FIX Extension Packs
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EP107 CME OTC Trading and Clearing Extensions 1.68 MB 70 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 58 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 64 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 41 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...
EP103 OCC Extensions for Large Options Positon Reporting 1.43 MB 39 downloads August 6, 2009
This extension supports NASD Rule 2860(b)(5) which requires member firms to file, or cause to be filed, reports for each account that has an aggregate position of 200 or more options contracts (whether...
EP102 FIA Margin Requirements 1.33 MB 48 downloads July 20, 2009
For the past two years, the FIA Post Trade Working Group (PTWG) has been meeting to come up with a comprehensive set of business processes, work flows and message flows supported by the major clearing...
EP101 IIROC Extensions 1.64 MB 45 downloads April 28, 2009
One of the functions of the Investment Industry Regulatory Organization of Canada (IIROC) is to conduct real-time market surveillance to ensure that trading is carried out in accordance with securities...
EP100 Thomson Reuters FX matching enhancements 1.36 MB 102 downloads April 28, 2009
Thomson Reuters is developing a new FIX interface into our automated Spot and Forwards Matching services. The interface is currently being developed using FIX version 5.0 SP1. One of the design requirements...
EP 99 LSE Matching Instructions 1.28 MB 68 downloads April 28, 2009
A Matching Instructions component block was added to the Order Entry, Order Modification and Trade Reporting messages. A Matching Instructions component block will allow more complex matching instructions...
EP 98 LSE FillsGroup Yield Extension 1.23 MB 86 downloads April 28, 2009
This extension describes the requirement for a Yield field to be added to the component for specific application in the Execution Report (35=8). The London Stock Exchange are looking at offering Bond trading...