FIX Extension Packs
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EP112 FIF/FPL Market Center Transparency 1.33 MB 24 downloads June 19, 2017
This extension supports regulatory requirements such as FINRA Regulatory Notice 09-54 related to firms submitting non-tape reports. It also supports regulatory requirements related to customer orders that…
EP111 OCC Extensions for Submission of SLEDs 1.43 MB 27 downloads June 19, 2017
SLEDS, or Single Line Entry Differential Spreads, allow traders to submit an order to simultaneously buy and sell two futures contract months. SLEDS orders include a differential amount that relates the…
EP110 OCC Extensions for Long Holdings 1.31 MB 22 downloads June 19, 2017
This extension allows clearing members to submit Long Holdings for each long position so that long positions which have been carried for the longest time can be selected for delivery first. Update History [Updated…
EP109 FIA PTWG Contingent Price for Positions 1.54 MB 24 downloads June 19, 2017
Provision of an additional price value for positions that is the result of calculations for additional variation margin to address delivery and settlement risk. The price is different from the settlement…
EP108 PartyIDSource Extensions for Australia 1.29 MB 25 downloads June 19, 2017
This extension adds support for two more registration numbers used to identify all types of organization in Australia. These are the Australian Company Number and the Australian Registered Body Number. Update…
EP107 CME OTC Trading and Clearing Extensions 1.68 MB 56 downloads June 19, 2017
Set of extensions to the FIX specification to support OTC trading and clearing. These extensions focus on the processes used in trade submission, clearing and valuation of OTC and off-exchange trades. Update…
EP106 ISE Market Data Extensions 1.52 MB 50 downloads June 19, 2017
Market data comprises various pieces of information including book data as well as status information. This gap analysis provides a number of extensions in this area to cover the requirements of the Internal…
EP216 MMTv3 Support 19.47 KB 149 downloads September 30, 2016
This Extension Pack supports MMT version 3.01 and the MiFID II post-trade flagging obligations. Update History [Resolved 2017-04-24] Corrected abbreviated name of TrdRegPublicationGrp and TrdRegPublicationType(2669)…
EP215 Equities Post Trade Enhancements – Part 3 3.75 MB 58 downloads September 30, 2016
This Extension Pack supports best practices as determined by the Global Post-trade Working Group. …