EP195 Eurex Reference Data Extensions

This extension pack, initiated by Eurex, includes a number of extensions to the standard FIX reference data messages and components as well as a number of new components and a single new message, the MarketDataReport message.

FIX Specification Corrections

Corrections to the FIX Specification for EP105 and EP126 were applied in EP195. These included:

• EP126 – Corrected the enum description for QuoteStatus(297) = 15 (Cancelled due to crossed market).
• EP126 – Corrected the inadvertent change of the field reference of QuoteID(117) in the QuoteCancel(35=Z) message from “Required” to “Not Required”.
• EP105 – Corrected the field reference attribute for NoPartyDetailSubIDs(1694) to “NotRequired” in the PartyDetailSubGrp component