FIX Extension Packs
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EP167 AttachmentGrp Proposal 2.02 MB 46 downloads June 20, 2017
This Extension Pack introduces a new repeating group component that would allow for including "attachment" file(s) to the FIX message, supporting different attachment media types. The new component is...
EP166 Stop Order Types Extensions 2.06 MB 49 downloads June 20, 2017
This Extension Pack is in response to new SEC requirements approved in SR-FINRA-2012-026, a rule change relating to the handling of stop and stop limit orders. Two new order types have been added to meet...
EP165 FIA PTWG CDS Trade Netting, and Credit & Succession Enhancements 2.03 MB 47 downloads June 20, 2017
This Extension Pack provides enhancements to address clearinghouse netting of CDS trades for the same instrument into single trades for keeping positions need to account for the termination of the original...
EP164 IIROC Short Sale Amendments 2.12 MB 32 downloads June 20, 2017
This Extension Pack provides extensions to FIX to support the regulatory reporting requirements of the Investment Industry Regulatory Organization of Canada (IIROC), specifically addressing the Canadian...
EP163 Market Model Topology (MMT) Extensions 2.49 MB 129 downloads June 20, 2017
This Extension Pack provides enhancements to FIX to support the MMT requirements established by the FESE for data consolidation. [UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates...
EP162 CFTC Part 39 Reporting Extensions 2.19 MB 45 downloads June 20, 2017
This Extension Pack provides enhancements to the AccountSummaryReport and Position management messages to meet CFTC Part 39 end of day reporting requirements. On November 8, 2011, the Commodity Futures...
EP161 CFTC Parts 43/45 Phase 1 - Credit Default and Interest Rate Swaps 9.07 MB 145 downloads June 20, 2017
This Extension Pack provides very extensive new functionality in FIX to natively support the ability to fully express OTC derivatives for swaps data reporting meeting the requirements of the CFTC Part...
EP160 SecurityList Extensions 1.60 MB 46 downloads June 20, 2017
This Extension Pack provides enhancements to the SecurityList(35=y) message to support the Options Clearing Corp.'s requirements to provide theoretical profit and loss data to their customers. As the sole...
EP159 GFIC Multi-Dealer Quote Contribution and Negotiation Extensions 2.35 MB 59 downloads June 20, 2017
This Extension Pack provides further enhancements to the quote and negotiation work flows as a result of the Global Fixed Income Committee's work on best practices for using FIX for CDS and IRS electronic...
EP158 SecurityIDSource Extension 1.52 MB 55 downloads June 20, 2017
This Extension Pack provides a new SecurityIDSource(22) value to support Bloomberg's Open Symbology (BSYM) values for security identifiers. While the FIX Protocol has long supported a SecurityIDSource(22)...
EP157 Legally Segregated Operationally Commingled (LSOC) Extension 1.60 MB 57 downloads June 20, 2017
Section 724(a) of the Dodd-Frank Act inserted a new section 4d(f) to the Commodity Exchange Act (ACE), which requires the segregation of cleared swaps, and associated collateral, pertaining to customers....
EP156 Legal Entity Identifier (LEI) Extension 1.53 MB 87 downloads June 20, 2017
This extension provides a new PartyIDSource(447) to specify the new Legal Entity Identifier or LEI (ISO 17442) as an ID source scheme for identifying parties. Update History [Updated 2013-12-09] The FIXML...
EP155 Customer Gross Margin Reporting Extensions 1.53 MB 38 downloads June 20, 2017
A new CFTC reporting requirement called Customer Gross Margining (CGM), CFTC Regulation 39.13(g)(8)(i), will require a significant change in how DCOs calculate performance bond (initial margin) requirements...
EP154 Weight Units of Measure Extensions 1.51 MB 41 downloads June 20, 2017
Additional Unit of Measure enumerations to support trading in gross tons and kilograms. Update History [Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated for the following...
EP153 Position Maintenance Report Enhancements 1.55 MB 38 downloads June 20, 2017
Add-on to EP140 to correct anomalies. Change of PosMaintStatus(722) field from required to conditionally required when responding to a PositionMaintenanceRequest message. Change PositionQty component...
EP152 CME Energy Units of Measure 1.52 MB 44 downloads June 20, 2017
Additional unit of measure enumerations to support trading using metric volume measurements, which are useful for energy trading. Metric volume: L for liter and kL for kiloliter. Heat energy: thm for...
EP151 OCC Position Quantity Type Extension 1.52 MB 39 downloads June 20, 2017
Addition of two valid values for position quantity types related to expiry and exercises. On expiration day, the position quantity after the application of trade and post trade activity, but prior to...
EP150 FIA PTWG Trade Match Report 1.68 MB 55 downloads June 20, 2017
New messages to convey complete match events from an exchange to a CCP. A match event is a single matching engine transaction comprising multiple instruments (simple and complex), multiple counterparties,...
EP149 Order Reject Reason Extension for Risk Management 1.50 MB 38 downloads June 20, 2017
New value to OrdRejReason(103) to indicate that the order has generated an algorithmic risk management event. Extension submitted by the Risk Management Working Group. As sell side broker risk management...