This document details the recommended standards for the consolidation of trade reports and market data for European equity markets. These industry-driven recommendations mark an important milestone in the development of a European Consolidated Tape. The recommendations provide guidance, explaining how trade reports could be published in a standard manner to enable data to be more...
Addresses the FIX Protocol for FX Placement, Allocation, and Confirmation/Affirmation workflows.
Includes the FIX Recommended Practices for interfacing with DTC Qualified Vendors.
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.
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.
Addresses the post-trade workflow for futures and options on futures via FIX.
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.
Contains examples associated with Equity Post-trade Processing via FIX, Guidelines, FIX 4.2, 4.4-V1.2.
Defines industry guidelines for a common usage of the FIX Protocol for post-trade processing between buy-sides and sell-sides that can be used bi-laterally as well as through intermediary facilities. UPDATE: 20171003 – Includes MiFID II recommended practices for post-trade commission unbundling and representation of commission types.
Creates a practice that would bring the new issue order placing process in line with the same procedure used for secondary market orders and trade fills.