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March 5, 2025

EP295 – Algo Certification Enhancements

This extension pack addresses Algo Certification gaps found with the introduction of EP292. Revision History April 5, 2025 SPEC-2868 Correct synopsis of component TestSystemModuleGrp
January 12, 2025

EP293 – Non-USD FX NDF Enhancements

This enhancement addresses the existing RateSource component gaps and clarifies the usage of the component for FX NDF fixings as the markets have evolved. Revision history […]
August 7, 2024

EP292 – Algo Certification

The FIX Algorithmic Trading Working Group members have developed this extension to support the algorithmic trading regulatory requirements in Europe as defined by MiFIR. The investment […]
July 17, 2024

EP291 – GPTWG Allocation Timestamps

This extension pack enhances the existing Allocations message set to support the SEC requirements for capturing timestamps. Revision History 12/9/2024 – SPEC-2807 – Correct field description […]
June 29, 2024

EP290 – FX Reject Code Enhancements

This extension pack includes the enhancements of reject codes to meet the Investment Association’s proposed categories to meet the requirements of the FX Global Code. Revision […]
June 24, 2024

EP289 – EU/UK Post-Trade Transparency

This extension pack includes a number of enhancements for equities post-trade transparency in the EU and UK that may also be useful in other jurisdictions.
June 10, 2024

EP288 – Security Risk Metrics

This extension pack introduces a new FIX message to publish option Greeks. Option Greeks provides a measure of risk of an option, factors which influence the […]
February 8, 2024

EP287 – Maturity Frequency

This extension pack addresses FIX Protocol requirements related to the maturity information provided for derivative instruments. It adds the capability to convey the frequency with which […]
January 8, 2024

EP285 – Average Pricing Enhancement

This extension pack includes enhanced support for average pricing with the ability to provide quantities (total, changed, remaining) for one or more virtual subgroups in addition […]
January 8, 2024

EP286 – Addendum to MMT v4.0 and v4.1

This extension pack includes support for MMT level 1: More granular Market Mechanisms (‘Hybrid System’ and ‘Any Other excluding Hybrid’) for market data messages and MMT […]
EP286 – Addendum to MMT v4.0 and v4.1
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