FIX Extension Packs
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EP254 - EU Securities Financing Transactions Reporting (SFTR) 4.15 MB 89 downloads January 27, 2020
The EU Securities Financing Transactions Reporting Regulations (SFTR) requires reporting of financing transactions to be reported to ESMA, these transactions include repurchase agreements (repos), buy-sell...
EP253 - Extensions for CAT/FIX Mapping 907.89 KB 137 downloads December 24, 2019
This extension pack supports requirements identified by Consolidated Audit Trail (the “CAT”) Working Group related to data reporting required by Phase 2A (equities) of the CAT NMS Plan. All new tags...
EP252 - Liquidity Indicator Extension 3.26 MB 115 downloads November 14, 2019
This extension pack provides the ability to indicate an order neither added nor removed liquidity using the field LastLiquidityInd(851) = 0 (Neither added nor removed liquidity). ...
EP251 - APAC Client Facilitation Extension 3.37 MB 70 downloads November 14, 2019
This extension pack supports the proactive indication of client facilitation using the value ExecInst(18) = z (Allow Facilitation). Note ASBUILT updated to revision 0.5 (FIX-Protocol-Gap-Analysis-APAC-Client-Facilitation-v0.5_EP251_ASBUILT-.pdf)...
EP250 - Share Trading Obligation Extension 3.28 MB 80 downloads November 14, 2019
This extension provides the ability to identify EU and UK share trading obligations using the OrderAttributesGrp component and fields OrderAttributeType(2594) ad OrderAttributeValue(2595). ...
EP249 - GPTWG Post Post-trade Pay Management 4.60 MB 120 downloads July 23, 2019
This extension pack introduces a new set of messages to support the operational management and agreement of expected future payments and cash flows during the life cycle of existing contracts (e.g. swaps...
EP248 - CAT FDID 3.29 MB 147 downloads April 24, 2019
This extension pack introduces a new key data element required for reporting to CAT - Firm Designated Identifier (FDID) and the new PartyIDSource(447) value S (FDID). ...
EP247 GPTWG FX Trade Aggregation Extension 3.59 MB 108 downloads December 18, 2018
This extension pack adds trade aggregation for FX spot, vanilla forwards and non-deliverable forward transactions where individual trades are identified to be aggregated by the buy-side and communicated...
EP246 Bloomberg Confirmation Extensions 3.54 MB 81 downloads December 18, 2018
This extension pack enhances the workflow when a third-party facility provides the confirmation matching function between the dealer and the investment manager. When there is a mismatch the matching facility...
