FIX Extension Packs
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EP144 HKEx Quote Extensions 1.70 MB 35 downloads June 20, 2017
Extensions to the tradable quote model to support the separate identification of quote sides by the quote issuer. New fields QuoteBidID and QuoteOfferID for the Quote and Quote Status Report messages...
EP143 GFIC Quote Acknowledgement Proposal 1.63 MB 40 downloads June 20, 2017
Extension of quoting message flows to support the industry initiative to accelerate the adoption of FIX for Fixed Income. The Global Fixed Income Technical subcommittee has produced a set of best practices...
EP142 FIA PTWG Related Trades and Positions 1.55 MB 28 downloads June 20, 2017
Extensions to support explicit relationships between trades and positions in the corresponding messages. This extension allows to express various types of relationships between transactions, supporting...
EP141 FIA PTWG Trade Reporting Extensions 2.24 MB 59 downloads June 20, 2017
Various extensions of the trade reporting messages to support workflows between clearinghouses and clearing firms. The list of extensions is as follows: Trade Splitting Trade Netting Indication of Offset...
EP140 CFTC Large Trader Reporting Extensions 2.08 MB 31 downloads June 20, 2017
Extensions of the standard FIX PositionReport message to support large trader reporting rules for physical commodity swaps and swaptions published by the Commodity Futures Trading Commission on July 22,...
EP139 BVMF Identification of Originating Market 1.46 MB 24 downloads June 20, 2017
Additional party role to identify the originating market of an order. Marketplaces may receive orders routed from other related markets. The extension allows to preserve the original market, e.g. to permit...
EP138 CME Securities Reference Data Extensions 1.53 MB 36 downloads June 20, 2017
Additional securities reference data attributes used to define or describe derivatives. First and Last Notice Dates – This is used for deliverable futures. Tick Rule Types – New type of tick rule...
EP137 CME Environment and Electrical Units of Measure 1.50 MB 27 downloads June 20, 2017
Additional Unit of Measure enumerations to support environmental trading and electrical capacity trading. Update History [Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated...
EP136 HKEx Post-Trade Extensions 1.45 MB 29 downloads June 20, 2017
Minor extensions of post-trade fields and messages related to clearing instructions, trade handling instructions and trade report rejection reasons for invalid prices. Update History [Updated 2013-12-09]...
