These documents are produced to address specific implementation topics at the semantics or application level. They are produced by various committees or working groups, and are reviewed by the Global Technical Committee and the FIX® Community prior to official publication.
FIX Execution Venue Reporting Best Practice Guidelines 439.75 KB 268 downloads
Defines the usage expectations for the FIX fields that describe the final destination point of an execution, the capacity of the broker for that execution and the nature of liquidity (added or taken) for that trade.
Create date: August 1, 2015
Shanghai/Hong Kong Connect: ASIFMA & FIX Trading Community Implementation Guide 513.94 KB 94 downloads
Shanghai-Hong Kong Stock Connect, also known as Mutual Market Access or the "through train", is a pilot programme that signals the continuation of Mainland China's capital markets' opening to direct overseas investment. This document is an accurate initial representation of the majority of the participants' expected workflows, both upstream and downstream of their order flow.Create date: November 12, 2014
Best Practices for Swaps (Phase 3) 7.65 MB 59 downloads
Support for the following workflows has been included as part of Phase 3 of the swaps best practices: recommendations to support the new regulations for SEFs; mid-market mark, US vs. non-US person, block trades, required vs. permitted transactions, etc., guidance on how to send tiered prices i.e. different prices for the same instrument to multiple customers, guidance on sending 'Axes' to indicate if you are a better buyer or seller, guidance on how to run auctions and how to support workups, support for stop orders, iceberg orders and peg orders and messaging from the execution venue to the dealer to confirm if a trade has been cleared.Create date: May 8, 2014
FPL Recommended Standards for the Consolidation of Trade Reports and Market Data in Europe 727.60 KB 75 downloads
This document details the recommended standards for the consolidation of trade reports and market data for European equity markets. These industry-driven recommendations mark an important milestone in the development of a European Consolidated Tape. The recommendations provide guidance, explaining how trade reports could be published in a standard manner to enable data to be more easily consolidated, significantly enhancing transparency and quality of data.
Published: November 2012Create date: February 6, 2017
Please click here to view all MiFID related documentations.
Equity Allocations Via FIX - Recommended Guidelines v1.2.8 1.68 MB 122 downloads
Defines industry guidelines for a common usage of the FIX Protocol for post-trade processing between buy-sides and sell-sides that can be used bi-laterally as well as through intermediary facilities.
UPDATE: 20171003 - Includes MiFID II recommended practices for post-trade commission unbundling and representation of commission types.
FIX Security White Paper v1.9 700.29 KB 286 downloads
The "FIX Security White Paper (v1.9)" is intended to provide FIX Trading Community members with some of the common questions and answers regarding computer and network security when using FIX. Its scope is limited to the FIX Protocol and transmission of FIX messages between parties; issues such as security of operating systems, internal applications, databases, etc., are outside the scope of this document.Create date: July 23, 2017