EP194 GFIS Pre-trade Indication Enhancements

This Extension Pack, initiated by the Global Fixed Income Subcommittee, introduces enhancements to support recent updates to the Cash Bond Best Practices including use of FIX 5.0 SP2 for pre-trade liquidity discovery workflows (Axes, Inventories and Runs) between the sell-side and buy-side. The specific areas of enhancement include:

• New RelativeValueGrp component within the IOI(35=6) and Quote(35=S) messages
• Enhanced IOI and Quote Qualifier
• Improved Trader and Desk Visibility

Update History

[Updated 2015-08-17] Revised the FIXML Schema and FIX Repository to reflect changes in EP161, EP169, EP170, EP187, EP190 and EP192.