FIX Protocol Extension Packs
The FIX Protocol is updated and extended constantly. Rather than releasing new FIX versions from time to time, the Protocol evolves through Extension Packs, each produced by the Global Technical Committee based on requirements from FIX’s working groups and members, and published immediately. The term “FIX Latest” stands for the most recent version of the Protocol up to and including the latest Extension Pack.
This work is licensed under a Creative Commons Attribution-NoDerivatives 4.0 International License.
EP292 - Algo Certification 5.59 MB 58 downloads August 7, 2024
The FIX Algorithmic Trading Working Group (GPTWG) members have developed this extension to support the algorithmic trading regulatory requirements in Europe as defined by MiFIR. The investment firms engaged...
EP291 - GPTWG Allocation Timestamps 4.89 MB 42 downloads July 17, 2024
This extension pack enhances the existing Allocations message set to support the SEC requirements for capturing timestamps. ...
EP290 - FX Reject Code Enhancements 4.37 MB 136 downloads June 29, 2024
This extension pack includes the enhancements of reject codes to meet the Investment Association's proposed categories to meet the requirements of the FX Global Code. Revision History 7/2/2024 - SPEC-2760...
EP289 - EU/UK Post-Trade Transparecy 4.68 MB 177 downloads June 24, 2024
This extension pack includes a number of enhancements for equities post-trade transparency in the EU and UK that may also be useful in other jurisdictions. ...
EP288 - Security Risk Metrics 4.54 MB 57 downloads June 10, 2024
This extension pack introduces a new FIX message to publish option Greeks. Option Greeks provides a measure of risk of an option, factors which influence the price of an option. ...
EP287 - Maturity Frequency 4.50 MB 1815 downloads February 8, 2024
This extension pack addresses FIX Protocol requirements related to the maturity information provided for derivative instruments. It adds the capability to convey the frequency with which the contracts...
EP286 - Addendum to MMT v4.0 and v4.1 4.29 MB 179 downloads January 8, 2024
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...
EP285 - Average Pricing Enhancement 4.67 MB 142 downloads January 8, 2024
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,...
EP284 - EMIR Report Tracking Number 4.47 MB 1208 downloads September 15, 2023
This extension pack includes the Report Tracking Number (RTN) under the EMIR reporting format is a unique number assigned to the execution and common among a group of reports related to the same execution. Updates 12/11/2023...
EP283 - UK Post Trade Transparency 3.65 MB 189 downloads September 15, 2023
This Extension Pack includes requirements for equities post-trade transparency as laid out in the UK FCA’s policy statement PS 23/4 of May 2023, section 3 (https://www.fca.org.uk/publication/policy/ps23- 4.pdf). Updates 9/22/2023...
EP282 - Errors & Omissions 2022 6.04 MB 268 downloads August 31, 2023
This extension pack addresses errors and omissions resolved in 2022. Updates 9/22/2023 SPEC-2691 - Correct category attributes for new category SettlementStatusManagement ...
EP281 - Settlement Status Management 5.71 MB 835 downloads August 31, 2023
This extension pack includes a set of new FIX messages to facilitate this communication to bridge the gap between information custodians, broker/dealers or outsourcers are receiving via SWIFT MT messages...
EP280 - HKEX SMP Instruction 3.85 MB 206 downloads July 20, 2023
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...
EP279 - Eurex Clearing Enhancements 3.60 MB 126 downloads July 20, 2023
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...
EP278 - Liquidity Indicator Extension 3.57 MB 221 downloads July 20, 2023
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...
EP277 - MMT v4.0 4.40 MB 204 downloads June 5, 2023
This extension pack addresses requirements for MMT v4.0, especially for post-trade flags as identified by the European Consolidated Tape working groups (Equities and Fixed Income) and MMT Technical and...
EP276 - Security Reference Data Extension 4.40 MB 218 downloads December 22, 2022
This extension pack addresses a gap in the FIX Protocol related to the unique identification of derivative instruments where the security identifier and core reference data attributes are not sufficient,...
EP275 - RegulatoryTradeIDGrp Enhancements 4.68 MB 141 downloads December 22, 2022
This extension pack addresses a specific update to the CFTC Parts 43 and 45 reporting technical specification requirements, where both the Unique Swap Identifier (USI) and Unique Transaction Identifier...
EP274 - Anonymous Trade Indicator Extension 4.49 MB 124 downloads December 22, 2022
This extension pack addresses a need for a CFTC regulatory requirement for trade reporting of swaps into a Swaps Data Repository (SDR). ...