EP277-280 added to FIX Latest

The FIX Global Technical Committee (GTC) announces the addition of new Extension Packs to the FIX Latest specification, the normative specification of the FIX Protocol. The artifacts included for each of the individual Extension Packs are as follows:

  • ASBUILT – clean PDF document of the implemented Gap Analysis that includes the assignment of new tags and values;
  • ASBUILT with changetracks – same as ASBUILT but with changetracks showing the differences compared to the document submitted to the GTC;
  • Orchestra Repository – single XML file of FIX Latest using Orchestra v1.0;
  • Unified Repository – XML files of FIX Latest using Repository 2010 Edition;
  • Basic Repository – XML files of FIX Latest using basic repository format;
  • FIXML Schema – XSD files of FIX Latest using FIXML.

The complete list of Extension Packs is available here.

EP277 MMT v4.0

This extension pack addresses requirements for MMT v4.0, especially for post-trade flags as identified by the FIX Consolidated Tape working groups (Equities and Fixed Income) and the MMT Technical Committee. It provides the FIX mapping for the post-trade flags PORT, CONT, NTLS, IGRP, GIVE, and XBDT. Additionally, it covers changes proposed by ESMA for trading venue types to distinguish between hybrid trading systems and other markets.

EP278 Liquidity Indicator Extension

This extension pack provides a clarification of LastLiquidityInd(851)=0 (Neither added nor removed liquidity) as well as two new values 10=Unknown when the liquidity indicator of the execution cannot be determined or was not provided upon execution and 11=Other when none of the existing liquidity indicators are applicable for the execution.

EP279 Eurex Clearing Enhancements

This extension pack addresses the requirements to capture the initial broker who owns the trade, which is defined to be the broker who submitted the order to the exchange and identified as executing firm by the exchange. Additionally, the match event identifier TrdMatchID(880) is now available in the allocation and confirmation messages as part of the repeating group ExecAllocGrp.

EP280 HKEX SMP Instruction

This extension pack addresses the requirements to allow the order submitter to indicate a self match prevention (SMP) instruction, e.g. to specify whether to cancel the aggressive (new incoming) order or the passive (resting) order.