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This extension supports regulatory requirements such as FINRA Regulatory Notice 09-54 related to firms submitting non-tape reports. It also supports regulatory requirements related to customer orders that may not be traded at a given market whenever there is a better price at another market. These requirements have in common that other market centers have to...

SLEDS, or Single Line Entry Differential Spreads, allow traders to submit an order to simultaneously buy and sell two futures contract months. SLEDS orders include a differential amount that relates the front leg to the back leg. The extension includes alternate trade prices for clearing on the root as well as the side level of...

This extension allows clearing members to submit Long Holdings for each long position so that long positions which have been carried for the longest time can be selected for delivery first. 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...

Provision of an additional price value for positions that is the result of calculations for additional variation margin to address delivery and settlement risk. The price is different from the settlement price, in that this price is risk adjusted. The price is considered contingent. Update History [Updated 2013-12-09] The FIXML Schema and FIX Repository files...

This extension adds support for two more registration numbers used to identify all types of organization in Australia. These are the Australian Company Number and the Australian Registered Body Number. 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...

Set of extensions to the FIX specification to support OTC trading and clearing. These extensions focus on the processes used in trade submission, clearing and valuation of OTC and off-exchange trades. 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...

Market data comprises various pieces of information including book data as well as status information. This gap analysis provides a number of extensions in this area to cover the requirements of the Internal Securities Exchange (ISE), one of the major equity options exchanges in the US. New messages (SecurityMassStatus, SecurityMassStatusRequest) and fields have been added...

This Extension Pack supports best practices as determined by the Global Post-trade Working Group.

This Extension Pack supports setting risk limits including enabling unsolicited publication of the PartyRiskLimitsReport(35=CM) message, a new field PartyRiskLimitStatus, and the addition of new RiskLimitType(1530) values.