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Extension Packs

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EP264 - Extensions for CAT – Update 4.58 MB 7 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 1 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 2 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 1 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 2 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 1 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 53 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 46 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 57 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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EP255 - STO Exemption 4.08 MB 54 downloads March 12, 2020

This extension proposal addresses potential gaps in the FIX Protocol Standard due to changes caused by Brexit.  The enhancement includes exemption from Share Trading Obligation (STO) of an order.  Note,...
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EP254 - EU Securities Financing Transactions Reporting (SFTR) 4.15 MB 68 downloads January 27, 2020

The EU Securities Financing Transactions Reporting Regulations (SFTR) requires reporting of financing transactions to be reported to ESMA, these transactions include repurchase agreements (repos), buy-sell...
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EP253 - Extensions for CAT/FIX Mapping 907.89 KB 95 downloads December 24, 2019

This extension pack supports requirements identified by Consolidated Audit Trail (the “CAT”) Working Group related to data reporting required by Phase 2A (equities) of the CAT NMS Plan. All new tags...
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EP252 - Liquidity Indicator Extension 3.26 MB 77 downloads November 14, 2019

This extension pack provides the ability to indicate an order neither added nor removed liquidity using the field LastLiquidityInd(851) = 0 (Neither added nor removed liquidity). ...
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EP251 - APAC Client Facilitation Extension 3.37 MB 50 downloads November 14, 2019

This extension pack supports the proactive indication of client facilitation using the value ExecInst(18) = z (Allow Facilitation). Note ASBUILT updated to revision 0.5 (FIX-Protocol-Gap-Analysis-APAC-Client-Facilitation-v0.5_EP251_ASBUILT-.pdf)...
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EP250 - Share Trading Obligation Extension 3.28 MB 56 downloads November 14, 2019

This extension provides the ability to identify EU and UK share trading obligations using the OrderAttributesGrp component and fields OrderAttributeType(2594) ad OrderAttributeValue(2595). ...
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EP249 - GPTWG Post Post-trade Pay Management 4.60 MB 104 downloads July 23, 2019

This extension pack introduces a new set of messages to support the operational management and agreement of expected future payments and cash flows during the life cycle of existing contracts (e.g. swaps...
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EP248 - CAT FDID 3.29 MB 134 downloads April 24, 2019

This extension pack introduces a new key data element required for reporting to CAT - Firm Designated Identifier (FDID) and the new PartyIDSource(447) value S (FDID). ...
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EP247 GPTWG FX Trade Aggregation Extension 3.59 MB 82 downloads December 18, 2018

This extension pack adds trade aggregation for FX spot, vanilla forwards and non-deliverable forward transactions where individual trades are identified to be aggregated by the buy-side and communicated...
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EP246 Bloomberg Confirmation Extensions 3.54 MB 69 downloads December 18, 2018

This extension pack enhances the workflow when a third-party facility provides the confirmation matching function between the dealer and the investment manager. When there is a mismatch the matching facility...
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EP245 CME Automatic Claim Handling 3.31 MB 61 downloads December 17, 2018

This extension pack adds one additional value to AllocHandlInst(209) to signal that the claim should be automatic and adds the AllocHandlInst(209) field to all appropriate allocation components since...
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EP244 India NSE PAN ID Extension 3.20 MB 41 downloads December 17, 2018

This extension pack adds the PAN ID.  This identifier is issued by the Income Tax Department of India. ...
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EP243 CME Unit of Measure and Trade Sub-Type Extension 3.27 MB 44 downloads December 17, 2018

This extension pack adds two additional values to the FIX standard list of units of measure. It also adds a new enumeration to TrdSubType(829). ...
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