EP141 FIA PTWG Trade Reporting Extensions
Various extensions of the trade reporting messages to support workflows between clearinghouses and clearing firms.
The list of extensions is as follows:
- Trade Splitting
- Trade Netting
- Indication of Offset or Onset
- MiFID Trade Price Conditions
- Allocation Gap Analysis Harmonization
- Allocation Amount Reporting
- Allocation Status Reporting
- Clearinghouse as a Trade Venue
- Trade and Allocation Quantities
- Execution Report Harmonization
- Strategy Link ID
- Position Report Harmonization
The extensions impact the standard FIX messages TradeCaptureReport, TradeCaptureReportAck and TradeCaptureReportRequest.
The following new component blocks are being added to one or more of these messages:
- TradeAllocAmtGrp – monetary amounts associated with allocated positions
- TradePriceConditionsGrp – price conditions associated with a trade that impact trade price
- TradeQtyGrp – quantities of the trade that have been processed and the type of processing that has occurred for that trade quantity
- TradePositionQty – position quantities associated with the trade
Update History
[Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated for the following changes: an update to the base FIX 5.0 SP2 (See 20131209 Errata Release Notes); an update to EP105 to correct an issue with incorrect coding of UndInstrmtGrp and InstrmtLegGrp components in the Repository; an error in EP106 was also corrected to resolve FIXML Schema validation issues with components assigned to incorrect component categories.
[Updated 2012-12-03] FIXML Schema and FIX Repository updated to resolve schema validation errors reported.
[Updated 2012-06-25] Update of repository and FIXML Schema due to correction of EP131.
[Updated 2012-06-18] Added ASBUILT document, FIXML Schema and FIX Repository.
