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.
EP301 Securities Lending Trade Enhancements
This Extension Pack covers extensions needed to support trading of securities lending contracts for US Equities and US Corporate DTCC eligible DVP US Cash Collateral contracts. Apart from the addition of the margined price of a security and the dividend payout ratio for orders and executions, a new benchmark curve OBFR (Overnight Bank Funding Rate) has been added.
Note that there is also be a FIX Recommended Practice document to promote industry-wide implementation of the standardized workflow. It can be found here.
Improvements
Together with EP301, the following changes were made to FIX Latest to support the UK Consolidated Tape for bonds:
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Addition of the ManualOrderIndicator(1028) to the components MDIncGrp and MDFullGrp to support the distribution of messages by the CTP based on non-electronic communication with the data contributor, e.g. due to technical issues.
- Addition of the component LinesOfTextGrp to the MarketDataAck(35=EQ) message to support more extensive feedback related to errors or data quality issues.
- MDMsgID(3110) is now conditionally required in MarketDataIncrementalRefresh(35=X) and MarketDataSnapshotFullRefresh(35=W) when supporting MarketDataAck(35=EQ) as response message.
- RejectText(1328) is now conditionally required in SecurityStatusAck(35=ER) and TradingSessionStatusAck(35=ES) when ReportStatus(3113)=2 (Rejected).
- Removal of empty documentation elements from the Orchestra XML representation of FIX Latest to reduce file size.