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
1213UnderlyingMaturityTimeMatTmTZTimeOnlyTime of security's maturity expressed in local time with offset to UTC specified
1212LegMaturityTimeMatTmTZTimeOnlyTime of security's maturity expressed in local time with offset to UTC specified

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 = 855
855SecondaryTrdTypeTrdTyp2int Additional TrdType (see tag 828) assigned to a trade by trade match system.
With this
855SecondaryTrdTypeTrdTyp2intAdditional TrdType(828) assigned to a trade by trade match system.
Replace this, test is Tag = 1045
1045UnderlyingFXRateFXRatefloatForeign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).
With this
1045UnderlyingFXRateFxRatefloatForeign exchange rate used to compute UnderlyingCurrentValue(885) (or market value) from UnderlyingCurrency(318) to Currency(15).
Replace this, test is Tag = 1046
1046UnderlyingFXRateCalcFXRateCalccharSpecifies whether the UnderlyingFxRate (1045) should be multiplied or divided.
With this
1046UnderlyingFXRateCalcFxRateCalccharSpecifies whether the UnderlyingFxRate(1045) should be multiplied or divided.
Replace this, test is Tag = 534
534NoAffectedOrdersNoAffctdOrdsint Number of affected orders in the repeating group of order ids.
With this
534NoAffectedOrdersNoAffctdOrdsNumInGroupNumber of affected orders in the repeating group of order ids.

New Enums added in this extension pack

TagNew EnumsGroup

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
Replace this, test is Tag = 1094 and Enum = 6
10946 - Fixed Peg to Local best bid or offer at time of order
With this
Enumeration Deleted
Replace this, test is Tag = 1081 and Enum = 0
10810 - SecondaryOrdeID (198)
With this
10810 - SecondaryOrderID(198)
Replace this, test is Tag = 1081 and Enum = 1
10811 - OrdeID (37)
With this
10811 - OrderID(37)
Replace this, test is Tag = 1081 and Enum = 2
10812 - MEntryID (278)
With this
10812 - MDEntryID(278)
Replace this, test is Tag = 1081 and Enum = 3
10813 - QuotEntryID (299)
With this
10813 - QuoteEntryID(299)

New message contents in messages and components

NameIndTagReqdDescription
InstrumentLeg01212No
InstrumentLeg01017NoLegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, LegDelta is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.
InstrumentLeg0566NoUsed to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.
UnderlyingInstrument01213No
InstrmtStrkPxGrp1UndInstrmtGrpNoUnderlying Instruments
InstrmtStrkPxGrp1140NoUseful for verifying security identification
InstrmtStrkPxGrp111NoCan use client order identifier or the symbol and side to uniquely identify the stock in the list.
InstrmtStrkPxGrp1526No
InstrmtStrkPxGrp154No
InstrmtStrkPxGrp144No
InstrmtStrkPxGrp115No
InstrmtStrkPxGrp158No
InstrmtStrkPxGrp1354NoMust be set if EncodedText field is specified and must immediately precede it.
InstrmtStrkPxGrp1355NoEncoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

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
Replace this, test is MsgID = 37 and Position = 15.1
SecurityDefinition11017NoLegOptionRatio is provided on Covering leg to create a delta neutral spread. In Listed Derivatives, LegDelta LegOptionRatio is multiplied by LegOptionRatio and OrderQty to determine the covering quantity
With this
Message Contents deleted
Replace this, test is MsgID = 37 and Position = 15.2
SecurityDefinition1566NoSpecifies the price of a Leg
With this
Message Contents deleted
Replace this, test is MsgID = 46 and Position = 7
ListStrikePrice0UndInstrmtStrkPxGrpNo Number of underlyings
With this
Message Contents deleted
Replace this, test is MsgID = 36 and Position = 14.1
SecurityDefinitionRequest11017No
With this
Message Contents deleted
Replace this, test is MsgID = 36 and Position = 14.2
SecurityDefinitionRequest1566No
With this
Message Contents deleted
Replace this, test is MsgID = 2018 and Position = 10
InstrmtLegExecGrp1566NoProvide only if a Price is required for a specific leg. Used for anchoring the overall multileg security price to a specific leg Price.
With this
Message Contents deleted
Replace this, test is MsgID = 2025 and Position = 2.1
LegOrdGrp11017NoLegOptionRatio is provided on Covering leg to create a delta neutral spread. In Listed Derivatives, LegDelta LegOptionRatio is multiplied by LegOptionRatio and OrderQty to determine the covering quantity
With this
Message Contents deleted
Replace this, test is MsgID = 2025 and Position = 17
LegOrdGrp1566NoProvide only if a price is required for a specific leg. Used for anchoring the overall multileg security price to a specific leg price.
With this
Message Contents deleted
Replace this, test is MsgID = 2046 and Position = 2.1
QuotReqLegsGrp11017NoLegOptionRatio is provided on Covering leg to create a delta neutral spread. In Listed Derivatives, LegDelta LegOptionRatio is multiplied by LegOptionRatio and OrderQty to determine the covering quantity
With this
Message Contents deleted
Replace this, test is MsgID = 2046 and Position = 2.2
QuotReqLegsGrp1566NoSpecifies the price of a Leg
With this
Message Contents deleted
Replace this, test is MsgID = 2063 and Position = 10
TrdInstrmtLegGrp1566NoProvide only if a Price is required for a specific leg. Used for anchoring the overall multileg security price to a specific leg Price.
With this
Message Contents deleted
Replace this, test is MsgID = 2016 and Position = 1
ExecsGrp0124No
With this
Message Contents deleted
Replace this, test is MsgID = 2016 and Position = 2
ExecsGrp117No
With this
Message Contents deleted
Replace this, test is MsgID = 2067 and ( Position > 0 and Position < 12)
UndInstrmtStrkPxGrp0711NoNumber of underlyings
UndInstrmtStrkPxGrp1UnderlyingInstrumentNoMust be provided if Number of underlyings > 0
UndInstrmtStrkPxGrp1140NoUseful for verifying security identification
UndInstrmtStrkPxGrp111NoCan use client order identifier or the symbol and side to uniquely identify the stock in the list.
UndInstrmtStrkPxGrp1526No
UndInstrmtStrkPxGrp154No
UndInstrmtStrkPxGrp144Yes
UndInstrmtStrkPxGrp115No
UndInstrmtStrkPxGrp158No
UndInstrmtStrkPxGrp1354NoMust be set if EncodedText field is specified and must immediately precede it.
UndInstrmtStrkPxGrp1355NoEncoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
With this
Message Contents deleted

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
Replace this, test is MsgID=94
BOContraryIntentionReportPositionMaintenancePost TradeContraryIntentionReport
With this
BOContraryIntentionReportPositionMaintenancePost TradeContIntRpt

New components added this EP

NameCategoryTypeAbbreviation

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
Replace this, test is MsgID=2019
InstrmtLegGrpCommonOptimisedImplicitBlockRepeatingLeg
With this
InstrmtLegGrpCommonImplicitBlockRepeatingLeg
Replace this, test is MsgID=2055
SecListGrpSecurityAndTradingSessionDefinitionOrStatusImplicitBlockRepeatingSecL
With this
SecListGrpSecurityAndTradingSessionDefinitionOrStatusImplicitBlockRepeatingSecL
Replace this, test is MsgID=2016
ExecsGrpCommonImplicitBlockRepeatingExec
With this
Component deleted
Replace this, test is MsgID=2067
UndInstrmtStrkPxGrpProgramTradingImplicitBlockRepeatingUndStrkPx
With this
Component deleted