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Extension Packs

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EP276 - Security Reference Data Extension 4.40 MB 21 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,...
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EP275 - RegulatoryTradeIDGrp Enhancements 4.68 MB 8 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...
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EP274 - Anonymous Trade Indicator Extension 4.49 MB 6 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). ...
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EP273 - Digital Asset Trading Extensions 5.25 MB 42 downloads October 19, 2022

This extension pack extends the Currency data type to support both ISO 4217 and ISO 24165 standards for fiat currencies and digital assets (including digital currencies). ...
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EP272 - Code Set Extensions 2021 4.37 MB 54 downloads August 20, 2022

This extension pack includes the revision of code sets based on communication from member firms and issues raised in the FIX discussion forum. ...
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EP271 - Errors and Omissions 2021 6.88 MB 17 downloads August 20, 2022

This extension pack addresses errors and omissions resolved in 2021. ...
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EP270 - BeginString for FIX Latest 4.96 MB 18 downloads August 20, 2022

This extension pack clarifies the use of BeginString(8) and ApplVerID(1128) to identify the FIX session profile and application version of messages in FIX.Latest. ...
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EP269 - Extension for Trade Compression 4.33 MB 152 downloads August 19, 2021

This extension pack includes support for bilateral and multilateral compression for portfolio and netted trades using the FIX Protocol. Revision History 9/1/2021 SPEC2515 - Fix error in name of value for...
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EP268 - Market Model Typology v3.50 6.62 MB 45 downloads August 16, 2021

This extension pack includes additional trade flags needed to improve the overall post-trade transparency. Revision History 9/1/2021 SPEC2515 - Fix error in name of value for TrdSubType(829)=53(Trade submitted...
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EP267 - Market Data Extensions 4.61 MB 38 downloads August 16, 2021

This extension pack includes enhancements needed to support market data types for changing market needs and new products’ data attributes. ...
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EP266 - Unique Product Identifier 3.97 MB 74 downloads April 28, 2021

This extension pack includes support for internationally recognized Unique Product Identifier (UPI) for over-the-counter (OTC) derivatives. The UPI is required to be common across all G20 jurisdictions...
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EP265 - Previous Quote Identifier 4.39 MB 32 downloads April 28, 2021

This extension pack is a follow up to Extension Pack EP253 Extensions for CAT/FIX Mapping to add the field RefOrderIDSource(1081) to the Quote(35=S) message as required for CAT. Revision History 2021-05-11...
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EP264 - Extensions for CAT – Update 4.58 MB 82 downloads November 18, 2020

This extension pack provides additional support for data reporting required by CAT (Consolidated Audit Trail). EP253 already provided a significant number of extensions for CAT. A few of the enhancements...
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EP263 - Regulatory Timestamps for Quotes 4.51 MB 33 downloads November 18, 2020

This extension pack includes support for repeating group of timestamps in quote messages. The TrdRegTimestamp component supports one or more timestamps related to trading and/or regulatory reporting....
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EP262 - APAC Master SPSA 4.39 MB 33 downloads November 19, 2020

This extension pack includes additional sources for parties to support segregated accounts in the APAC region. The Master SPSA (Master Special Segregated Account) Service is an optional service introduced...
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EP261 - RegulatoryReportType Extension 4.56 MB 39 downloads November 19, 2020

This extension pack includes additional support for CAT (Consolidated Audit Trail) event types. EP253 added RegulatoryReportType(1934) to a number of messages to convey the CAT event type. This extension...
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EP260 - Application Version for FIX Latest 4.45 MB 48 downloads November 19, 2020

This extension pack adds an application version identifier for FIX Latest. This extension adds a new value 10="FIXLatest" (note that there is no space in the value) to ApplVerID(1128). FIX Latest is...
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EP259 - Related Orders 4.68 MB 40 downloads November 19, 2020

This extension pack includes support for order aggregation on execution reports. This extension had originally been designed as a change to the OrderAggregationGrp component in the post-trade area and...
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EP258 - Bilateral Repo Trade Post-Trade Enhancement 4.84 MB 89 downloads July 20, 2020

This extension pack initiated by the Repo Working Group includes improved support for bilateral repo trade and post-trade workflows related to life-cycle events like rollover, changing open repo terms,...
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EP257 - Targeted Trade Advertisements 4.06 MB 57 downloads May 2, 2020

This extension pack improves the sourcing of contra flow whilst minimizing the cost of merchandizing with the addition of the RoutingGrp component to the Advertisement(35=7) message. Update History [Resolved...
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EP256 - IIROC Client Identification Proposal 4.09 MB 75 downloads March 30, 2020

This extension pack addresses a small number of the new requirements introduced with Investment Industry Regulatory Organization of Canada (IIROC) Rules Notice 19-0071 – Amendments Respecting Client...
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