Package

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’.

Package

EP241 CME Average Pricing Enhancement

This service pack includes enhancements needed to assist trade give-up by clients of a Central Counterparty (CCP) clearing house. The enhancements include additions to give-up instruction, reporting and acknowledgement as well as an unrelated additional enumeration to TradeReportType(856).

Package

EP247 GPTWG FX Trade Aggregation Extension

This extension pack adds trade aggregation for FX spot, vanilla forwards and non-deliverable forward transactions where individual trades are identified to be aggregated by the buy-side and communicated to the sell-side.  Once aggregated the “child trades” no longer exist from the broker’s perspective – the aggregated trade is the trade that now exist in their books. ...

Package

EP246 Bloomberg Confirmation Extensions

This extension pack enhances the workflow when a third-party facility provides the confirmation matching function between the dealer and the investment manager. When there is a mismatch the matching facility should hold the confirmation pending and report the mis-match status and details awaiting action from the investment manager without rejecting the confirmation outright.

Package

EP240 CME Average Pricing and Markup Extensions

This extension pack provide support for trade submissions and give-up by clients of a Central Counterparty (CCP) clearing house. The enhancements allow the ability to indicate the use of various average pricing models and additional details to show how an average was determined.

Package

EP239 AllocationInstructionAlertRequest Proposal

This extension pack provides new functionality to FIX Protocol with the addition of a new message type, AllocationInstructionAlertRequest(35=DU), to support the ability for clearinghouse customers to request to receive AllocationInstructionAlert(35=BM) messages from the clearinghouse.  Additional enhancements related to clearinghouse 3-party allocation model and allocation groups to support a new average pricing concept for allocated trades...

Package

EP238 ESMA RTS 2 Segmentation Criteria

This extension pack addresses the gaps in the FIX Protocol standard to meet further requirements related to ESMA RTS 2 Annex III Sections 2 to 11 Segmentation Criteria.

Package

EP237 MiFID II and MiFIR Extensions Part 4

This extension pack, initiated by the FIX EMEA Regulatory Subcommittee and the Global Technical Committee, extends the FIX Protocol to meet the requirements of MIFID II and MiFIR. This extension pack covers a fourth set of critical data requirements identified by the committees and sub-working groups.

Package

EP236 ESMA RTS 28 Extensions

This extension pack addresses the gaps in the FIX Protocol Application Layer related to MiFID II RTS 28 and best execution reporting requirements.

Package

EP235 ESMA RTS 2 and RTS 23 Extensions

This extension pack addresses the gaps to the FIX Protocol Application Layer standard to meet the requirements for ESMA RTS 2 and RTS 23 which specifically addresses the data standards and formats for financial instrument reference data.