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
1328RejectTextRejTxtStringThose will be used by Firms to send a reason for rejecting a trade in an allocate claim model.
1329FeeMultiplierFeeMultfloatThis is a multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms.
1330UnderlyingLegSymbolSymStringRefer to definition for Symbol(55)
1331UnderlyingLegSymbolSfxSfxStringRefer to definition for SymbolSfx(65)
1332UnderlyingLegSecurityIDIDStringRefer to definition for SecurityID(48)
1333UnderlyingLegSecurityIDSourceSrcStringRefer to definition for SecurityIDSource(22)
1334NoUnderlyingLegSecurityAltIDNoUnderlyingLegSecurityAltIDNumInGroupRefer to definition for NoSecurityAltID(454)
1335UnderlyingLegSecurityAltIDAltIDStringRefer to definition for SecurityAltID(455)
1336UnderlyingLegSecurityAltIDSourceAltIDSrcStringRefer to definition for SecurityAltIDSource(456)
1337UnderlyingLegSecurityTypeSecTypeStringRefer to definition for SecurityType(167)
1338UnderlyingLegSecuritySubTypeSubTypeStringRefer to definition for SecuritySubType(762)
1339UnderlyingLegMaturityMonthYearMMYMonthYearRefer to definition for MaturityMonthYear(200)
1343UnderlyingLegPutOrCallPutCallintRefer to definition for PutOrCall(201)
1340UnderlyingLegStrikePriceStrkPxPriceRefer to definition for StrikePrice(202)
1341UnderlyingLegSecurityExchangeExchStringRefer to definition for SecurityExchange(207)
1342NoOfLegUnderlyingsNoOfLegUnderlyingsNumInGroupNumber of Underlyings, Identifies the Underlying of the Leg
1344UnderlyingLegCFICodeCFIStringRefer to definition for CFICode(461)
1345UnderlyingLegMaturityDateMatDtLocalMktDateDate of maturity.
1405UnderlyingLegMaturityTimeMatTmTZTimeOnlyTime of security's maturity expressed in local time with offset to UTC specified
1391UnderlyingLegOptAttributeOptAtcharRefer to definition of OptAttribute(206)
1392UnderlyingLegSecurityDescDescStringRefer to definition of SecurityDesc(107)

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 = 716
716SettlSessIDSetSesIDString Identifies a specific settlement session
With this
716SettlSessIDSetSesIDStringIdentifies a specific settlement session
Replace this, test is Tag = 717
717SettlSessSubIDSetSubIDStringSubID value associated with SettlSessID (716)
With this
717SettlSessSubIDSetSesSubStringSubID value associated with SettlSessID(716)
Replace this, test is Tag = 609
609LegSecurityTypeSecTypString Multileg instrument's individual security’s SecurityType. See SecurityType (167) field for description
With this
609LegSecurityTypeSecTypStringRefer to definition of SecurityType(167)
Replace this, test is Tag = 751
751TradeReportRejectReasonRptRejRsnintReason Trade Capture Request was rejected. 4000+ Reserved and available for bi-laterally agreed upon user-defined valuesReserved100Plus
With this
751TradeReportRejectReasonRejRsnintReason Trade Capture Request was rejected. 4000+ Reserved and available for bi-laterally agreed upon user-defined valuesReserved100Plus
Replace this, test is Tag = 1123
1123TradeHandlingInstrTrdHandlInstcharSpecified how the Trade Capture Report should be handled by the Respondent.
With this
1123TradeHandlingInstrTrdHandlInstcharSpecified how the Trade Capture Report should be handled by the Respondent.

New Enums added in this extension pack

TagNew EnumsGroup
269R - Daily value adjustment for long positions
269T - Cumulative Value Adjustment for long positions
269U - Daily Value Adjustment for Short Positions
269V - Cumulative Value Adjustment for Short Positions
703PNTN - Privately negotiated Trade Qty (Non-regulated)
82855 - Exchange Basis Facility (EBF)
11235 - Two Party Report for Claim

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 = 368
Enumeration Deleted
With this
Enumeration Deleted

New message contents in messages and components

NameIndTagReqdDescription
TrdInstrmtLegGrp1TradeCapLegUnderlyingsGrpNo
01334No
11335No
11336No
01342NoNumber of legs for the underlying instrument
1UnderlyingLegInstrumentNo
01330No
01331No
01332No
01333No
0UnderlyingLegSecurityAltIDGrpNo
01344No
01337No
01338No
01339No
01345No
01405No
01340No
01391No
01343No
01341No
01392No

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
UnderlyingLegSecurityAltIDGrpCommonImplicitBlockRepeatingAID
UnderlyingLegInstrumentCommonImplicitBlockInstrmt
TradeCapLegUnderlyingsGrpCommonImplicitBlockRepeatingTradeCapLegUndlyGrp

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