FIX Extension Packs

EP204 CommissionDataGrp Component Enhancement 3.23 MB 50 downloads February 14, 2016

This extension pack includes a new repeating CommissionDataGrp component which may be used as an alternative to the existing CommissionData component when multiple instances of commission or new commission...

EP203 CFTC Part 39 Enhancement 2.83 MB 30 downloads February 14, 2016

This extension pack includes additional fields and enumerations needed based on feedback from the CFTC for position maintenance reports under CFTC Section 39.19(c)(1). ...

EP202 Bloomberg SecurityIDSource Amendment 2.67 MB 40 downloads February 14, 2016

This extension pack submitted by Bloomberg L.P. to amend the description of a SecurityIDSource value "S" which was previously submitted by Bloomberg. ...

EP201 CME Trade Capture and Market Data Extensions 3.18 MB 46 downloads February 14, 2016

This extension pack includes several small enhancements due to regulatory reporting requirements. ...

EP200 Day Count Convention Description Enhancement 2.82 MB 31 downloads February 14, 2016

This extension pack enhances the FIX Protocol to update the naming and description of day count methods to harmonize with the ISDA 2006 definitions. ...

EP199 Position Identifier Enhancement 2.84 MB 44 downloads February 14, 2016

This extension pack, initiated by Eurex Group, was generated in response to regulatory reporting of position for EMIR. ...

EP198 Indicative Execution Extension 2.64 MB 48 downloads February 14, 2016

This extension pack, initiated by the EMEA Business Practices subcommittee enhances the protocol's support for identification of executions arising from orders or quotes requiring a confirmation during...

EP197 CME Collateral Management Extensions 2.81 MB 37 downloads February 14, 2016

This extension pack, initiated by the Chicago Mercantile Exchange (CME), enhances support for multi-party collateral pledge maintenance. ...

EP196 GPTWG Post-Trade Enhancements Phase 2 2.93 MB 44 downloads August 17, 2015

This extension pack, initiated by the Post-Trade Working Group (PTWG), includes additional values and new use of the field ClearedIndicator(1832) to support more points of reference in the clearing submission...

EP195 Eurex Reference Data Extensions 3.65 MB 56 downloads August 17, 2015

This extension pack, initiated by Eurex, includes a number of extensions to the standard FIX reference data messages and components as well as a number of new components and a single new message, the MarketDataReport...