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 of messages and fields, recommended workflows and state change models for allocations are provided. This includes new, explicit PartyRole values for Give-up Trading Firm, Give-up Clearing Firm, Take-up Trading Firm and Take-up Clearing Firm. Allocation flows comprise 2-, 3-, and 4-party models.

Update History

[Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated for the following changes: an update to the base FIX 5.0 SP2 (See 20131209 Errata Release Notes); an update to EP105 to correct an issue with incorrect coding of UndInstrmtGrp and InstrmtLegGrp components in the Repository; an error in EP106 was also corrected to resolve FIXML Schema validation issues with components assigned to incorrect component categories.

[Updated 2011-12-27] Added repository and FIXML Schema. ASBUILT document updated.

Files list:

Total Files3
File Size3.26 MB
Create DateJune 19, 2017