This Extension Pack, initiated by the Global Fixed Income Subcommittee, introduces enhancements to support recent updates to the Cash Bond Best Practices including use of FIX 5.0 SP2 for pre-trade liquidity discovery workflows (Axes, Inventories and Runs) between the sell-side and buy-side. The specific areas of enhancement include:

  • New RelativeValueGrp component within the IOI(35=6) and Quote(35=S) messages
  • Enhanced IOI and Quote Qualifier
  • Improved Trader and Desk Visibility

Update History

[Updated 2015-08-17] Revised the FIXML Schema and FIX Repository to reflect changes in EP161, EP169, EP170, EP187, EP190 and EP192.

Files list:
FIX Protocol Gap Analysis Proposal - Fixed Income Pre-Trade Indication Enhancement v0.3_ASBUILT.pdf

Total Files3
File Size2.81 MB
Create DateJune 20, 2017