FIX Extension Packs


This work is licensed under a Creative Commons Attribution-NoDerivatives 4.0 International License.

Extension Packs

Icon

EP184 – Quote Model Extension 2.59 MB 44 downloads June 20, 2017

This Extension Pack enhances quoting features to include additional support for reserve (also known as hidden or iceberg) and Axe quote functionality. To support the reserve functionality, a new field...
Icon

EP183 – Parties Entitlement Data 2.52 MB 29 downloads June 20, 2017

This Extension Pack enhances the entitlement capabilities in the message exchange between dealers and their clients. The Extension Pack includes new enumerations of the EntitlementStatus(1883) to provide...
Icon

EP182 – Matching Prime Broker Credit Administrator 2.62 MB 34 downloads June 20, 2017

This Extension Pack enhances the PartyAction(35=DI) messages recently introduced in EP171 to support Prime Broker administrators’ functionality. This allows the prime brokers to programmatically manage...
Icon

EP181 – Regulatory Trade Repository Reporting Extension 2.58 MB 51 downloads June 20, 2017

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...
Icon

EP180 – SEF Credit Limits 2.59 MB 29 downloads June 20, 2017

This Extension Pack enhances the existing credit models and introduces support for the new entity known as a Credit Hub, support for the Swap Execution Facility (SEF) Auto Acceptance rule and provides...
Icon

EP179 European Trade Repository Reporting 3.45 MB 58 downloads June 20, 2017

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...
Icon

EP178 GTC Batch Header Enhancement 2.71 MB 27 downloads June 20, 2017

This Extension Pack enhances the FIXML batching methods to be able to indicate whether the collection of messages contained in a batch form a complete picture. The Extension Pack introduces new optional...
Icon

EP177 CFTC Parts 43-45 Addendum 2.44 MB 25 downloads June 20, 2017

This Extension Pack extends the support for CFTC Part 43 and 45 extensions to include support for the CFTC regulatory requirements regarding reporting of swaps to Swap Data Repositories in the United States. Update...
Icon

EP176 GFIC Regulatory Transaction Type Extension 2.49 MB 32 downloads June 20, 2017

This Extension Pack provides the means to accommodate Dodd-Frank Act 17 part 37 which requires a distinction between required transactions and permitted transactions. Update History [Updated 2015-08-17]...
Icon

EP175 GFIC Mid-Market Mark and USI Extensions 2.70 MB 22 downloads June 20, 2017

This Extension Pack includes enhancements that are used to meet the requirements of swap dealers and major swap participants to provide counterparties with pre-trade mid-market marks. Additionally the...