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General framework for expressing a unit of measure that can represent any amount of any currency. Additionally, it adds support for several new units of measure such as Board Feet and Index Points to describe other derivatives contracts. Update History [Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated for the following...

This extension covers part of the SEC amendments for Regulation SHO to place further restrictions on short selling. See also EP120. Since the SEC amendment provides exemptions to the rule (broker/dealers may submit “short exempt” orders under certain conditions), it is necessary to enhance FIX messages during the trade lifecycle. In particular, a FIX order...

This extension covers part of the SEC amendments for Regulation SHO to place further restrictions on short selling. See also EP121. The rules create a “Circuit Breaker” which changes the trading behavior for a security. FIX is utilized in pre-trade dissemination of securities reference data and market data; it follows that FIX needs a method...

Uniform instrument definition and price specification of Credit Default Swaps, in particular for the TradeCaptureReport message to be used in CDS “OTC Clearing” processes. Addresses enhancing the capabilities of the Instrument component block to specify the type of CDS reference obligation and new SecurityIDSource enumeration values for Markit RED codes. For TradeCaptureReport, ExecutionReport, NewOrderSingle and...

This significant extension mainly addresses the allocation (give-up/take-up) workflows between clearinghouses and clearing firms. It also covers average price grouping of trades. In addition to extensions of messages and fields, recommended workflows and state change models for allocations are provided. This includes new, explicit PartyRole values for Give-up Trading Firm, Give-up Clearing Firm, Take-up Trading...

The Account Summary Report provides each Clearing Member with data related to margin for all instrument types and premium and cash settlements in addition to the Clearing Member’s clearing fund account detail. The Account Summary Report is provided by the CCP to its Clearing Members on a daily basis. It contains margin, settlement, collateral and...

This extension provides a standard, extensible way for throttle parameters to be communicated between the exchange/market and the messaging source. Exchanges and Markets are subject to large spikes in volume from various Direct Market Access (DMA) sources including ALGOs, Smart Order Routers and other concentrators of order/quoting flow. These spikes in flow can cause the...

This extension allows to optionally convey an exchange destination for the cancellation of orders. The ExecutionReport is extended contain the desired exchange destination as well as the initial display quantity for a reserve order on an optional basis. Update History [Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated for the following...

This extends the reporting capabilities of the Security Definition message. It enhances the capabilities of the Security Definition message to specify the number of legs in a multi-leg instrument, the reason for rejecting a SecurityDefinitionRequest, a new unit of measure for carbon emissions, a new SecurityTradingStatus of No-Cancel, and a new TrdSubType for reporting OTC...

This extension allows a trading system connecting to the exchange to be identified on the level of the FIX engine as well as the application level as part of the Logon message. 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...