This extension pack supports requirements identified by Consolidated Audit Trail (the “CAT”) Working Group related to data reporting required by Phase 2A (equities) of the CAT NMS Plan. All new tags and valid values have already been assigned and can be used for implementation. Note: A revised document has been published 1/13/2020 for the final...
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...
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).
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.
This extension provides the ability to identify EU and UK share trading obligations using the OrderAttributesGrp component and fields OrderAttributeType(2594) ad OrderAttributeValue(2595).
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...
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).
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.
This extension pack adds the PAN ID. This identifier is issued by the Income Tax Department of India.
This extension pack adds two additional values to the FIX standard list of units of measure. It also adds a new enumeration to TrdSubType(829).