EP281-284 added to FIX Latest

The FIX Global Technical Committee (GTC) announces the addition of new Extension Packs to the FIX Latest specification, the normative specification of the FIX Protocol. The artifacts included for each of the individual Extension Packs are as follows:

• ASBUILT – clean PDF document of the implemented Gap Analysis that includes the assignment of new tags and values;
• ASBUILT with changetracks – same as ASBUILT but with changetracks showing the differences compared to the document submitted to the GTC;
• Orchestra Repository – single XML file of FIX Latest using Orchestra v1.0;
• Unified Repository – XML files of FIX Latest using Repository 2010 Edition;
• Basic Repository – XML files of FIX Latest using basic repository format;
• FIXML Schema – XSD files of FIX Latest using FIXML.

The complete list of Extension Packs is available here.

EP281 Settlement Status Management

This Extension Pack supports the communication of settlement status between investment managers and brokers, custodians or an outsource (vendor system). This allows investment managers to be informed in real-time about the settlement status of their trades. The FIX Protocol has been enhanced with two new messages to request and report the status, including technical acknowledgment messages for both of them.

EP282 Errors and Omissions 2022

This Extension Pack contains a large number of errors and omissions discovered in the FIX Standard, e.g. misspellings or gaffes in the description. The various changes are not necessarily linked to one another. Most of them were collected over time in the discussion forum (see FIX Standard Errors and Omissions 2022) or collected via emails from members. A new thread FIX Standard Errors and Omissions 2023 has been created for errors and omissions detected by the FIX Trading Community going forward. See the ASBUILT document for details.

EP282 also includes several corrections of the FIX Orchestra representations for FIX 4.2 and FIX 4.4. These XML files are maintained in the public GitHub repository Orchestrations in the folder “FIX Standard”. See the ASBUILT document for details.

EP283 Post-Trade Transparency for UK Equities

This Extension Pack includes support for new post-trade transparency flags CLSE (trade at market closing price) and NETW (negotiated transaction). It also generalises the terminology used for an authorised reporter that has been called “Systematic Internaliser” by ESMA and “Designated Reporter” by the FCA in the UK. The change allows decoupling of reporting obligations from the SI (systematic internaliser) status. The change only impacts the short description of the values for TradeReportingIndicator(2524). The symbolic names of the values were left unchanged for backward compatibility and may still contain the acronym “SI”.

EP284 EMIR Report Tracking Number

This Extension Pack supports the Report Tracking Number (RTN), introduced as of 1 November 2017 by the Commission Implementing Regulation (EU) 2017/1052 of 19 October 2016 amending Commission Implementing Regulation (EU) No 1247/20123 laying down implementing technical standards with regard to the format and frequency of trade reports to trade repositories according to Regulation (EU) No 648/20124 of the European Parliament and of the Council on OTC derivatives, central counterparties and trade repositories. The RTN‘s predecessor in the EMIR reporting scheme was the Transaction Reference Number (TRN), also applicable under the MiFID reporting scheme.