fx – FIX Trading Community https://www.fixtrading.org Version 2.1. Mon, 07 Sep 2020 13:08:31 +0000 en-US hourly 1 https://wordpress.org/?v=6.4.3 https://www.fixtrading.org/wp-content/uploads/2017/03/favicon.png fx – FIX Trading Community https://www.fixtrading.org 32 32 EP247 GPTWG FX Trade Aggregation Extension https://www.fixtrading.org/packages/ep247-gptwg-fx-trade-aggregation-extension/ Tue, 18 Dec 2018 02:50:03 +0000 https://www.fixtrading.org/?post_type=wpdmpro&p=52493

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.  This becomes the trade that the dealers know about which will be allocated.

]]> EP187 CFTC Parts 43/45 Phase 3 – Foreign Exchange https://www.fixtrading.org/packages/ep187/ Tue, 20 Jun 2017 16:25:12 +0000 http://fixtrading.org/?post_type=wpdmpro&p=42961

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 3 covers extensions to support Foreign Exchange.

In addition to FX support, this proposal includes:

  • a solution for unlimited nesting of UnderlyingInstrument components needed to report options on OTC derivatives and equity derivatives
  • deprecation of the LegUnderlyingInstrument and associated components, and
  • a small enhancement to the RegulatoryTradeIDGrp components introduced in Phase 1 to support reporting of spread-based multileg trades.

Update History

[Resolved 2016-05-02] FIXML Schema missing attributes for components coded with an incorrect type [Jira SPEC-2170]. Field reference for UnderlyingPaymentScheduleRateTreatment(40677) is missing from the UnderlyingPaymentScheduleGrp(ID=4067) component9Jira SPEC-2160]. Resolved in EP208.

[Updated 2015-08-17] Revised the FIX Repository and FIXML schema reflect changes in EP161, EP169, and EP170. Revised the ASBUILT, FIX Repository and FIXML Schema as per details listed in the file EP187_Revisions_20015_08_17.pdf.

[Updated 2014-12-13] Updated FIXML Schema and FIX Repository due to correction of FIXML issue in EP182.

]]>