FIX Extension Packs
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EP200 Day Count Convention Description Enhancement 2.82 MB 31 downloads February 14, 2016
This extension pack enhances the FIX Protocol to update the naming and description of day count methods to harmonize with the ISDA 2006 definitions. …
EP199 Position Identifier Enhancement 2.84 MB 44 downloads February 14, 2016
This extension pack, initiated by Eurex Group, was generated in response to regulatory reporting of position for EMIR. …
EP197 CME Collateral Management Extensions 2.81 MB 37 downloads February 14, 2016
This extension pack, initiated by the Chicago Mercantile Exchange (CME), enhances support for multi-party collateral pledge maintenance. …
EP198 Indicative Execution Extension 2.64 MB 48 downloads February 14, 2016
This extension pack, initiated by the EMEA Business Practices subcommittee enhances the protocol’s support for identification of executions arising from orders or quotes requiring a confirmation during…
EP206 Clock Synchronization Datatype Enhancement 2.83 MB 205 downloads February 14, 2016
This extension pack, initiated by the FIX Clock Synchronization subgroup of the EMEA Regulatory Subcommittee, enhances the precision of time stamp data types with higher resolution and greater granularity…
EP205 Tick Size Pilot Retail Order Identification 2.71 MB 29 downloads February 14, 2016
This extension pack enhances the FIX Protocol with a method to identify orders as being retail in order to meet the SEC order for the Nation Market System (NMS) to implement a tick size pilot program by…
EP204 CommissionDataGrp Component Enhancement 3.23 MB 50 downloads February 14, 2016
This extension pack includes a new repeating CommissionDataGrp component which may be used as an alternative to the existing CommissionData component when multiple instances of commission or new commission…
EP195 Eurex Reference Data Extensions 3.65 MB 56 downloads August 17, 2015
This extension pack, initiated by Eurex, includes a number of extensions to the standard FIX reference data messages and components as well as a number of new components and a single new message, the MarketDataReport…
EP196 GPTWG Post-Trade Enhancements Phase 2 2.93 MB 44 downloads August 17, 2015
This extension pack, initiated by the Post-Trade Working Group (PTWG), includes additional values and new use of the field ClearedIndicator(1832) to support more points of reference in the clearing submission…