FIX Extension Packs
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EP172 Post Trade Credit Check Enhancement 2.48 MB 33 downloads June 20, 2017
This Extension Pack defines enhancements and message flows for credit limit checks that occur post-trade. The Extension Pack supports CFTC Regulation 1.74 which requires FCMs to coordinate with each derivatives…
EP171 CFTC Rule 1.73 Pre-trade Credit Check 3.43 MB 57 downloads June 20, 2017
This Extension Pack enhances the pre-trade credit limit check workflows between customers, dealers, clearing members, execution venues (such as swaps execution facilities or SEFs), and the clearinghouse….
EP170 BSWG Equities Post-trade Allocation Enhancements 2.44 MB 32 downloads June 20, 2017
This Extension Pack enhances the AllocationInstruction message based on gaps identified as a result of the BSWG’s Post-trade Allocation Guidelines for Equities. Update History [Updated 2015-08-17] Revised…
EP169 CFTC Parts 43/45 Phase 2 – Commodity Swaps 9.25 MB 59 downloads June 20, 2017
This Extension Pack provides very extensive new functionality in FIX to natively support the ability to fully express OTC derivatives for swaps data reporting meeting the requirements of the CFTC Part…
EP168 GFIC Quote Negotiation Method and Workup Auctions Extensions 2.76 MB 54 downloads June 20, 2017
This Extension Pack enhances existing quote/negotiation message flows to allow for specifying a negotiation method that is needed negotiation of fixed income securities. Additional enhancements are also…
EP167 AttachmentGrp Proposal 2.02 MB 24 downloads June 20, 2017
This Extension Pack introduces a new repeating group component that would allow for including “attachment” file(s) to the FIX message, supporting different attachment media types. The new component is…
EP166 Stop Order Types Extensions 2.06 MB 32 downloads June 20, 2017
This Extension Pack is in response to new SEC requirements approved in SR-FINRA-2012-026, a rule change relating to the handling of stop and stop limit orders. Two new order types have been added to meet…
EP165 FIA PTWG CDS Trade Netting, and Credit & Succession Enhancements 2.03 MB 29 downloads June 20, 2017
This Extension Pack provides enhancements to address clearinghouse netting of CDS trades for the same instrument into single trades for keeping positions need to account for the termination of the original…
EP164 IIROC Short Sale Amendments 2.12 MB 23 downloads June 20, 2017
This Extension Pack provides extensions to FIX to support the regulatory reporting requirements of the Investment Industry Regulatory Organization of Canada (IIROC), specifically addressing the Canadian…