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Extensions to support explicit relationships between trades and positions in the corresponding messages. This extension allows to express various types of relationships between transactions, supporting diverse business flows, without making changes to the current FIX semantics. A trade to identify one or more related trades A position to identify one or more related trades A...

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...

Extensions of the standard FIX PositionReport message to support large trader reporting rules for physical commodity swaps and swaptions published by the Commodity Futures Trading Commission on July 22, 2011 (76 FR 43851). The reporting rules became effective on September 20, 2011 and are codified in new Part 20 of the Commission’s regulations. The reporting...

Additional party role to identify the originating market of an order. Marketplaces may receive orders routed from other related markets. The extension allows to preserve the original market, e.g. to permit the appropriate tax calculation. Update History [Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated for the following changes: an update...

Additional securities reference data attributes used to define or describe derivatives. First and Last Notice Dates – This is used for deliverable futures. Tick Rule Types – New type of tick rule and new fields for settlement price increments. Negative Settlement Price Indicator – Indication if a contract can settle at a negative price. Negative...

Additional Unit of Measure enumerations to support environmental trading and electrical capacity trading. 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...

Minor extensions of post-trade fields and messages related to clearing instructions, trade handling instructions and trade report rejection reasons for invalid prices. 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...

Various extensions to support FINRA’s proposed rule change SR-FINRA-2010-044 to expand the OATS Rules to all NMS stocks. 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...

Extension of order messages to support additional price checks and extension of order and trade messages with explicit fields to convey rejection information. 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...

Ability for firms to communicate execution source information (e.g. phone orders, desk orders, algorithmic orders) end-to-end, from execution through clearing and settlement. The Futures Industry Association has defined a list of execution source codes in the document “FIA Voice and Direct Identifier” dated November 23, 2010 for use in FIA’s EGUS system which stores and...