    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). ...
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    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...
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    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. ...
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    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). ...
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    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...
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    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...
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    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...
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    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...
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    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...
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    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...
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    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. ...
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    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...
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    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....
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    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...
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