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.
EP260 - Application Version for FIX Latest 4.45 MB 1980 downloads November 19, 2020
This extension pack adds an application version identifier for FIX Latest. This extension adds a new value 10="FIXLatest" (note that there is no space in the value) to ApplVerID(1128). FIX Latest is...
EP259 - Related Orders 4.68 MB 888 downloads November 19, 2020
This extension pack includes support for order aggregation on execution reports. This extension had originally been designed as a change to the OrderAggregationGrp component in the post-trade area and...
EP258 - Bilateral Repo Trade Post-Trade Enhancement 4.84 MB 5096 downloads July 20, 2020
This extension pack initiated by the Repo Working Group includes improved support for bilateral repo trade and post-trade workflows related to life-cycle events like rollover, changing open repo terms,...
EP257 - Targeted Trade Advertisements 4.06 MB 998 downloads May 2, 2020
This extension pack improves the sourcing of contra flow whilst minimizing the cost of merchandizing with the addition of the RoutingGrp component to the Advertisement(35=7) message. Update History [Resolved...
EP256 - IIROC Client Identification Proposal 4.09 MB 267 downloads March 30, 2020
This extension pack addresses a small number of the new requirements introduced with Investment Industry Regulatory Organization of Canada (IIROC) Rules Notice 19-0071 – Amendments Respecting Client...
EP255 - STO Exemption 4.08 MB 1136 downloads March 12, 2020
This extension proposal addresses potential gaps in the FIX Protocol Standard due to changes caused by Brexit. The enhancement includes exemption from Share Trading Obligation (STO) of an order. Note,...
EP254 - EU Securities Financing Transactions Reporting (SFTR) 4.15 MB 608 downloads January 27, 2020
The EU Securities Financing Transactions Reporting Regulations (SFTR) requires reporting of financing transactions to be reported to ESMA, these transactions include repurchase agreements (repos), buy-sell...
EP253 - Extensions for CAT/FIX Mapping 907.89 KB 1014 downloads December 24, 2019
This extension pack supports requirements identified by Consolidated Audit Trail (the “CAT”) Working Group related to data reporting required by Phase 2A (equities) of the CAT NMS Plan. All new tags...
EP252 - Liquidity Indicator Extension 3.26 MB 1099 downloads November 14, 2019
This extension pack provides the ability to indicate an order neither added nor removed liquidity using the field LastLiquidityInd(851) = 0 (Neither added nor removed liquidity). ...
EP251 - APAC Client Facilitation Extension 3.37 MB 1363 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 486 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 746 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 395 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 404 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 409 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 281 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 3329 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 335 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 2358 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...