This extension pack, initiated by Eurex Group, was generated in response to regulatory reporting of position for EMIR.
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EP197 CME Collateral Management Extensions
This extension pack, initiated by the Chicago Mercantile Exchange (CME), enhances support for multi-party collateral pledge maintenance.
EP198 Indicative Execution Extension
This extension pack, initiated by the EMEA Business Practices subcommittee enhances the protocol’s support for identification of executions arising from orders or quotes requiring a confirmation during continuous trading and auctions.
EP206 Clock Synchronization Datatype Enhancement
This extension pack, initiated by the FIX Clock Synchronization subgroup of the EMEA Regulatory Subcommittee, enhances the precision of time stamp data types with higher resolution and greater granularity in order to meet MIFID II and MiFIR regulatory reporting requirements.
EP205 Tick Size Pilot Retail Order Identification
This extension pack enhances the FIX Protocol with a method to identify orders as being retail in order to meet the SEC order for the Nation Market System (NMS) to implement a tick size pilot program by the US exchanges and FINRA, the pilot will commence on May 6th, 2016.
EP204 CommissionDataGrp Component Enhancement
This extension pack includes a new repeating CommissionDataGrp component which may be used as an alternative to the existing CommissionData component when multiple instances of commission or new commission attributes are needed.
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...
EP196 GPTWG Post-Trade Enhancements Phase 2
This extension pack, initiated by the Post-Trade Working Group (PTWG), includes additional values and new use of the field ClearedIndicator(1832) to support more points of reference in the clearing submission workflow, and additional tags for the MiscFees component to support unambiguous representation of market specific fees.
EP105 Parties Reference Data Enhancements
A set of new messages for requesting and returning party details, relationships, and risk limits. Entitlement information (EP129) as well as the ability to define and maintain party details, entitlements and risk limits are covered by separate extension proposals that have either already been approved or submitted to the GTC. Update History [Resolved 2015-08-17] The...
EP104 Canadian Market Regulation Feed v2
This is the second extension submitted by the Investment Industry Regulatory Organization of Canada (IIROC) to further support real-time market surveillance to ensure that trading is carried out in accordance with securities trading rules. One of the functions of the Investment Industry Regulatory Organization of Canada (IIROC) is to conduct real-time market surveillance to ensure...