FIX Extension Packs
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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...
EP123 BMV Short Sale Minimum Price Extension 1.37 MB 21 downloads June 19, 2017
New peg price type to allow short sell peg price orders to comply with the SEC uptick rule. It comprises extensions of PegPriceType, MDEntryType and TradeCondition to identify a short sale minimum price,...
EP122 CME Unit of Measure Extensions 1.39 MB 25 downloads June 19, 2017
General framework for expressing a unit of measure that can represent any amount of any currency. Additionally, it adds support for several new units of measure such as Board Feet and Index Points to describe...
EP121 SEC Short Sale Exemption Reasons 1.46 MB 25 downloads June 19, 2017
This extension covers part of the SEC amendments for Regulation SHO to place further restrictions on short selling. See also EP120. Since the SEC amendment provides exemptions to the rule (broker/dealers...
EP120 SEC Short Sale Restrictions 1.41 MB 21 downloads June 19, 2017
This extension covers part of the SEC amendments for Regulation SHO to place further restrictions on short selling. See also EP121. The rules create a “Circuit Breaker” which changes the trading behavior...
EP119 GDC Security Definition and Trade Price Extensions for CDS 1.44 MB 37 downloads June 19, 2017
Uniform instrument definition and price specification of Credit Default Swaps, in particular for the TradeCaptureReport message to be used in CDS “OTC Clearing” processes. Addresses enhancing the capabilities...
EP118 FIA PTWG Allocation Extensions 3.26 MB 50 downloads June 19, 2017
This significant extension mainly addresses the allocation (give-up/take-up) workflows between clearinghouses and clearing firms. It also covers average price grouping of trades. In addition to extensions...
EP117 FIA PTWG Account Summary Report 1.41 MB 33 downloads June 19, 2017
The Account Summary Report provides each Clearing Member with data related to margin for all instrument types and premium and cash settlements in addition to the Clearing Member’s clearing fund account...
EP116 Message Throttle Parameters 1.59 MB 67 downloads June 19, 2017
This extension provides a standard, extensible way for throttle parameters to be communicated between the exchange/market and the messaging source. Exchanges and Markets are subject to large spikes in...
