Various extensions of the trade reporting messages to support workflows between clearinghouses and clearing firms.

The list of extensions is as follows:

• Trade Splitting
• Trade Netting
• Indication of Offset or Onset
• MiFID Trade Price Conditions
• Allocation Gap Analysis Harmonization
• Allocation Amount Reporting
• Allocation Status Reporting
• Clearinghouse as a Trade Venue
• Trade and Allocation Quantities
• Execution Report Harmonization
• Strategy Link ID
• Position Report Harmonization

The extensions impact the standard FIX messages TradeCaptureReport, TradeCaptureReportAck and TradeCaptureReportRequest.

The following new component blocks are being added to one or more of these messages:

• TradeAllocAmtGrp – monetary amounts associated with allocated positions
• TradePriceConditionsGrp – price conditions associated with a trade that impact trade price
• TradeQtyGrp – quantities of the trade that have been processed and the type of processing that has occurred for that trade quantity
• TradePositionQty – position quantities associated with the trade

Update History

[Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated for the following changes: an update to the base FIX 5.0 SP2 (See 20131209 Errata Release Notes); an update to EP105 to correct an issue with incorrect coding of UndInstrmtGrp and InstrmtLegGrp components in the Repository; an error in EP106 was also corrected to resolve FIXML Schema validation issues with components assigned to incorrect component categories.

[Updated 2012-12-03] FIXML Schema and FIX Repository updated to resolve schema validation errors reported.

[Updated 2012-06-25] Update of repository and FIXML Schema due to correction of EP131.

[Updated 2012-06-18] Added ASBUILT document, FIXML Schema and FIX Repository.