FIX Extension Packs
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EP284 - EMIR Report Tracking Number 4.47 MB 3 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 9/22/2023...
EP283 - UK Post Trade Transparency 3.65 MB 1 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 5 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 5 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 29 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 6 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 7 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 31 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 71 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 14 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 13 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). ...
EP273 - Digital Asset Trading Extensions 5.25 MB 69 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). ...
EP272 - Code Set Extensions 2021 4.37 MB 57 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. ...
EP271 - Errors and Omissions 2021 6.88 MB 20 downloads August 20, 2022
This extension pack addresses errors and omissions resolved in 2021. ...
EP270 - BeginString for FIX Latest 4.96 MB 24 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. ...
EP269 - Extension for Trade Compression 4.33 MB 154 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...
EP268 - Market Model Typology v3.50 6.62 MB 46 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...
EP267 - Market Data Extensions 4.61 MB 39 downloads August 16, 2021
This extension pack includes enhancements needed to support market data types for changing market needs and new products’ data attributes. ...
EP266 - Unique Product Identifier 3.97 MB 86 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...
EP265 - Previous Quote Identifier 4.39 MB 33 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...