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FIX Extension Packs

Recent extensions to the protocol, initiated by working groups, have completed Global Technical Committee review and approval and have been published on the website, please click here.  The below extension packs add new functionality to the standard and are available for download. EP250 – Share Trading Obligation Extension (Brexit Working Group) EP251 – APAC Client...

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EP252 – Liquidity Indicator Extension

This extension pack provides the ability to indicate an order neither added nor removed liquidity using the field LastLiquidityInd(851) = 0 (Neither added nor removed liquidity).

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EP251 – APAC Client Facilitation Extension

This extension pack supports the proactive indication of client facilitation using the value ExecInst(18) = z (Allow Facilitation). Note ASBUILT updated to revision 0.5 (FIX-Protocol-Gap-Analysis-APAC-Client-Facilitation-v0.5_EP251_ASBUILT-.pdf) 2019-11-19.

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EP250 – Share Trading Obligation Extension

This extension provides the ability to identify EU and UK share trading obligations using the OrderAttributesGrp component and fields OrderAttributeType(2594) ad OrderAttributeValue(2595).

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EP249 – GPTWG Post Post-trade Pay Management

This extension pack introduces a new set of messages to support the operational management and agreement of expected future payments and cash flows during the life cycle of existing contracts (e.g. swaps contracts) between parties in the contract. These new messages allow firms to send and receive details related to the expected periodic payments and...

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EP248 – CAT FDID

This extension pack introduces a new key data element required for reporting to CAT – Firm Designated Identifier (FDID) and the new PartyIDSource(447) value S (FDID).

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EP245 CME Automatic Claim Handling

This extension pack adds one additional value to AllocHandlInst(209) to signal that the claim should be automatic and adds the AllocHandlInst(209) field to all appropriate allocation components since automatic claim applies equally to pre-trade messaging and to post-allocation reporting.

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EP242 Support of UMTF Symbology

This extension pack extends SecurityIDSource(22) to support a new security identifier scheme called “UMTF” (Uniform Multilateral Trading Facility code).  UMTF is a securities symbology scheme, specifically for equities, used by a number of European execution venues since 2008.  It is otherwise known as ‘Uniform Symbology’.