Tag: Extension packs

Minor extensions to support the U.S. tri-party repo market and close gaps identified by the GFIC in reviewing the results of the U.S. Tri-Party Repo Infrastructure Reform Task Force. The extension includes the definition of user-defined tags for FIX 4.x implementations due to the regulatory nature of the gap analysis. Update History [Updated 2013-12-09] The...

Numerous extensions in the area of single leg, multi-leg and cross order handling to cover the requirements of equity options exchanges in the US. 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);...

Minor extensions for trading session state changes, base trading rules, tick tables and test/dummy instruments. 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...

Extension of Parties Reference Data (see EP105) to include party entitlement information. Party Entitlement messages include the ability to request entitlements and to report on current entitlement settings. 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...

Extension of Party Risk Limit messages introduced with EP105, mainly to support the definition of risk limits and to be able to convey current risk exposure. It comprises messages for dynamic data related to the current risk exposure, warning levels in terms of absolute amounts, risk limit types based on margin requirements calculated from positions,...

Ability to transmit instructions for specific-lot allocations. Specific-lot trade allocations are a key benefit provided by Wealth Managers who provide advisory services to retail customers. One of the key issues with specific-lot trading is determining how to identify the lot. This issue requires common methods for custodians and Wealth Managers to synchronize on lots, making...

Various extensions to the quote messages to cover total quote quantity, marketplace assigned quote identifiers, quote status for traded (and removed) quotes, initially tradeable quotes and a request to confirm a quote. Update History [Resolved 2015-08-17] The enum description for QuoteStatus(297) = 15 (Cancelled due to crossed market) was corrected. Resolved in EP195. [Resolved 2015-08-17]...

Ability to convey the order priority for orders and quotes on the private/trading session (i.e. in Execution Report and Quote Status Report). This way a trader can directly compare two of its orders to see which has the best priority, and more importantly see when the priority changes. The order priority is already available in...

Support for the session initiator to reset the MsgSeqNum in the Logon message (not only as part of 24-hour connectivity). The Logout message is extended with error codes to convey that the session state is corrupt and a recovery can be initiated. Update History [Updated 2013-12-09] The FIXML Schema and FIX Repository files have been...

New peg price type to allow short sell peg price orders to comply with the SEC uptick rule. It comprises extensions of PegPriceType, MDEntryType and TradeCondition to identify a short sale minimum price, either on the order or as part of market data distributed by the exchange. Update History [Updated 2013-12-09] The FIXML Schema and...