post-trade – FIX Trading Community

FIX Latest Specification – Post-Trade

FIXTrading Community — Sun, 19 Nov 2023 15:00:52 +0000

Normative specification of the post-trade business area of FIX Latest.

FIX Recommended Practices – Bilateral and Tri-Party Repos – Post-Trade

FIXTrading Community — Sun, 26 Apr 2020 22:15:47 +0000

This document defines industry practices for common usage of FIX protocol for post-trade workflows for repurchase agreements (repos) in a bilateral setting. (version 0.7)

FIX Recommended Practices – Bilateral and Tri-Party Repos – Trade

FIXTrading Community — Sun, 26 Apr 2020 22:00:21 +0000

The purpose of this document is to define industry practices for common usage of FIX protocol for Request for Quote (RFQ), Quote and trade messages for repurchase agreements in a bilateral setting. (version 1.0)

Post Post-trade Confirmation Payments Recommended Practices

FIXTrading Community — Wed, 14 Aug 2019 18:03:41 +0000

Document defines industry practices for common usage of the FIX Protocol for post-trade processing for all asset classes, between buy-side and sell-side that can be use bi-laterally as well as through intermediary facilities.

EP249 – GPTWG Post Post-trade Pay Management

Rich Shriver — Tue, 23 Jul 2019 09:13:06 +0000

This extension pack introduces a new set of messages to support the operational management and agreement of expected future payments and cash flows during the life cycle of existing contracts (e.g. swaps contracts) between parties in the contract. These new messages allow firms to send and receive details related to the expected periodic payments and to agree or dispute the calculations prior to any remittance instructions or actual physical cash movement.

FIX Protocol GA – Post Post-trade Confirmation Payments

FIXTrading Community — Fri, 31 May 2019 19:19:21 +0000

V0.4

20190712 – Updated with comments/changes from Public Comment Period.

FIX Protocol GA – PTWG FX Trade Aggregation Proposal v0.4

FIXTrading Community — Mon, 22 Oct 2018 18:01:28 +0000

This gap analysis proposal is submitted by the Global Post Trade Working Group to address a requirement identified by the PTWG related to the post

trade process for FX trading.

Broker Allege and Asset Manager Confirm Request via FIX – Recommended Practices

FIXTrading Community — Thu, 01 Feb 2018 14:33:15 +0000

This document defines industry practices for common usage of the FIX protocol for post-trade processing, for all asset classes, between buy-sides and sell-sides that can be use bi-laterally as well as through intermediary facilities.

Equity Options via FIX – Recommended Practices

FIXTrading Community — Tue, 30 Jan 2018 00:58:07 +0000

Defines industry practices for usage of the FIX standard to facilitate parallel implementation across buys-sides, sell-sides and intermediaries. v1.0

EP172 Post Trade Credit Check Enhancement

FIXTrading Community — Tue, 20 Jun 2017 15:58:12 +0000

This Extension Pack defines enhancements and message flows for credit limit checks that occur post-trade. The Extension Pack supports CFTC Regulation 1.74 which requires FCMs to coordinate with each derivatives clearing organization (DCO) to allow the FCM or the DCO to accept or reject each trade submitted to the DCO as quickly as would be technologically practicable if automated systems were used. This Extension Pack enables the distinction between trades that have satisfied a limit or rule and trades that require a positive or negative response from the clearing firm. Additionally, following approval or rejection, this extension enables the clearing house to report the cause for the approval or rejection.

Update History

[Updated 2015-08-17] Revised the FIXML Schema and FIX Repository to reflect changes in EP161, EP169 and EP170.

[Updated 2014-05-13] The final Extension Pack proposal file, FIXML Schema and FIX Repository files have been updated and posted.