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.
This work is licensed under a Creative Commons Attribution-NoDerivatives 4.0 International License.
EP251 - APAC Client Facilitation Extension 3.37 MB 261 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)...
EP250 - Share Trading Obligation Extension 3.28 MB 128 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). ...
EP249 - GPTWG Post Post-trade Pay Management 4.60 MB 176 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...
EP248 - CAT FDID 3.29 MB 189 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). ...
EP247 GPTWG FX Trade Aggregation Extension 3.59 MB 156 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...
EP246 Bloomberg Confirmation Extensions 3.54 MB 131 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...
EP245 CME Automatic Claim Handling 3.31 MB 110 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...
EP244 India NSE PAN ID Extension 3.20 MB 650 downloads December 17, 2018
This extension pack adds the PAN ID. This identifier is issued by the Income Tax Department of India. ...
EP243 CME Unit of Measure and Trade Sub-Type Extension 3.27 MB 119 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). ...
EP242 Support of UMTF Symbology 3.15 MB 1141 downloads December 17, 2018
This extension pack extends SecurityIDSource(22) to support a new security identifier scheme called "UMTF" (Uniform Multilateral Trading Facility code). UMTF is a securities symbology scheme, specifically...
EP241 CME Average Pricing Enhancement 3.63 MB 135 downloads December 17, 2018
This service pack includes enhancements needed to assist trade give-up by clients of a Central Counterparty (CCP) clearing house. The enhancements include additions to give-up instruction, reporting and...
EP240 CME Average Pricing and Markup Extensions 3.31 MB 228 downloads December 31, 2017
This extension pack provide support for trade submissions and give-up by clients of a Central Counterparty (CCP) clearing house. The enhancements allow the ability to indicate the use of various average...
EP239 AllocationInstructionAlertRequest Proposal 3.22 MB 140 downloads December 15, 2017
This extension pack provides new functionality to FIX Protocol with the addition of a new message type, AllocationInstructionAlertRequest(35=DU), to support the ability for clearinghouse customers to request...
EP238 ESMA RTS 2 Segmentation Criteria 3.48 MB 151 downloads December 15, 2017
This extension pack addresses the gaps in the FIX Protocol standard to meet further requirements related to ESMA RTS 2 Annex III Sections 2 to 11 Segmentation Criteria. ...
EP237 MiFID II and MiFIR Extensions Part 4 3.38 MB 351 downloads December 15, 2017
This extension pack, initiated by the FIX EMEA Regulatory Subcommittee and the Global Technical Committee, extends the FIX Protocol to meet the requirements of MIFID II and MiFIR. This extension pack covers...
EP236 ESMA RTS 28 Extensions 4.12 MB 259 downloads November 20, 2017
This extension pack addresses the gaps in the FIX Protocol Application Layer related to MiFID II RTS 28 and best execution reporting requirements. ...
EP235 ESMA RTS 2 and RTS 23 Extensions 4.84 MB 223 downloads November 20, 2017
This extension pack addresses the gaps to the FIX Protocol Application Layer standard to meet the requirements for ESMA RTS 2 and RTS 23 which specifically addresses the data standards and formats...
EP234 CME Allocations of Multileg Order or Trade Extension 3.72 MB 128 downloads November 20, 2017
This extension pack,extends the FIX Protocol to support a new attribute to the various allocation repeating components allowing for identification of the leg of a multileg order or trade. ...
EP233 MiFID II Commission Unbundling 3.14 MB 241 downloads September 29, 2017
This extension pack, initiated by the Global Post-Trade Working Group, extends the FIX Protocol to support the separation of different types of commissions as required by MiFID II directive. New values...