FIX Extension Packs
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EP132 GFIC TriPartyRepo Gap Analysis 1.84 MB 33 downloads June 20, 2017
Minor extensions to support the U.S. tri-party repo market and close gaps identified by the GFIC in reviewing the results of the U.S. Tri-Party Repo Infrastructure Reform Task Force. The extension includes…
EP131 ISE Order Handling Extensions 2.54 MB 83 downloads June 20, 2017
Numerous extensions in the area of single leg, multi-leg and cross order handling to cover the requirements of equity options exchanges in the US. Update History [Updated 2013-12-09] The FIXML Schema and…
EP130 HKEx Pre-Trade Extensions 1.43 MB 29 downloads June 19, 2017
Minor extensions for trading session state changes, base trading rules, tick tables and test/dummy instruments. Update History [Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated…
EP129 Party Entitlements 1.46 MB 34 downloads June 19, 2017
Extension of Parties Reference Data (see EP105) to include party entitlement information. Party Entitlement messages include the ability to request entitlements and to report on current entitlement settings. Update…
EP128 Risk Limit Extensions 1.50 MB 39 downloads June 19, 2017
Extension of Party Risk Limit messages introduced with EP105, mainly to support the definition of risk limits and to be able to convey current risk exposure. It comprises messages for dynamic data related…
EP127 Specific Lot Allocation Proposal 1.45 MB 28 downloads June 19, 2017
Ability to transmit instructions for specific-lot allocations. Specific-lot trade allocations are a key benefit provided by Wealth Managers who provide advisory services to retail customers. One of the…
EP126 NGM Tradeable Quotes Extension 1.65 MB 34 downloads June 19, 2017
Various extensions to the quote messages to cover total quote quantity, marketplace assigned quote identifiers, quote status for traded (and removed) quotes, initially tradeable quotes and a request to…
EP125 NGM Order and Quote Handling Extension 1.54 MB 31 downloads June 19, 2017
Ability to convey the order priority for orders and quotes on the private/trading session (i.e. in Execution Report and Quote Status Report). This way a trader can directly compare two of its orders to…
EP124 NGM Logon Extension 1.39 MB 41 downloads June 19, 2017
Support for the session initiator to reset the MsgSeqNum in the Logon message (not only as part of 24-hour connectivity). The Logout message is extended with error codes to convey that the session state…