FIX Extension Packs
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EP225 AFME-IA IOI Message Enhancements 3.62 MB 90 downloads June 20, 2017
This extension pack, initiated by the FIX EMEA Business Practices Sub-Committee in collaboration with AFME-IA, introduces an IOI categorisation schema which seeks to provide a common taxonomy for defining…
EP224 Security Definition Enhancements 3.62 MB 70 downloads June 20, 2017
This extension pack, initiated by CME Group introduces new fields to support the options business, specifically the ability to define in security definition messages whether an option security is eligible…
EP223 Order Handling Extensions 3.29 MB 99 downloads June 20, 2017
This extension pack, initiated by Deutsche Boerse Group introduces two new FIX message types: CrossRequest(MsgType=DS) and CrossREquestAck(MsgType=DT) to support the announcement, and acknowledgement,…
EP221 OrderQtyData Presence Correction 3.69 MB 43 downloads June 20, 2017
This extension pack corrects the inconsistencies in the presence requirements for the OrderQtyData component across work flows. …
EP220 Fidessa SecurityIDSource Extension 3.34 MB 50 downloads June 20, 2017
This extension pack adds a new value to SecurityIDSource(22) to indicate the source of the identifier is the Fidessa Instrument Mnemonic (FIM). …
EP219 Market Maker Qualifier 3.40 MB 47 downloads June 20, 2017
This extension pack supports distinguishing different types of market makers through use of the PartyRole(452) = 66 (Market Maker) and PartyDetailRoleQualifier(1674) with new values for Designated Sponsor…
EP218 Self-Match Prevention Extension 3.63 MB 59 downloads June 20, 2017
This extension pack increases use of the field SelfMatchPreventionID(2362) to support prevention of matching orders or quotes with one or more other orders or quotes that contain the same identifier. …
EP217 CME Trade Capture Extensions II 3.69 MB 68 downloads June 20, 2017
This extension pack adds the capabilities to report account relationships and support Trade at Settlement (TAS) and Trade at Marker (TAM) spread price requirements. …
EP194 GFIS Pre-trade Indication Enhancements 2.81 MB 57 downloads June 20, 2017
This Extension Pack, initiated by the Global Fixed Income Subcommittee, introduces enhancements to support recent updates to the Cash Bond Best Practices including use of FIX 5.0 SP2 for pre-trade liquidity…