FIX Extension Packs
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EP127 Specific Lot Allocation Proposal 1.45 MB 36 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 43 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 39 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 50 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 33 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 38 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...
EP121 SEC Short Sale Exemption Reasons 1.46 MB 32 downloads June 19, 2017
This extension covers part of the SEC amendments for Regulation SHO to place further restrictions on short selling. See also EP120. Since the SEC amendment provides exemptions to the rule (broker/dealers...
EP120 SEC Short Sale Restrictions 1.41 MB 34 downloads June 19, 2017
This extension covers part of the SEC amendments for Regulation SHO to place further restrictions on short selling. See also EP121. The rules create a “Circuit Breaker” which changes the trading behavior...
EP119 GDC Security Definition and Trade Price Extensions for CDS 1.44 MB 44 downloads June 19, 2017
Uniform instrument definition and price specification of Credit Default Swaps, in particular for the TradeCaptureReport message to be used in CDS “OTC Clearing” processes. Addresses enhancing the capabilities...
EP118 FIA PTWG Allocation Extensions 3.26 MB 71 downloads June 19, 2017
This significant extension mainly addresses the allocation (give-up/take-up) workflows between clearinghouses and clearing firms. It also covers average price grouping of trades. In addition to extensions...
EP117 FIA PTWG Account Summary Report 1.41 MB 45 downloads June 19, 2017
The Account Summary Report provides each Clearing Member with data related to margin for all instrument types and premium and cash settlements in addition to the Clearing Member’s clearing fund account...
EP116 Message Throttle Parameters 1.59 MB 77 downloads June 19, 2017
This extension provides a standard, extensible way for throttle parameters to be communicated between the exchange/market and the messaging source. Exchanges and Markets are subject to large spikes in...
EP115 Deutsche Boerse Order Handling Extensions 1.36 MB 35 downloads June 19, 2017
This extension allows to optionally convey an exchange destination for the cancellation of orders. The ExecutionReport is extended contain the desired exchange destination as well as the initial display...
EP114 CME Security Definition and Trade Sub-Type Extensions 1.39 MB 50 downloads June 19, 2017
This extends the reporting capabilities of the Security Definition message. It enhances the capabilities of the Security Definition message to specify the number of legs in a multi-leg instrument, the...
EP113 CME Trading System Identification 1.35 MB 49 downloads June 19, 2017
This extension allows a trading system connecting to the exchange to be identified on the level of the FIX engine as well as the application level as part of the Logon message. Update History [Updated...
EP112 FIF/FPL Market Center Transparency 1.33 MB 37 downloads June 19, 2017
This extension supports regulatory requirements such as FINRA Regulatory Notice 09-54 related to firms submitting non-tape reports. It also supports regulatory requirements related to customer orders that...
EP111 OCC Extensions for Submission of SLEDs 1.43 MB 38 downloads June 19, 2017
SLEDS, or Single Line Entry Differential Spreads, allow traders to submit an order to simultaneously buy and sell two futures contract months. SLEDS orders include a differential amount that relates the...
EP110 OCC Extensions for Long Holdings 1.31 MB 34 downloads June 19, 2017
This extension allows clearing members to submit Long Holdings for each long position so that long positions which have been carried for the longest time can be selected for delivery first. Update History [Updated...
EP109 FIA PTWG Contingent Price for Positions 1.54 MB 33 downloads June 19, 2017
Provision of an additional price value for positions that is the result of calculations for additional variation margin to address delivery and settlement risk. The price is different from the settlement...