Defines industry practices for usage of the FIX standard to facilitate parallel implementation across buys-sides, sell-sides and intermediaries. v1.0
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...
Further refines ongoing TCA requirements across asset classes. The common goal is to provide the industry with specific guidelines to promote TCA standardization.
Addresses the FIX Protocol for FX Placement, Allocation, and Confirmation/Affirmation workflows. Updated: 20181029 (v0.07)
Includes the FIX Recommended Practices for interfacing with DTC Qualified Vendors.
Addresses the two primary post-trade workflow types or equity swaps between the buy-side and the broker-dealer and swap providers. The workflows include 1) Hedge-leg style 2) Swap style.
Describes the common framework for cross-asset buy-side to sell-side workflow for post-trade processing. Note that pre-trade allocation is within the scope of post-trade processing.
Addresses the post-trade workflow for futures and options on futures via FIX.
Focuses on the buy-side to sell-side workflow for trades executed on a SEF utilizing a pre-trade allocation workflow as opposed to “bunched” trades.
Contains examples associated with Equity Post-trade Processing via FIX, Guidelines, FIX 4.2, 4.4-V1.2.