November 18, 2020
This extension pack provides additional support for data reporting required by CAT (Consolidated Audit Trail). EP253 already provided a significant number of extensions for CAT. A few […]
November 18, 2020
This extension pack includes support for repeating group of timestamps in quote messages. The TrdRegTimestamp component supports one or more timestamps related to trading and/or regulatory reporting. This […]
July 19, 2020
This extension pack initiated by the Repo Working Group includes improved support for bilateral repo trade and post-trade workflows related to life-cycle events like rollover, changing […]
May 2, 2020
This extension pack improves the sourcing of contra flow whilst minimizing the cost of merchandizing with the addition of the RoutingGrp component to the Advertisement(35=7) message. Update […]
March 29, 2020
This extension pack addresses a small number of the new requirements introduced with Investment Industry Regulatory Organization of Canada (IIROC) Rules Notice 19-0071 – Amendments Respecting […]
March 12, 2020
This extension proposal addresses potential gaps in the FIX Protocol Standard due to changes caused by Brexit. The enhancement includes exemption from Share Trading Obligation (STO) […]
January 27, 2020
The EU Securities Financing Transactions Reporting Regulations (SFTR) requires reporting of financing transactions to be reported to ESMA, these transactions include repurchase agreements (repos), buy-sell back/sell-buy […]
December 24, 2019
This extension pack supports requirements identified by Consolidated Audit Trail (the “CAT”) Working Group related to data reporting required by Phase 2A (equities) of the CAT […]
November 14, 2019
This extension provides the ability to identify EU and UK share trading obligations using the OrderAttributesGrp component and fields OrderAttributeType(2594) ad OrderAttributeValue(2595).
November 14, 2019
This extension pack supports the proactive indication of client facilitation using the value ExecInst(18) = z (Allow Facilitation). Note ASBUILT updated to revision 0.5 (FIX-Protocol-Gap-Analysis-APAC-Client-Facilitation-v0.5_EP251_ASBUILT-.pdf) 2019-11-19.
November 14, 2019
This extension pack provides the ability to indicate an order neither added nor removed liquidity using the field LastLiquidityInd(851) = 0 (Neither added nor removed liquidity).
July 23, 2019
This extension pack introduces a new set of messages to support the operational management and agreement of expected future payments and cash flows during the life […]
