FIX Extension Packs
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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,...
EP222 MiFID II and MiFIR Extensions Part 1 4.10 MB 694 downloads June 20, 2017
This extension pack, initiated by the FIX EMEA Regulatory Subcommittee and the Global Technical Committee, extends the FIX Protocol to meet the requirements of MIFID II and MiFIR. This extension pack covers...
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. ...
EP216 MMTv3 Support 19.47 KB 149 downloads September 30, 2016
This Extension Pack supports MMT version 3.01 and the MiFID II post-trade flagging obligations. Update History [Resolved 2017-04-24] Corrected abbreviated name of TrdRegPublicationGrp and TrdRegPublicationType(2669)...
