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
1152LegNumberLegNointAllow sequencing of Legs for a Strategy to be captured
1153SettlementCycleNoCycleNointSettlement cycle in which the settlement obligation was generated
1154SideCurrencyCcyCurrencyUsed to identify the trading currency on the Trade Capture Report Side
1155SideSettlCurrencySettlCcyCurrencyUsed to identify the settlement currency on the Trade Capture Report Side
1157CcyAmtCcyAmtAmtNet flow of Currency 1
1158NoSettlDetailsNoSettlDetailsNumInGroupUsed to group Each Settlement Party
1159SettlObligModeSettlModeintUsed to identify the reporting mode of the settlement obligation which is either preliminary or final
1160SettlObligMsgIDSettlMsgIDStringMessage identifier for Settlement Obligation Report
1161SettlObligIDSettlIDStringUnique ID for this settlement instruction.
1162SettlObligTransTypeSettlTransTypcharTransaction Type - required except where SettlInstMode is 5=Reject SSI request
1163SettlObligRefIDSettlRefIDStringRequired where SettlInstTransType is Cancel or Replace
1164SettlObligSourceSettlSrccharUsed to identify whether these delivery instructions are for the buyside or the sellside.
1165NoSettlObligNoSettlObligNumInGroup Number of settlement obligations

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

New Enums added in this extension pack

TagNew EnumsGroup
35BQ - SettlementObligationReport
80333 - Currency delivery identifier
11591 - Preliminary
11592 - Final
1162C - Cancel
1162N - New
1162R - Replace
1162T - Restate
11641 - Instructions of Broker
11642 - Instructions for Institution
11643 - Investor

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
TradeCaptureReport015NoPrimary currency of the specified currency pair. Used to qualify LastQty and GrossTradeAmout
TradeCaptureReport0120NoContra currency of the deal. Used to qualify CalculatedCcyLastQty
TradeCaptureReportAck015NoPrimary currency of the specified currency pair. Used to qualify LastQty and GrossTradeAmout
TradeCaptureReportAck0120NoContra currency of the deal. Used to qualify CalculatedCcyLastQty
0StandardHeaderYesMsgType = BQ
0715No
01153NoSettlement cycle in which the settlement obligation was generated
01160YesUnique identifier for this message
01159YesUsed to identify the reporting mode of the settlement obligation which is either preliminary or final
058NoCan be used to provide any additional rejection text where rejecting a Settlement Instruction Request message.
0354No
0355No
060NoTime when the Settlemnt Obligation Report was created.
0SettlObligationInstructionsYes
0StandardTrailerYes
TrdCapRptSideGrp1430NoCode to represent whether value is net (inclusive of tax) or gross.
TrdCapRptSideGrp11154NoUsed to Identify the Currency of the Trade Report Side.
TrdCapRptSideGrp11155NoUsed to Identify the Settlement Currency of the Trade Report Side.
TrdCapRptSideGrp1SettlDetailsNoConveys settlement account details reported as part of obligation
TrdInstrmtLegGrp11152NoAllow sequencing of Legs for a Strategy to be captured
TrdCapRptAckSideGrp1430NoCode to represent whether value is net (inclusive of tax) or gross.
TrdCapRptAckSideGrp11154NoUsed to Identify the Currency of the Trade Report Side.
TrdCapRptAckSideGrp11155NoUsed to Identify the Settlement Currency of the Trade Report Side.
TrdCapRptAckSideGrp1SettlDetailsNoConveys settlement account details reported as part of obligation
01165NoNumber of Settlement Obligations
1430No
11161NoUnique ID for this settlement instruction
11162NoNew, Replace, Cancel, or Restate
11163NoRequired where SettlObligTransType(1162) is Cancel or Replace. The SettlObligID(1161) of the settlement obligation being canceled or replaced.
11157NoNet flow of currency 1
1119NoNet flow of currency 2
115NoCurrency 1 in the stated currency pair, the dealt currency
1120NoCurrency 2 in the stated currency pair, the contra currency
1155NoDerived rate of Ccy2 per Ccy1 based on netting
164NoValue Date
1InstrumentNoUsed to express the instrument in which settlement is taking place
1PartiesNo
1168NoEffective (start) date/time for this settlement instruction
1126NoTermination date/time for this settlement instruction.
1779NoDate/time this settlement instruction was last updated (or created if not updated since creation).
1SettlDetailsNoConveys settlement account details reported as part of obligation
01158NoNumber of settlement parties
11164NoIndicates the Source of the Settlement Instructions
1SettlPartiesNoCarries settlement account information

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 = 2061 and Position = 46
TrdCapRptSideGrp1120NoUsed to report results of forex accommodation trade
With this
Message Contents deleted
Replace this, test is MsgID = 2061 and Position = 20
TrdCapRptSideGrp115No
With this
Message Contents deleted
Replace this, test is MsgID = 2094 and Position = 20
TrdCapRptAckSideGrp115No
With this
Message Contents deleted
Replace this, test is MsgID = 2094 and Position = 46
TrdCapRptAckSideGrp1120No
With this
Message Contents deleted

New messages added this EP

MsgTypeNameCategorySectionAbbreviation
BQSettlementObligationReportSettlementInstructionPost TradeSettlObligation

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
SettlDetailsCommonImplicitBlockRepeatingSettlDetails
SettlObligationInstructionsSettlementInstructionImplicitBlockRepeatingSettlObligInst

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