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.
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EP140 CFTC Large Trader Reporting Extensions 2.08 MB 391 downloads June 20, 2017
Extensions of the standard FIX PositionReport message to support large trader reporting rules for physical commodity swaps and swaptions published by the Commodity Futures Trading Commission on July 22,...
EP139 BVMF Identification of Originating Market 1.46 MB 222 downloads June 20, 2017
Additional party role to identify the originating market of an order. Marketplaces may receive orders routed from other related markets. The extension allows to preserve the original market, e.g. to permit...
EP138 CME Securities Reference Data Extensions 1.53 MB 332 downloads June 20, 2017
Additional securities reference data attributes used to define or describe derivatives. First and Last Notice Dates – This is used for deliverable futures. Tick Rule Types – New type of tick rule...
EP137 CME Environment and Electrical Units of Measure 1.50 MB 653 downloads June 20, 2017
Additional Unit of Measure enumerations to support environmental trading and electrical capacity trading. Update History [Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated...
EP136 HKEx Post-Trade Extensions 1.45 MB 474 downloads June 20, 2017
Minor extensions of post-trade fields and messages related to clearing instructions, trade handling instructions and trade report rejection reasons for invalid prices. Update History [Updated 2013-12-09]...
EP135 OATS for NMS Stocks 1.62 MB 523 downloads June 20, 2017
Various extensions to support FINRA’s proposed rule change SR-FINRA-2010-044 to expand the OATS Rules to all NMS stocks. Update History [Updated 2013-12-09] The FIXML Schema and FIX Repository files...
EP134 HKEx Trade Extensions 1.73 MB 838 downloads June 20, 2017
Extension of order messages to support additional price checks and extension of order and trade messages with explicit fields to convey rejection information. Update History [Updated 2013-12-09] The FIXML...
EP133 FIA Execution Source Code Gap Analysis 1.64 MB 537 downloads June 20, 2017
Ability for firms to communicate execution source information (e.g. phone orders, desk orders, algorithmic orders) end-to-end, from execution through clearing and settlement. The Futures Industry Association...
EP132 GFIC TriPartyRepo Gap Analysis 1.84 MB 262 downloads June 20, 2017
Minor extensions to support the U.S. tri-party repo market and close gaps identified by the GFIC in reviewing the results of the U.S. Tri-Party Repo Infrastructure Reform Task Force. The extension includes...
EP131 ISE Order Handling Extensions 2.54 MB 1073 downloads June 20, 2017
Numerous extensions in the area of single leg, multi-leg and cross order handling to cover the requirements of equity options exchanges in the US. Update History [Updated 2013-12-09] The FIXML Schema and...
EP130 HKEx Pre-Trade Extensions 1.43 MB 270 downloads June 19, 2017
Minor extensions for trading session state changes, base trading rules, tick tables and test/dummy instruments. Update History [Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated...
EP129 Party Entitlements 1.46 MB 303 downloads June 19, 2017
Extension of Parties Reference Data (see EP105) to include party entitlement information. Party Entitlement messages include the ability to request entitlements and to report on current entitlement settings. Update...
EP128 Risk Limit Extensions 1.50 MB 1317 downloads June 19, 2017
Extension of Party Risk Limit messages introduced with EP105, mainly to support the definition of risk limits and to be able to convey current risk exposure. It comprises messages for dynamic data related...
EP127 Specific Lot Allocation Proposal 1.45 MB 332 downloads June 19, 2017
Ability to transmit instructions for specific-lot allocations. Specific-lot trade allocations are a key benefit provided by Wealth Managers who provide advisory services to retail customers. One of the...
EP126 NGM Tradeable Quotes Extension 1.65 MB 1404 downloads June 19, 2017
Various extensions to the quote messages to cover total quote quantity, marketplace assigned quote identifiers, quote status for traded (and removed) quotes, initially tradeable quotes and a request to...
EP125 NGM Order and Quote Handling Extension 1.54 MB 246 downloads June 19, 2017
Ability to convey the order priority for orders and quotes on the private/trading session (i.e. in Execution Report and Quote Status Report). This way a trader can directly compare two of its orders to...
EP124 NGM Logon Extension 1.39 MB 746 downloads June 19, 2017
Support for the session initiator to reset the MsgSeqNum in the Logon message (not only as part of 24-hour connectivity). The Logout message is extended with error codes to convey that the session state...
EP123 BMV Short Sale Minimum Price Extension 1.37 MB 281 downloads June 19, 2017
New peg price type to allow short sell peg price orders to comply with the SEC uptick rule. It comprises extensions of PegPriceType, MDEntryType and TradeCondition to identify a short sale minimum price,...
EP122 CME Unit of Measure Extensions 1.39 MB 1035 downloads June 19, 2017
General framework for expressing a unit of measure that can represent any amount of any currency. Additionally, it adds support for several new units of measure such as Board Feet and Index Points to describe...