A second-phase extension concentrating on position effects, order restrictions, additional time-in-force values and use of OrderRestrictions within Quote Response. On the trade side it covers deferred […]

This proposal defines FIX support for linked or contingent orders. It covers One Cancels the Other, One Triggers the Other and One Updates the Other, including […]

Enhances FIX’s representation of predefined, user-defined securitised and user-defined non-securitised multileg strategies. The proposal adds multileg model and pricing-method information, delta-neutral and other neutral-execution instructions, volatility […]

This is the broadest Batch 3 proposal. It addresses exchange and ECN order routing, market data, security identification, order identifiers, bundled execution reporting, pre-allocation instructions, automatic […]

This proposal extends LastLiquidityInd(851), which indicates whether a trade added or removed market liquidity. The document explains that neither the earlier custom field nor LastLiquidityInd included […]

Combines exchange logon/logoff requirements, unsolicited user notification, information-security changes and FIXT.1.1 application-version errata. It adds password-change and session-status capabilities to Logon and Logout, proposes an unsolicited […]

This proposal extends Trade Capture Report and Trade Capture Report Acknowledgement for privately negotiated block trades submitted as multileg option strategies. Because an option leg may […]

This proposal supports CME standardised interest-rate swaps. The contracts preserve financial characteristics of OTC swaps while adding central clearing, daily margining, netting, consolidated collateral management and […]

This proposal gives FIX an explicit model for markets, market segments and their trading rules. It distinguishes a marketplace from segments such as wholesale versus retail, […]

This is a comprehensive product-reference proposal for listed derivatives. It defines how exchanges and clearing entities can distribute instrument definitions and relationships for futures, options on […]

This proposal adds optional option-model inputs to an Execution Report Fill Notice. Professional options traders require the underlying price, strike, put/call status, volatility, risk-free rate, time […]

Adds RefreshIndicator to Market Data Snapshot / Full Refresh so recipients can distinguish routine scrolling snapshots from mandatory recovery snapshots. A routine snapshot may be ignored […]