FIX Extension Packs
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EP284 - EMIR Report Tracking Number 4.47 MB 41 downloads September 15, 2023
This extension pack includes the Report Tracking Number (RTN) under the EMIR reporting format is a unique number assigned to the execution and common among a group of reports related to the same execution. Updates 12/11/2023...
EP283 - UK Post Trade Transparency 3.65 MB 16 downloads September 15, 2023
This Extension Pack includes requirements for equities post-trade transparency as laid out in the UK FCA’s policy statement PS 23/4 of May 2023, section 3 (https://www.fca.org.uk/publication/policy/ps23- 4.pdf). Updates 9/22/2023...
EP282 - Errors & Omissions 2022 6.04 MB 11 downloads August 31, 2023
This extension pack addresses errors and omissions resolved in 2022. Updates 9/22/2023 SPEC-2691 - Correct category attributes for new category SettlementStatusManagement ...
EP281 - Settlement Status Management 5.71 MB 12 downloads August 31, 2023
This extension pack includes a set of new FIX messages to facilitate this communication to bridge the gap between information custodians, broker/dealers or outsourcers are receiving via SWIFT MT messages...
EP280 - HKEX SMP Instruction 3.85 MB 34 downloads July 20, 2023
This extension pack addresses the requirements to allow the order submitter to indicate a self match prevention (SMP) instruction, e.g. to specify whether to cancel the aggressive (new incoming) order...
EP279 - Eurex Clearing Enhancements 3.60 MB 9 downloads July 20, 2023
This extension pack addresses the requirements to capture the initial broker who owns the trade, which is defined to be the broker who submitted the order to the exchange and identified as executing firm...
EP278 - Liquidity Indicator Extension 3.57 MB 11 downloads July 20, 2023
This extension pack provides a clarification of LastLiquidityInd(851)=0 (Neither added nor removed liquidity) as well as two new values 10=Unknown when the liquidity indicator of the execution cannot be...
EP277 - MMT v4.0 4.40 MB 43 downloads June 5, 2023
This extension pack addresses requirements for MMT v4.0, especially for post-trade flags as identified by the European Consolidated Tape working groups (Equities and Fixed Income) and MMT Technical and...
EP276 - Security Reference Data Extension 4.40 MB 78 downloads December 22, 2022
This extension pack addresses a gap in the FIX Protocol related to the unique identification of derivative instruments where the security identifier and core reference data attributes are not sufficient,...
