Extends existing FX quote, streaming-price, order, execution and allocation workflows to support NDFs. It uses MaturityDate and MaturityTime for fixing date and time, SettlDate for value […]

This proposal adds a fill-level liquidity indicator to FillsGrp within Execution Report. LastLiquidityInd(851) exists only at the root level, which is insufficient when one Execution Report […]

This proposal extends the FIX instrument model for complex NYMEX electricity and natural-gas products. These contracts can trade using daily, hourly, monthly, on-peak, off-peak or calendar […]

This proposal supports reporting under the delta-neutral hedging exemption for equity options. Clearing members must report positions whose delta-equivalent exposure exceeds regulatory limits, and OCC consolidates […]

Maps the LSE’s proprietary SETS interface requirements to FIX 5.0 SP1. The main changes cover BookingType and order-capacity/restriction data in trade and quote messages, cross-order classification, […]

Extends the FIXML Trade Capture Report to provide a standard transaction-level reporting format for the CFTC. It adds venue type, market and market-segment identifiers, side execution […]

This is a collection of FIX 5.0 SP1 FIXML schema defects rather than a business-workflow proposal. It records issues involving Security Definition leg-group structure and abbreviation, […]

This short proposal introduces a Trade Subtype value for a “Converted Swap”. CME’s use case allows a participant to tear up a vanilla OTC swap and […]

A taxonomy extension proposal designed to expand security classifications and stipulation enumerations. Adds numerous security types, trade-processing party roles and quote-status values needed by Tradeweb’s product […]

Renames the FIX specification’s “Other” section to Infrastructure and reorganises its contents into Common, Network and User Management categories. It also identifies an Application category for […]

This proposal adds application-level sequencing and selective recovery to FIX. Rather than treating every message on a session as one undifferentiated sequence, messages can be identified […]

Updates FIX representation of revised NYSE Rule 80A account-type indicators. For older FIX versions it changes the definitions of selected Rule80A values. For later versions it […]