trade reporting – FIX Trading Community https://www.fixtrading.org Version 2.1. Fri, 17 Jun 2022 12:34:36 +0000 en-US hourly 1 https://wordpress.org/?v=6.4.3 https://www.fixtrading.org/wp-content/uploads/2017/03/favicon.png trade reporting – FIX Trading Community https://www.fixtrading.org 32 32 EP227 Trade Reporting Extensions https://www.fixtrading.org/packages/ep227/ Tue, 20 Jun 2017 16:57:06 +0000 http://fixtrading.org/?post_type=wpdmpro&p=42979

This extension pack, initiated by the CME Group and the FIX Global Technical Committee, providing a collection of trade reporting enhancements, some of which are related to CFTC reporting requirements. Enhancements include adding new TrdSubType(829) values, new TradeHandlingInstr(1123) values, adding an ability to convey collateral amounts for a given trade in the TradeCaptureReport(MsgType=AE) message.

]]> EP181 – Regulatory Trade Repository Reporting Extension https://www.fixtrading.org/packages/ep181/ Tue, 20 Jun 2017 16:16:37 +0000 http://fixtrading.org/?post_type=wpdmpro&p=42955

This Extension Pack includes enhancements in addition to those of EP179 to meet the requirements of the European Market Information Regulation (EMIR) for all clearing houses, dealers and trade participants to report all derivative transactions to Trade Repositories. On implementation of a Trade Repository, it was determined that additional extensions of the RegulatoryTradeIDGrp were needed to meet the requirements. New fields are added to the RegulatoryTradeIDGrp, SideRegulatoryTradeIDGrp and AllocRegulatoryTradeIDGrp components to clarify scope of the regulatory trade ID instance when multiple identifiers are needed.

Update History

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

]]> EP179 European Trade Repository Reporting https://www.fixtrading.org/packages/ep179/ Tue, 20 Jun 2017 16:10:23 +0000 http://fixtrading.org/?post_type=wpdmpro&p=42952

This Extension Pack enhances the trade reporting capabilities to meet the requirements of the European Market Information Regulation (EMIR) for all clearing houses, dealers and trade participants to report all derivative transactions to Trade Repositories. The extension pack includes enhancements to the TradeCaptureReport(35=AE) and PositionReport(35=AP) messages, addition of the PartyRoleQualifier(2376) and new role qualifier values, and the addition of regulatory trade identifier components to allocations. Additional workflow descriptions are provided on using the TradeCaptureReport(35=AE) and PositionReport(35=AP) for trading reporting for trade repository reporting under EMIR.

Update History

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

]]> FPL Recommended Standards for the Consolidation of Trade Reports and Market Data in Europe https://www.fixtrading.org/packages/fpl-recommended-standards-for-the-consolidation-of-trade-reports-and-market-data-in-europe/ Mon, 06 Feb 2017 19:40:51 +0000 http://www.technical-fixprotocol.net/?post_type=wpdmpro&p=13225

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 easily consolidated, significantly enhancing transparency and quality of data.

Published: November 2012

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