EP285 and EP286 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.

EP285 Eurex Average Pricing Enhancements

This Extension Pack includes enhanced support for average pricing with the ability to provide quantities (total, changed, remaining) for one or more virtual subgroups in addition to the quantities (total, changed, remaining) of the entire group. Each subgroup is defined by values from one or more trade attributes as defined by the clearinghouse.

EP286 Addendum to MMT v4.0 and v4.1

This Extension Pack includes support for

  • MMT level 1: More granular Market Mechanisms (‘Hybrid System’ and ‘Any Other excluding Hybrid’) for market data messages and
  • MMT level 2: Trading Mode ‘On Demand Auction’ (Frequent Batched Auction) for trade reporting and market data messages.