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This Extension Pack, initiated by the CME Group, introduces enhancements to support various implementations related to satisfying regulatory requirements of the Dodd-Frank Act and similar regulations in Europe and Canada. It addresses gaps and enhancements needed to the FIX standard relative to four broad areas: Provide collateral deposit management for member firms related to cleared...

This Extension Pack introduces a new set of Market Data Statistics messages that allow to request and report such information in a flexible manner. Update History [Updated 2015-08-17] Revised the FIXML Schema and FIX Repository to reflect changes in EP161, EP169, EP170, EP187 and EP190. [Updated 2014-12-13] Updated FIXML Schema and FIX Repository due to...

This Extension Pack introduces a number of minor revisions to the market data messages as proposed by the EUREX Group. Update History [Updated 2015-08-17] Revised the FIXML Schema and the FIX Repository to reflect changes in EP161, EP169, EP170 and EP187. Revised the ASBUILT, FIX Repository and FIXML schema as follows: Added the fields SettlPrice(730)...

This Extension Pack introduces new FIX messages to support the transfer of customers’ positions from the defaulting clearing firm to one or more target clearing firms as proposed by the Futures Industry Association’s Post-trade Working Group. Update History [Updated 2015-08-17] Revised the FIXML Schema and FIX Repository to reflect changes in EP161, EP169, EP170, and...

This Extension Pack introduces additional mass order management messages and several enhancements to order processing as proposed by the High Performance Working Group. Update History [Updated 2015-08-17] Revised the FIXML Schema and FIX Repository to reflect changes in EP161, EP169, EP170, and EP187. [Updated 2014-12-13] Revised FIXML Schema and FIX Repository due to correction of...

This Extension Pack provides very extensive new functionality in FIX to natively support the ability to fully express OTC derivatives for swaps data reporting meeting the requirements of the CFTC Part 43 and Part 45 rules. Phase 3 covers extensions to support Foreign Exchange. In addition to FX support, this proposal includes: a solution for...

This Extension Pack enhances the support of regulatory information on all order and quote related messages and the requirement to maintain instruments and free format text for compliance information in support of the German HFT Act. On 28 February 2013 the German Parliament adopted the High Frequency Trading Act (Hochfrequenzhandelsgesetz, HFT Act). The HFT Act...

This Extension Pack enhances quoting features to include additional support for reserve (also known as hidden or iceberg) and Axe quote functionality. To support the reserve functionality, a new field specifies the type of quote model being used in conjunction with TotalBidSize(1749) and TotalOfferSize(1750). The Extension Pack introduces a new formal term of Axe (or...

This Extension Pack enhances the entitlement capabilities in the message exchange between dealers and their clients. The Extension Pack includes new enumerations of the EntitlementStatus(1883) to provide an option to “defer” a decision on an entitlement request; the addition of a new field EntitlementSubType(2402) to be used in conjunction with EntitlementType(1775) to provide the ability...