This proposal formalises a way to carry an XML product description, primarily an FpML payload, alongside conventional FIX security identification. FIX 4.4 had overloaded SecurityID, and […]

Defines extensions to support snapshot synchronisation, recovery and replay of market-data feeds. Introduces application-level feed identifiers and sequence numbers, allows requesting missed ranges of messages, synchronises […]

Extends FIX market data for subordinate books, multiple lot types, variable book depth, trading-session events, authorisation, multiple price representations, trade details and customer-versus-principal sizes. It also […]

Defines public and private quote negotiation through an intermediary marketplace. It introduces public/private quote indication, respondent-type filtering, pre-trade anonymity, participant authorisation and minimum executable quantity. The […]

Defines a fuller continuous-quoting lifecycle for single and mass quotes. Key subjects include persistent quote and quote-message identifiers, acknowledgement levels, quote statuses, replenishment, cancellation scope, multiple-market-maker […]

Introduces a Settlement Obligation Report through which a central counterparty, institution or bilateral counterparty can report preliminary or final currency-payment obligations. Obligations may be reported gross […]

Adds dedicated rejection enumerations for prices outside current price-band criteria. The objective is to distinguish rejection caused by CME’s theoretical-value-based option price bands from other invalid-price […]

Extends Security Definition into a comprehensive electronic-trading reference-data framework. Introduces a SecurityTradingDefinition concept to model trading characteristics such as tick sizes, matching algorithms, book depth, market […]

Adds ExchangeSpecialInstructions as an optional free-format field at trade-report-side level. It carries exchange-supplied information for the buyer or seller, such as billing, trade or order-processing information. […]

Comprehensive MiFID implementation analysis covering pre-trade transparency, order handling, post-trade transparency and transaction reporting. Introduces participant-role modelling through Parties, execution-venue identification, post-trade reporting enhancements, report-originator attributes, […]

This document reviews the proposed Chinese STEP protocol against FIX 4.3 and FIX 4.4. It examines order entry, non-trading orders, designation or registration instructions, security status, […]

A comprehensive extension of the FIX trade-capture model for marketplace reporting and confirmation. It defines one-party, two-party and locked-in reporting, negotiated-trade workflows, trade amendment and cancellation, […]