FIX Protocol Extension Packs
The FIX Protocol is updated and extended constantly. Rather than releasing new FIX versions from time to time, the Protocol evolves through Extension Packs, each produced by the Global Technical Committee based on requirements from FIX’s working groups and members, and published immediately. The term “FIX Latest” stands for the most recent version of the Protocol up to and including the latest Extension Pack.
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EP122 CME Unit of Measure Extensions 1.39 MB 1220 downloads June 19, 2017
General framework for expressing a unit of measure that can represent any amount of any currency. Additionally, it adds support for several new units of measure such as Board Feet and Index Points to describe...
EP121 SEC Short Sale Exemption Reasons 1.46 MB 595 downloads June 19, 2017
This extension covers part of the SEC amendments for Regulation SHO to place further restrictions on short selling. See also EP120. Since the SEC amendment provides exemptions to the rule (broker/dealers...
EP120 SEC Short Sale Restrictions 1.41 MB 382 downloads June 19, 2017
This extension covers part of the SEC amendments for Regulation SHO to place further restrictions on short selling. See also EP121. The rules create a “Circuit Breaker” which changes the trading behavior...
EP119 GDC Security Definition and Trade Price Extensions for CDS 1.44 MB 760 downloads June 19, 2017
Uniform instrument definition and price specification of Credit Default Swaps, in particular for the TradeCaptureReport message to be used in CDS “OTC Clearing” processes. Addresses enhancing the capabilities...
EP118 FIA PTWG Allocation Extensions 3.26 MB 937 downloads June 19, 2017
This significant extension mainly addresses the allocation (give-up/take-up) workflows between clearinghouses and clearing firms. It also covers average price grouping of trades. In addition to extensions...
EP117 FIA PTWG Account Summary Report 1.41 MB 798 downloads June 19, 2017
The Account Summary Report provides each Clearing Member with data related to margin for all instrument types and premium and cash settlements in addition to the Clearing Member’s clearing fund account...
EP116 Message Throttle Parameters 1.59 MB 1327 downloads June 19, 2017
This extension provides a standard, extensible way for throttle parameters to be communicated between the exchange/market and the messaging source. Exchanges and Markets are subject to large spikes in...
EP115 Deutsche Boerse Order Handling Extensions 1.36 MB 519 downloads June 19, 2017
This extension allows to optionally convey an exchange destination for the cancellation of orders. The ExecutionReport is extended contain the desired exchange destination as well as the initial display...
EP114 CME Security Definition and Trade Sub-Type Extensions 1.39 MB 1072 downloads June 19, 2017
This extends the reporting capabilities of the Security Definition message. It enhances the capabilities of the Security Definition message to specify the number of legs in a multi-leg instrument, the...
EP113 CME Trading System Identification 1.35 MB 1304 downloads June 19, 2017
This extension allows a trading system connecting to the exchange to be identified on the level of the FIX engine as well as the application level as part of the Logon message. Update History [Updated...
EP112 FIF/FPL Market Center Transparency 1.33 MB 395 downloads June 19, 2017
This extension supports regulatory requirements such as FINRA Regulatory Notice 09-54 related to firms submitting non-tape reports. It also supports regulatory requirements related to customer orders that...
EP111 OCC Extensions for Submission of SLEDs 1.43 MB 376 downloads June 19, 2017
SLEDS, or Single Line Entry Differential Spreads, allow traders to submit an order to simultaneously buy and sell two futures contract months. SLEDS orders include a differential amount that relates the...
EP110 OCC Extensions for Long Holdings 1.31 MB 420 downloads June 19, 2017
This extension allows clearing members to submit Long Holdings for each long position so that long positions which have been carried for the longest time can be selected for delivery first. Update History [Updated...
EP109 FIA PTWG Contingent Price for Positions 1.54 MB 784 downloads June 19, 2017
Provision of an additional price value for positions that is the result of calculations for additional variation margin to address delivery and settlement risk. The price is different from the settlement...
EP108 PartyIDSource Extensions for Australia 1.29 MB 397 downloads June 19, 2017
This extension adds support for two more registration numbers used to identify all types of organization in Australia. These are the Australian Company Number and the Australian Registered Body Number. Update...
EP107 CME OTC Trading and Clearing Extensions 1.68 MB 1467 downloads June 19, 2017
Set of extensions to the FIX specification to support OTC trading and clearing. These extensions focus on the processes used in trade submission, clearing and valuation of OTC and off-exchange trades. Update...
EP106 ISE Market Data Extensions 1.52 MB 754 downloads June 19, 2017
Market data comprises various pieces of information including book data as well as status information. This gap analysis provides a number of extensions in this area to cover the requirements of the Internal...
EP105 Parties Reference Data Enhancements 1.57 MB 374 downloads December 19, 2011
A set of new messages for requesting and returning party details, relationships, and risk limits. Entitlement information (EP129) as well as the ability to define and maintain party details, entitlements...
EP104 Canadian Market Regulation Feed v2 1.29 MB 1138 downloads October 2, 2009
This is the second extension submitted by the Investment Industry Regulatory Organization of Canada (IIROC) to further support real-time market surveillance to ensure that trading is carried out in accordance...