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 has defined a list of execution source codes in the document “FIA Voice and Direct Identifier” dated November 23, 2010 for use in FIA’s EGUS system which stores and disseminates rate schedules. This proposal extends the FIX Protocol to allow communication of this information. It will facilitate billing according to give-up agreements.

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 2012-12-03] FIXML Schema and FIX Repository updated to resolve schema validation errors reported.

[Updated 2012-06-25] Update of repository and FIXML Schema due to correction of EP131.

[Updated 2012-02-22] Added repository and FIXML Schema. ASBUILT document updated.

Files list:
FIX Gap Analysis FIA Execution Source Code 0_20_ASBUILT.pdfViewDownload

Total Files3
File Size1.64 MB
Create DateJune 20, 2017