FIX Extension Packs
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EP227 Trade Reporting Extensions 3.90 MB 109 downloads June 20, 2017
This extension pack, initiated by the CME Group and the FIX Global Technical Committee, providing a collection of trade reporting enhancements, some of which are related to CFTC reporting requirements....
EP226 Quote Negotiation Extensions 3.75 MB 103 downloads June 20, 2017
This extension pack, initiated by the FIX Global Technical Committee and Bloomberg L.P. to enhance the QuoteQualifier(695) to support more granular aspects of price negotiation including negotiation phases...
EP225 AFME-IA IOI Message Enhancements 3.62 MB 109 downloads June 20, 2017
This extension pack, initiated by the FIX EMEA Business Practices Sub-Committee in collaboration with AFME-IA, introduces an IOI categorisation schema which seeks to provide a common taxonomy for defining...
EP224 Security Definition Enhancements 3.62 MB 82 downloads June 20, 2017
This extension pack, initiated by CME Group introduces new fields to support the options business, specifically the ability to define in security definition messages whether an option security is eligible...
EP223 Order Handling Extensions 3.29 MB 118 downloads June 20, 2017
This extension pack, initiated by Deutsche Boerse Group introduces two new FIX message types: CrossRequest(MsgType=DS) and CrossREquestAck(MsgType=DT) to support the announcement, and acknowledgement,...
EP222 MiFID II and MiFIR Extensions Part 1 4.10 MB 715 downloads June 20, 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...
EP221 OrderQtyData Presence Correction 3.69 MB 58 downloads June 20, 2017
This extension pack corrects the inconsistencies in the presence requirements for the OrderQtyData component across work flows. ...
EP220 Fidessa SecurityIDSource Extension 3.34 MB 65 downloads June 20, 2017
This extension pack adds a new value to SecurityIDSource(22) to indicate the source of the identifier is the Fidessa Instrument Mnemonic (FIM). ...
EP219 Market Maker Qualifier 3.40 MB 65 downloads June 20, 2017
This extension pack supports distinguishing different types of market makers through use of the PartyRole(452) = 66 (Market Maker) and PartyDetailRoleQualifier(1674) with new values for Designated Sponsor...
EP218 Self-Match Prevention Extension 3.63 MB 74 downloads June 20, 2017
This extension pack increases use of the field SelfMatchPreventionID(2362) to support prevention of matching orders or quotes with one or more other orders or quotes that contain the same identifier. ...
EP217 CME Trade Capture Extensions II 3.69 MB 85 downloads June 20, 2017
This extension pack adds the capabilities to report account relationships and support Trade at Settlement (TAS) and Trade at Marker (TAM) spread price requirements. ...
EP216 MMTv3 Support 19.47 KB 187 downloads September 30, 2016
This Extension Pack supports MMT version 3.01 and the MiFID II post-trade flagging obligations. Update History [Resolved 2017-04-24] Corrected abbreviated name of TrdRegPublicationGrp and TrdRegPublicationType(2669)...
EP215 Equities Post Trade Enhancements - Part 3 3.75 MB 70 downloads September 30, 2016
This Extension Pack supports best practices as determined by the Global Post-trade Working Group. ...
EP214 Party Risk Limits Extension 3.47 MB 74 downloads August 3, 2016
This Extension Pack supports setting risk limits including enabling unsolicited publication of the PartyRiskLimitsReport(35=CM) message, a new field PartyRiskLimitStatus, and the addition of new RiskLimitType(1530)...
EP213 Party Role Qualifier Extension 3.26 MB 68 downloads August 3, 2016
This Extension Pack supports the capability to identify source and target accounts with the addition of two new PartyDetailRoleQualifier(1674) enumerations. ...
EP212 Trade Handling Extension 3.16 MB 54 downloads August 3, 2016
This Extension Pack supports the ability to report two-sided trades where a 3rd party (not one of the sides of the trade) generates the trade report. ...
EP211 CME Trade Capture Extension 3.53 MB 80 downloads August 3, 2016
This Extension Pack supports the addition of a compression group identifier for linking netted trades, the addition of a self-match prevention identifier, clarifications on the component and field descriptions...
EP210 FIF Trade at ISO Price Extension 3.18 MB 44 downloads August 3, 2016
This Extension Pack supports the US SEC order approving a plan to implement a Tick Size Pilot Program and specifically to meet the requirements for a new order type of Trade At Intermarket Sweep Order...
EP209 MSRB and FINRA TRACE Reporting Extensions 3.37 MB 47 downloads June 8, 2016
This Extension Pack supports identification of trades executed on an Alternative Trading System (ATS) in support of the MSRB and FINRA TRACE Reporting requirements. Update History [Updated 2016 08 03]...