This Extension Pack enhances the AllocationInstruction message based on gaps identified as a result of the BSWG’s Post-trade Allocation Guidelines for Equities. Update History [Updated 2015-08-17] Revised the FIXML Schema and FIX Repository to reflect changes in EP161 and EP169. Corrected FIXML Schema and FIX Repositoy to include the enumerations for AllocRejReason(88) = 28 (Incorrect...
Tag: post-trade
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EP136 HKEx Post-Trade Extensions
Minor extensions of post-trade fields and messages related to clearing instructions, trade handling instructions and trade report rejection reasons for invalid prices. Update History [Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated for the following changes: an update to the base FIX 5.0 SP2 (See 20131209 Errata Release Notes); an update...
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EP215 Equities Post Trade Enhancements – Part 3
This Extension Pack supports best practices as determined by the Global Post-trade Working Group.
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FX via FIX – Recommended Practices
Addresses the FIX Protocol for FX Placement, Allocation, and Confirmation/Affirmation workflows. Updated: 20190207 (v0.08)
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Qualified Vendor via FIX – Recommended Practices
Includes the FIX Recommended Practices for interfacing with DTC Qualified Vendors.
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Equity Swaps via FIX – Recommended Practices
Addresses the two primary post-trade workflow types or equity swaps between the buy-side and the broker-dealer and swap providers. The workflows include 1) Hedge-leg style 2) Swap style.
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Common Framework via FIX – Recommended Practices
Describes the common framework for cross-asset buy-side to sell-side workflow for post-trade processing. Note that pre-trade allocation is within the scope of post-trade processing.
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Futures via FIX – Recommended Practices
Addresses the post-trade workflow for futures and options on futures via FIX.
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EP196 GPTWG Post-Trade Enhancements Phase 2
This extension pack, initiated by the Post-Trade Working Group (PTWG), includes additional values and new use of the field ClearedIndicator(1832) to support more points of reference in the clearing submission workflow, and additional tags for the MiscFees component to support unambiguous representation of market specific fees.
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SEF_FX_FI via FIX – Recommended Practices
Focuses on the buy-side to sell-side workflow for trades executed on a SEF utilizing a pre-trade allocation workflow as opposed to “bunched” trades.