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
Tag | FieldName | AbbrName | Type | Desc | Pattern |
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1387 | NoTrdRepIndicators | NoTrdRepIndicators | NumInGroup | Number of trade reporting indicators | |
1388 | TrdRepPartyRole | PtyRole | int | Identifies the type of party for trade reporting. Same values as PartyRole(452). | |
1389 | TrdRepIndicator | TrdRepInd | Boolean | Specifies whether the trade should be reported (or not) to parties of the provided TrdRepPartyRole(1388). Used to override standard reporting behavior by the receiver of the trade report and thereby complements the PublTrdIndicator( tag1390). | |
1390 | TradePublishIndicator | TrdPubInd | int | Indicates if a trade should be reported via a market reporting service. The indicator governs all reporting services of the recipient. Replaces PublishTrdIndicator(852). | |
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.
Tag | FieldName | AbbrName | Type | Desc | Pattern |
---|
Replace this, test is Tag = 852 |
852 | PublishTrdIndicator | PubTrdInd | Boolean | Indicates if a trade should be reported via a market reporting service. | |
With this |
852 | PublishTrdIndicator | PubTrdInd | Boolean | Indicates if a trade should be reported via a market reporting service. | |
New Enums added in this extension pack
Tag | New Enums | Group |
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59 | 8 - Good Through Crossing | |
59 | 9 - At Crossing | |
77 | N - Close but notify on open | |
77 | D - Default | |
276 | 5 - Median Price | |
277 | 2 - Marketplace entered trade | |
277 | 3 - Mult Asset Class Multileg Trade | |
277 | 4 - Multileg-to-Multileg Trade | |
529 | B - Issuer Holding | |
529 | C - Issue Price Stabilization | |
829 | 33 - Off Hours Trade | |
829 | 34 - On Hours Trade | |
829 | 35 - OTC Quote | |
1390 | 0 - Do Not Publish Trade | |
1390 | 1 - Publish Trade | |
1390 | 2 - Deferred Publication | |
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.
New message contents in messages and components
Name | Ind | Tag | Reqd | Description |
---|
TradeCaptureReport | 0 | TrdRepIndicatorsGrp | No | Number of trade reporting indicators following |
TradeCaptureReport | 0 | 1390 | No |
|
QuoteResponse | 0 | 529 | No |
|
TradeCaptureReportAck | 0 | TrdRepIndicatorsGrp | No |
|
TradeCaptureReportAck | 0 | 1390 | No |
|
| 0 | 1387 | No | Number of trade publication indicators following |
| 1 | 1388 | No |
|
| 1 | 1389 | No |
|
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.
Name | Ind | Tag | Reqd | Description |
---|
Replace this, test is MsgID = 64 and Position = 41
|
TradeCaptureReport | 0 | 75 | Yes |
Used when reporting other than current day trades.
|
With this |
TradeCaptureReport | 0 | 75 | No | Used when reporting other than current day trades. |
Replace this, test is MsgID = 64 and Position = 143
|
TradeCaptureReport | 0 | 852 | No |
|
With this |
TradeCaptureReport | 0 | 852 | No | |
Replace this, test is MsgID = 77 and Position = 21.5
|
TradeCaptureReportAck | 0 | 852 | No | |
With this |
TradeCaptureReportAck | 0 | 852 | No | |
New messages added this EP
MsgType | Name | Category | Section | Abbreviation |
---|
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.
MsgType | Name | Category | Section | Abbreviation |
---|
New components added this EP
Name | Category | Type | Abbreviation |
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TrdRepIndicatorsGrp | Common | ImplicitBlockRepeating | TrdRepIndicatorsGrp |
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.
Name | Category | Type | Abbreviation |
---|