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
9/22/2023...
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...
This extension pack addresses errors and omissions resolved in 2022.
Updates
9/22/2023 SPEC-2691 - Correct category attributes for new category SettlementStatusManagement
...
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...
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...
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...
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...
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...
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).
...
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.
...
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...