FIX Repository Extension Pack ReadMe file

This html page contains details of the changes applied by the service pack

New Tags added in this extension pack

TagFieldNameAbbrNameTypeDescPattern
1173MDSubBookTypeMDSubBkTypintDescribes a class of sub book, e.g. for the separation of various lot types. The Sub Book Type indicates that the following Market Data Entries belong to a non-integrated Sub Book. Whenever provided the Sub Book must be used together with MDPriceLevel and MDEntryPositionNo in order to sort the order properly. Values are bilaterally agreed.
1174SecurityTradingEventSecTrdEvntintIdentifies an event related to a SecurityTradingStatus(326). An event occurs and is gone, it is not a state that applies for a period of time.Reserved100Plus
1175NoStatsIndicatorsNoStatsIndsNumInGroupNumber of statistics indicator repeating group entries
1176StatsTypeStatsTypintType of statistics
1177NoOfSecSizesNoSecSzsNumInGroupThe number of secondary sizes specifies in this entry
1178MDSecSizeTypeMDSecSizeTypeintSpecifies the type of secondary size.Reserved100Plus
1179MDSecSizeMDSecSizeQtyA part of the MDEntrySize(271) that represents secondary interest as specified by MDSecSizeType(1178).

Tags modified in this extension pack

Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'Tag = xxx'> where xxx is a tag number may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.

TagFieldNameAbbrNameTypeDescPattern
Replace this, test is Tag = 264
264MarketDepthMktDepthintDepth of market for Book Snapshot
With this
264MarketDepthMktDepthintDepth of market for Book Snapshot / Incremental updates 0 - full book depth 1 - top of book 2 and above - book depth (number of levels)
Replace this, test is Tag = 326
326SecurityTradingStatusTrdgStatintIdentifies the trading status applicable to the transaction.
With this
326SecurityTradingStatusTrdgStatintIdentifies the trading status applicable to the transaction.Reserved100Plus

New Enums added in this extension pack

TagNew EnumsGroup
2763 - Rest of Book VWAP
2764 - Better Prices in Conditional Orders
277AV - Outside Spread
5748 - Issuing/Buy Back AuctionGeneral Purpose
82848 - Non-standard settlement
82849 - Derivative Related Transaction
82850 - Portfolio Trade
82851 - Volume Weighted Average Trade
82852 - Exchange Granted Trade
82853 - Repurchase Agreement
82854 - OTC
11741 - Order imbalance, auction is extended
11742 - Trading resumes (after Halt)
11743 - Price Volatility Interruption
11744 - Change of Trading Session
11745 - Change of Trading Subsession
11746 - Change of Security Status
11747 - Change of Book Type
11748 - Change of Market Depth
11761 - Exchange Last
11762 - High / Low Price
11763 - Average Price (VWAP, TWAP ... )
11764 - Turnover (Price * Qty)
11781 - Customer

Enums modified in this extension pack

Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'Tag = xxx and Enum = yyy'> where xxx is a tag number and yyy is an enum string may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.

TagNew EnumsGroup

New message contents in messages and components

NameIndTagReqdDescription
MarketDataRequest0PartiesNoInsert here the set of Parties (firm identification) fields defined in "Common Components of Application Messages
MarketDataSnapshotFullRefresh01173NoCan be used to define a subordinate book.
MarketDataSnapshotFullRefresh0264NoCan be used to define the current depth of the book.
MarketDataRequestReject0PartiesNoInsert here the set of Parties (firm identification) fields defined in "Common Components of Application Messages
SecurityStatus01174NoIdentifies an event related to the trading status
SecurityStatus01021NoUsed to relay changes in the book type
SecurityStatus0264NoUsed to relay changes in Market Depth.
MDFullGrp1423No
MDFullGrp1YieldDataNoInsert here the set of YieldData (yield-related) fields defined in "Common Components of Application Messages
MDFullGrp1SpreadOrBenchmarkCurveDataNoInsert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages
MDFullGrp1SecSizesGrpNo
MDFullGrp11093NoCan be used to specify the lot type of the quoted size in order depth books.
MDFullGrp1326No
MDFullGrp1327No
MDIncGrp11173NoCan be used to define a subordinate book.
MDIncGrp1264NoCan be used to define the current depth of the book.
MDIncGrp1423No
MDIncGrp1YieldDataNoInsert here the set of YieldData (yield-related) fields defined in Common Components of Application Messages
MDIncGrp1SpreadOrBenchmarkCurveDataNoInsert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages
MDIncGrp1SecSizesGrpNo
MDIncGrp11093NoCan be used to specify the lot type of the quoted size in order depth books.
MDIncGrp1326No
MDIncGrp1327No
MDIncGrp1828NoFor optional use in reporting Trades
MDIncGrp1574NoFor optional use in reporting Trades
MDIncGrp11003NoFor optional use in reporting Trades
MDIncGrp1483NoFor optional use in reporting Trades. Used to specify the time of trade agreement for privately negotiated trades.
MDIncGrp160NoFor optional use in reporting Trades. Used to specify the time of matching.
MDIncGrp1StatsIndGrpNo
01177NoNumber of entries following. Conditionally required when MDUpdateAction = New(0) and MDEntryType = Bid(0) or Offer(1).
11178NoDefines the type of secondary size specified in MDSecSize(1179). Must be first field in this repeating group
11179No
01175NoNumber of statistics indicators
11176No Indicates that the MD Entry is eligible for inclusion in the type of statistic specified by the StatsType. Must be provided if NoStatsIndicators greater than 0.

Modified existing elements in messages and components

Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'MsgID = xxx and Position = yyy'> where xxx is a MsgID number and yyy is an Position number may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.

NameIndTagReqdDescription

New messages added this EP

MsgTypeNameCategorySectionAbbreviation

Modified messages added this EP

Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'MsgID = xxx'> where xxx is a MsgID number may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.

MsgTypeNameCategorySectionAbbreviation

New components added this EP

NameCategoryTypeAbbreviation
SecSizesGrpMarketDataImplicitBlockRepeatingSecSizesGrp
StatsIndGrpMarketDataImplicitBlockRepeatingStatsIndGrp

Modified components in this EP

Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'MsgID = xxx'> where xxx is a MsgID number may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.

NameCategoryTypeAbbreviation