Tag: Extension packs

This extension pack,extends the FIX Protocol to support a new attribute to the various allocation repeating components allowing for identification of the leg of a multileg order or trade.

This extension pack, initiated by the Global Post-Trade Working Group, extends the FIX Protocol to support the separation of different types of commissions as required by MiFID II directive.  New values and fields were added to the CommissionDataGrp and AllocationCommissionDataGrp components.

This extension pack, initiated by Bloomberg L.P. and the Global Technical Committee, extends the FIX Protocol to meet the requirements of ESMA RTS 22 for transaction reporting.

This extension pack, initiated by the Global Technical Committee, extends the FIX Protocol to meet the requirements of ESMA RTS 27 for best execution reporting.

This extension pack, initiated by Fidelity Capital Markets, extends the FIX Protocol to better supports fixed income pricing that may include taxes, the effect of amortization or a floating rate offset.  This extension introduces a new component, PriceQualifierGrp, to allow for specifying whether the price includes these additional factors.

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 third set of critical data requirements identified by the sub-working groups on trade data reporting and order record keeping.

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 an initial set of critical data requirements identified by the sub-working groups on transparency, and order data and recordkeeping. Update History [Updated 2017...

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 second set of critical data requirements identified by the sub-working groups on transparency, and order data and recordkeeping. Update History [Updated 2017...

This extension pack, initiated by the CME Group and the FIX Global Technical Committee, providing a collection of trade reporting enhancements, some of which are related to CFTC reporting requirements. Enhancements include adding new TrdSubType(829) values, new TradeHandlingInstr(1123) values, adding an ability to convey collateral amounts for a given trade in the TradeCaptureReport(MsgType=AE) message.

This extension pack, initiated by the FIX Global Technical Committee and Bloomberg L.P. to enhance the QuoteQualifier(695) to support more granular aspects of price negotiation including negotiation phases for securities that require negotiation on multiple factors that affect price.