Extension packs and proposals developed by the FIX MiFID subgroups to address particular regulatory requirements.

Extension Packs

EP206 Clock Synchronization Datatype Enhancement
This extension pack enhances the precision of time stamp data types with higher resolution and greater granularity in order to meet MIFID II and MiFIR regulatory reporting requirements.
EP222 MiFID II/MiFIR Extensions Part I
This extension pack extends the FIX Protocol to meet the requirements of MIFID II and MiFIR. This extension pack covers an initial set of critical data requirements identified by the sub-working groups on transparency, and order data and recordkeeping.
[Updated 2017-02-01] Added missing fields and components to be added to the ExecutionReport(35=8).
EP228 MiFID II/MiFIR Extensions Part II
This extension pack extends the FIX Protocol to meet the requirements of MIFID II and MiFIR. This extension pack covers a second set of critical data requirements identified by the sub-working groups on transparency, and order data and recordkeeping.
EP229 MiFID II/MiFIR Extensions Part III
The third extension pack contains recent requirements from the various MiFID working groups. This extension pack covers a third set of critical data requirements identified by the sub-working groups on transparency, and order data and recordkeeping.
EP231 RTS27
This extension pack extends the FIX Protocol to meet the requirements of ESMA RTS 27 for best execution reporting.
EP232 RTS22
This extension pack extends the FIX Protocol to meet the requirements of ESMA RTS 22 for transaction reporting.
EP233 Commision Unbundling
This extension pack, initiated by the Global Post-Trade Working Group, extends the FIX Protocol to support the separation of different types of commissions as required by MiFID II directive. New values and fields were added to the CommissionDataGrp and AllocationCommissionDataGrp components.
Click here to view the Equities Post Trade Recommended Practices which have been updated to include MiFID II recommended practices for post-trade commission unbundling and representation of research commission types.
EP235 RTS2 and RTS23
This extension pack addresses the gaps to the FIX Protocol Application Layer standard to meet the requirements for ESMA RTS 2 and RTS23 which specifically addresses the data standards and formats for financial instrument reference data.
EP236 RTS28
This extension pack addresses the gaps to the FIX Protocol Application Layer related to MiFID II RTS 28 and best execution reporting requirements.

 

Proposals

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FIX Protocol GA - MiFID II MiFIR Extensions Part 4 208.03 KB 419 downloads

v0.3

Public comment period ends on November 7, 2017.

Create date: October 24, 2017