FIX Extension Packs

EP214 Party Risk Limits Extension 3.47 MB 60 downloads August 3, 2016

This Extension Pack supports setting risk limits including enabling unsolicited publication of the PartyRiskLimitsReport(35=CM) message, a new field PartyRiskLimitStatus, and the addition of new RiskLimitType(1530)...

EP213 Party Role Qualifier Extension 3.26 MB 49 downloads August 3, 2016

This Extension Pack supports the capability to identify source and target accounts with the addition of two new PartyDetailRoleQualifier(1674) enumerations. ...

EP212 Trade Handling Extension 3.16 MB 40 downloads August 3, 2016

This Extension Pack supports the ability to report two-sided trades where a 3rd party (not one of the sides of the trade) generates the trade report. ...

EP211 CME Trade Capture Extension 3.53 MB 61 downloads August 3, 2016

This Extension Pack supports the addition of a compression group identifier for linking netted trades, the addition of a self-match prevention identifier, clarifications on the component and field descriptions...

EP210 FIF Trade at ISO Price Extension 3.18 MB 31 downloads August 3, 2016

This Extension Pack supports the US SEC order approving a plan to implement a Tick Size Pilot Program and specifically to meet the requirements for a new order type of Trade At Intermarket Sweep Order...

EP209 MSRB and FINRA TRACE Reporting Extensions 3.37 MB 35 downloads June 8, 2016

This Extension Pack supports identification of trades executed on an Alternative Trading System (ATS) in support of the MSRB and FINRA TRACE Reporting requirements. Update History [Updated 2016 08 03]...

EP208 CFTC Parts 43 & 43 Phase 4 - Equity Swaps 10.00 MB 62 downloads February 26, 2016

This Extension Pack provides very extensive new functionality in FIX to natively support the ability to fully express OTC derivatives for swaps data reporting meeting the requirements of the CFTC Part...

EP207 Bloomberg Price Type Extension 2.73 MB 51 downloads February 14, 2016

This extension pack, submitted by Bloomberg L.P., extends the values of price type fields to support new and more complex methods for pricing, providing a greater level of consistency among the different...

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...