FIX Extension Packs
This work is licensed under a Creative Commons Attribution-NoDerivatives 4.0 International License.
EP264 - Extensions for CAT – Update 4.58 MB 84 downloads November 18, 2020
This extension pack provides additional support for data reporting required by CAT (Consolidated Audit Trail). EP253 already provided a significant number of extensions for CAT. A few of the enhancements...
EP263 - Regulatory Timestamps for Quotes 4.51 MB 35 downloads November 18, 2020
This extension pack includes support for repeating group of timestamps in quote messages. The TrdRegTimestamp component supports one or more timestamps related to trading and/or regulatory reporting....
EP262 - APAC Master SPSA 4.39 MB 35 downloads November 19, 2020
This extension pack includes additional sources for parties to support segregated accounts in the APAC region. The Master SPSA (Master Special Segregated Account) Service is an optional service introduced...
EP261 - RegulatoryReportType Extension 4.56 MB 44 downloads November 19, 2020
This extension pack includes additional support for CAT (Consolidated Audit Trail) event types. EP253 added RegulatoryReportType(1934) to a number of messages to convey the CAT event type. This extension...
EP260 - Application Version for FIX Latest 4.45 MB 55 downloads November 19, 2020
This extension pack adds an application version identifier for FIX Latest. This extension adds a new value 10="FIXLatest" (note that there is no space in the value) to ApplVerID(1128). FIX Latest is...
EP259 - Related Orders 4.68 MB 46 downloads November 19, 2020
This extension pack includes support for order aggregation on execution reports. This extension had originally been designed as a change to the OrderAggregationGrp component in the post-trade area and...
EP258 - Bilateral Repo Trade Post-Trade Enhancement 4.84 MB 94 downloads July 20, 2020
This extension pack initiated by the Repo Working Group includes improved support for bilateral repo trade and post-trade workflows related to life-cycle events like rollover, changing open repo terms,...
EP257 - Targeted Trade Advertisements 4.06 MB 59 downloads May 2, 2020
This extension pack improves the sourcing of contra flow whilst minimizing the cost of merchandizing with the addition of the RoutingGrp component to the Advertisement(35=7) message. Update History [Resolved...
EP256 - IIROC Client Identification Proposal 4.09 MB 79 downloads March 30, 2020
This extension pack addresses a small number of the new requirements introduced with Investment Industry Regulatory Organization of Canada (IIROC) Rules Notice 19-0071 – Amendments Respecting Client...
