FIX Extension Packs
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EP154 Weight Units of Measure Extensions 1.51 MB 24 downloads June 20, 2017
Additional Unit of Measure enumerations to support trading in gross tons and kilograms. Update History [Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated for the following...
EP153 Position Maintenance Report Enhancements 1.55 MB 24 downloads June 20, 2017
Add-on to EP140 to correct anomalies. Change of PosMaintStatus(722) field from required to conditionally required when responding to a PositionMaintenanceRequest message. Change PositionQty component...
EP152 CME Energy Units of Measure 1.52 MB 25 downloads June 20, 2017
Additional unit of measure enumerations to support trading using metric volume measurements, which are useful for energy trading. Metric volume: L for liter and kL for kiloliter. Heat energy: thm for...
EP151 OCC Position Quantity Type Extension 1.52 MB 23 downloads June 20, 2017
Addition of two valid values for position quantity types related to expiry and exercises. On expiration day, the position quantity after the application of trade and post trade activity, but prior to...
EP150 FIA PTWG Trade Match Report 1.68 MB 38 downloads June 20, 2017
New messages to convey complete match events from an exchange to a CCP. A match event is a single matching engine transaction comprising multiple instruments (simple and complex), multiple counterparties,...
EP149 Order Reject Reason Extension for Risk Management 1.50 MB 26 downloads June 20, 2017
New value to OrdRejReason(103) to indicate that the order has generated an algorithmic risk management event. Extension submitted by the Risk Management Working Group. As sell side broker risk management...
EP148 OCC Position Maintenance Report Extension 2.07 MB 21 downloads June 20, 2017
Extension of input source information on Position Maintenance Reports to distinguish requests from programmable and interactive (GUI) interfaces. Update History [Updated 2013-12-09] The FIXML Schema and...
EP147 CFTC Large Trader Reporting Extensions II 1.56 MB 23 downloads June 20, 2017
Add-on to EP140. Although CFTC documentation and feedback called for separate units of measure for all prices and quantities, the working group perceived that the unit of measure for strike price and settlement...
EP146 Parties Reference Data Transactions 1.66 MB 37 downloads June 20, 2017
Further extension to EP105, EP128, and EP129 to support transactional flow for party detail, risk limits and entitlements. The extension covers the following: Messages to support transactions (Add, Delete,...
