June 19, 2017
Market data comprises various pieces of information including book data as well as status information. This gap analysis provides a number of extensions in this area […]
June 19, 2017
Set of extensions to the FIX specification to support OTC trading and clearing. These extensions focus on the processes used in trade submission, clearing and valuation […]
June 19, 2017
This extension adds support for two more registration numbers used to identify all types of organization in Australia. These are the Australian Company Number and the […]
June 19, 2017
Provision of an additional price value for positions that is the result of calculations for additional variation margin to address delivery and settlement risk. The price […]
June 19, 2017
This extension allows clearing members to submit Long Holdings for each long position so that long positions which have been carried for the longest time can […]
June 19, 2017
SLEDS, or Single Line Entry Differential Spreads, allow traders to submit an order to simultaneously buy and sell two futures contract months. SLEDS orders include a […]
June 19, 2017
This extension supports regulatory requirements such as FINRA Regulatory Notice 09-54 related to firms submitting non-tape reports. It also supports regulatory requirements related to customer orders […]
June 19, 2017
This extension allows a trading system connecting to the exchange to be identified on the level of the FIX engine as well as the application level […]
June 19, 2017
This extends the reporting capabilities of the Security Definition message. It enhances the capabilities of the Security Definition message to specify the number of legs in […]
June 19, 2017
This extension allows to optionally convey an exchange destination for the cancellation of orders. The ExecutionReport is extended contain the desired exchange destination as well as […]
June 19, 2017
This extension provides a standard, extensible way for throttle parameters to be communicated between the exchange/market and the messaging source. Exchanges and Markets are subject to […]
June 19, 2017
The Account Summary Report provides each Clearing Member with data related to margin for all instrument types and premium and cash settlements in addition to the […]
