FIX Version FIX.5.0SP2 Extension Pack EP132

Approval Date 2011-04-06T00:00:00.000

Description EP132



Field Changes



New Fields

TagNameTypeDescriptionAssociatedDataTagAbbrNameBaseCategoryBaseCategoryAbbrNameNotReqXMLEnumDatatypeUnionDataType
1826EventTimePeriodintTime unit multiplier for the event. If present EventTimeUnit(1827) must also appear and EventDate(866) and EventTime(1145) may be omitted.TmPeriod0
1827EventTimeUnitStringTime unit associated with the event. If present EventTimePeriod(1826) must also appear and EventDate(866) and EventTime(1145) may be omitted.TmUnit0
1828LastQtyVarianceQtyWhen LastQty is an estimated value, e.g. for a Repo “circled” trade, LastQtyVariance specifies the absolute amount that the size may vary up or down when finalized. Omitted when LastQty(32) is already final.LastQtyVarnc0


Enumerations

Updated Enumerations

TagValueSymbolicNameGroupSortDescriptionDefinition
221EuriborEURIBOR (deprecated use enum EURIBOR instead)

Enumerations Added

TagValueSymbolicNameGroupSortDescriptionDefinition
167DVPLDGDeliveryVersusPledgeFinancing5Delivery versus pledge
221FEDEFFFedFundRateEffective13US Federal Reserve fed funds effective rate
221FEDOPENFedOpen14US fed funds target rate
221EURIBOREURIBOR15Euro interbank offer rate
86520MinimumNotice19Minimum notice
1827HHour0Hour
1827MinMinute1Minute
1827SSecond2Second
1827DDay3Day
1827WkWeek4Week
1827MoMonth5Month
1827YrYear6Year

Message/Component Content

Message/Components Content Changes

ComponentIDTagTextIndentPositionReqdDescription
20701145

Messages/Components  Content Added

ComponentIDTagTextIndentPositionReqdDescription
91828075.10
641828035.10
2070182713.20
2070182613.30