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.
Tag: Recommended Practices
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FPL Recommended Standards for the Consolidation of Trade Reports and Market Data in Europe
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...
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FX via FIX – Recommended Practices
Addresses the FIX Protocol for FX Placement, Allocation, and Confirmation/Affirmation workflows.
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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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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.
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Equity Allocations Via FIX – Recommended Guidelines FIX 42-44 Examples and Notes
Contains examples associated with Equity Post-trade Processing via FIX, Guidelines, FIX 4.2, 4.4-V1.2.
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Equity Allocations Via FIX – Recommended Guidelines v1.2.8
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.
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