This Extension Pack supports the US SEC order approving a plan to implement a Tick Size Pilot Program and specifically to meet the requirements for a new order type of Trade At Intermarket Sweep Order (TAISO).
Tag: Extension packs
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EP208 CFTC Parts 43 & 43 Phase 4 – Equity Swaps
This Extension Pack provides very extensive new functionality in FIX to natively support the ability to fully express OTC derivatives for swaps data reporting meeting the requirements of the CFTC Part 43 and Part 45 rules. Phase 4 covers extensions to support Equity Swaps. Update History SPEC-2448 xxxPaymentStreamFormula fields are missing the associated length fields...
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EP207 Bloomberg Price Type Extension
This extension pack, submitted by Bloomberg L.P., extends the values of price type fields to support new and more complex methods for pricing, providing a greater level of consistency among the different price type fields.
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EP203 CFTC Part 39 Enhancement
This extension pack includes additional fields and enumerations needed based on feedback from the CFTC for position maintenance reports under CFTC Section 39.19(c)(1).
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EP202 Bloomberg SecurityIDSource Amendment
This extension pack submitted by Bloomberg L.P. to amend the description of a SecurityIDSource value “S” which was previously submitted by Bloomberg.
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EP201 CME Trade Capture and Market Data Extensions
This extension pack includes several small enhancements due to regulatory reporting requirements.
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EP200 Day Count Convention Description Enhancement
This extension pack enhances the FIX Protocol to update the naming and description of day count methods to harmonize with the ISDA 2006 definitions.
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EP199 Position Identifier Enhancement
This extension pack, initiated by Eurex Group, was generated in response to regulatory reporting of position for EMIR.
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EP197 CME Collateral Management Extensions
This extension pack, initiated by the Chicago Mercantile Exchange (CME), enhances support for multi-party collateral pledge maintenance.
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EP198 Indicative Execution Extension
This extension pack, initiated by the EMEA Business Practices subcommittee enhances the protocol’s support for identification of executions arising from orders or quotes requiring a confirmation during continuous trading and auctions.