FIX Protocol Extension Packs
The FIX Protocol is updated and extended constantly. Rather than releasing new FIX versions from time to time, the Protocol evolves through Extension Packs, each produced by the Global Technical Committee based on requirements from FIX’s working groups and members, and published immediately. The term “FIX Latest” stands for the most recent version of the Protocol up to and including the latest Extension Pack.
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EP112 FIF/FPL Market Center Transparency 1.33 MB 93 downloads 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 that...
EP111 OCC Extensions for Submission of SLEDs 1.43 MB 96 downloads 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 differential amount that relates the...
EP110 OCC Extensions for Long Holdings 1.31 MB 89 downloads 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 be selected for delivery first. Update History [Updated...
EP109 FIA PTWG Contingent Price for Positions 1.54 MB 88 downloads 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 is different from the settlement...
EP108 PartyIDSource Extensions for Australia 1.29 MB 116 downloads 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 Australian Registered Body Number. Update...
EP107 CME OTC Trading and Clearing Extensions 1.68 MB 396 downloads 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 of OTC and off-exchange trades. Update...
EP106 ISE Market Data Extensions 1.52 MB 124 downloads 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 to cover the requirements of the Internal...
EP105 Parties Reference Data Enhancements 1.57 MB 125 downloads December 19, 2011
A set of new messages for requesting and returning party details, relationships, and risk limits. Entitlement information (EP129) as well as the ability to define and maintain party details, entitlements...
EP104 Canadian Market Regulation Feed v2 1.29 MB 537 downloads October 2, 2009
This is the second extension submitted by the Investment Industry Regulatory Organization of Canada (IIROC) to further support real-time market surveillance to ensure that trading is carried out in accordance...
EP103 OCC Extensions for Large Options Positon Reporting 1.43 MB 99 downloads August 6, 2009
This extension supports NASD Rule 2860(b)(5) which requires member firms to file, or cause to be filed, reports for each account that has an aggregate position of 200 or more options contracts (whether...
EP102 FIA Margin Requirements 1.33 MB 112 downloads July 20, 2009
For the past two years, the FIA Post Trade Working Group (PTWG) has been meeting to come up with a comprehensive set of business processes, work flows and message flows supported by the major clearing...
EP101 IIROC Extensions 1.64 MB 101 downloads April 28, 2009
One of the functions of the Investment Industry Regulatory Organization of Canada (IIROC) is to conduct real-time market surveillance to ensure that trading is carried out in accordance with securities...
EP100 Thomson Reuters FX matching enhancements 1.36 MB 856 downloads April 28, 2009
Thomson Reuters is developing a new FIX interface into our automated Spot and Forwards Matching services. The interface is currently being developed using FIX version 5.0 SP1. One of the design requirements...
EP 99 LSE Matching Instructions 1.28 MB 119 downloads April 28, 2009
A Matching Instructions component block was added to the Order Entry, Order Modification and Trade Reporting messages. A Matching Instructions component block will allow more complex matching instructions...
EP 98 LSE FillsGroup Yield Extension 1.23 MB 157 downloads April 28, 2009
This extension describes the requirement for a Yield field to be added to the component for specific application in the Execution Report (35=8). The London Stock Exchange are looking at offering Bond trading...