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,...
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...
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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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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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...
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...
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...
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...
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...
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....
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...
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...
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...
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...
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,...
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...
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...