June 20, 2017
Add-on to EP140. Although CFTC documentation and feedback called for separate units of measure for all prices and quantities, the working group perceived that the unit […]
June 20, 2017
Extension of input source information on Position Maintenance Reports to distinguish requests from programmable and interactive (GUI) interfaces. Update History [Updated 2013-12-09] The FIXML Schema and […]
June 20, 2017
New value to OrdRejReason(103) to indicate that the order has generated an algorithmic risk management event. Extension submitted by the Risk Management Working Group. As sell […]
June 20, 2017
New messages to convey complete match events from an exchange to a CCP. A match event is a single matching engine transaction comprising multiple instruments (simple […]
June 20, 2017
Addition of two valid values for position quantity types related to expiry and exercises. On expiration day, the position quantity after the application of trade and […]
June 20, 2017
Additional unit of measure enumerations to support trading using metric volume measurements, which are useful for energy trading. Metric volume: L for liter and kL for […]
June 20, 2017
Add-on to EP140 to correct anomalies. Change of PosMaintStatus(722) field from required to conditionally required when responding to a PositionMaintenanceRequest message. Change PositionQty component from required […]
June 20, 2017
Additional Unit of Measure enumerations to support trading in gross tons and kilograms. Update History [Updated 2013-12-09] The FIXML Schema and FIX Repository files have been […]
June 20, 2017
A new CFTC reporting requirement called Customer Gross Margining (CGM), CFTC Regulation 39.13(g)(8)(i), will require a significant change in how DCOs calculate performance bond (initial margin) […]
June 20, 2017
This extension provides a new PartyIDSource(447) to specify the new Legal Entity Identifier or LEI (ISO 17442) as an ID source scheme for identifying parties. Update […]
June 20, 2017
Section 724(a) of the Dodd-Frank Act inserted a new section 4d(f) to the Commodity Exchange Act (ACE), which requires the segregation of cleared swaps, and associated […]
June 20, 2017
This Extension Pack provides a new SecurityIDSource(22) value to support Bloomberg’s Open Symbology (BSYM) values for security identifiers. While the FIX Protocol has long supported a […]
