FIX Extension Packs
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EP192 CME Regulatory Reporting Enhancements 3.59 MB 58 downloads June 20, 2017
This Extension Pack, initiated by the CME Group, introduces enhancements to support various implementations related to satisfying regulatory requirements of the Dodd-Frank Act and similar regulations in…
EP191 Deutsche Borse Market Data Statistics 2.86 MB 46 downloads June 20, 2017
This Extension Pack introduces a new set of Market Data Statistics messages that allow to request and report such information in a flexible manner. Update History [Updated 2015-08-17] Revised the FIXML…
EP190 EUREX Market Data Extensions 2.99 MB 44 downloads June 20, 2017
This Extension Pack introduces a number of minor revisions to the market data messages as proposed by the EUREX Group. Update History [Updated 2015-08-17] Revised the FIXML Schema and the FIX Repository…
EP189 FIA PTWG Position Transfer 2.98 MB 27 downloads June 20, 2017
This Extension Pack introduces new FIX messages to support the transfer of customers’ positions from the defaulting clearing firm to one or more target clearing firms as proposed by the Futures Industry…
EP188 HPWG Application Level Optimization 3.31 MB 63 downloads June 20, 2017
This Extension Pack introduces additional mass order management messages and several enhancements to order processing as proposed by the High Performance Working Group. Update History [Updated 2015-08-17]…
EP187 CFTC Parts 43/45 Phase 3 – Foreign Exchange 4.60 MB 60 downloads June 20, 2017
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…
EP186 – MMT Flagging of OTC Trades 2.47 MB 78 downloads June 20, 2017
This Extension Pack introduces a new field to facilitate an explicit distinction between automated and manual trades in support of sell-side’s requirements found in the Market Model Typology (MMT) version…
EP185 – German HFT Act Extension 2.81 MB 27 downloads June 20, 2017
This Extension Pack enhances the support of regulatory information on all order and quote related messages and the requirement to maintain instruments and free format text for compliance information in…
EP184 – Quote Model Extension 2.59 MB 44 downloads June 20, 2017
This Extension Pack enhances quoting features to include additional support for reserve (also known as hidden or iceberg) and Axe quote functionality. To support the reserve functionality, a new field…