Extensions to support explicit relationships between trades and positions in the corresponding messages.

This extension allows to express various types of relationships between transactions, supporting diverse business flows, without making changes to the current FIX semantics.

  • A trade to identify one or more related trades
  • A position to identify one or more related trades
  • A trade to identify one or more related positions

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 2012-06-18] Added ASBUILT document, FIXML Schema and FIX Repository.

Files list:

Total Files3
File Size1.55 MB
Create DateJune 20, 2017