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FIX 5.0 Specification Service Pack 2 with 20131209 Errata

 

FIX 5.0 Service Pack 2 includes 19 Extension Packs, each of which enhances the current functionality delivered by FIX 5.0 SP1. The Extension Packs were created as a result of FIX community market-driven initiatives that have undergone a thorough public review process led by the FPL Global Technical Committee. The Committee continues to improve the specification process to ensure that FPL meets its goal of delivering appropriate messaging standard solutions for the rapidly changing financial markets.

Major enhancements provided by FIX 5.0 Service Pack 2 include:

  • New functionality to support market data stream assignments by price makers when prices are distributed via third party distribution channels (EP93)
  • Enhancements to support the trade capture requirements of the Commodity Futures Trading Commission (CFTC) (EP77)
  • Improvements to the delta position limit functionality offered by The Options Clearing Corporation (OCC) (EP79)
  • Enhancements for identifying NYMEX energy products and Unit of Measure (EP80)
  • Pre-trade, trade and post-trade enhancements to support the introduction of a FIX interface by the London Stock Exchange (EP78)
  • Enhancements to identify the standardised credit default swaps for clearing (EP83)
  • Enhancements to support Foreign Exchange non-deliverable forwards (EP82)
  • Exhancements to support exotic options products (EP92)

The Errata 20131209 contains adjustments to the FIX 5.0 Service Pack 2 Repository due to errors found in the base coding of the contents in the FIX Repository. These corrections have an impact on FIXML Schema users and implementers who incorporate the FIX Repository into their application development. This Errata does not change any content in the Specification documents. See the Errata release notes for more information.

The Errata 20110818 contains adjustments to the FIX 5.0 Service Pack 2 Specification document due to typographical errors or ambiguities, and rescinding of the Parties Reference Data messages. The nature and scope of these adjustments do not introduce new functionality or new messages. Unlike previous errata for previous releases of FIX, a set of new messages, Parties Reference Data, which was introduced in the original FIX 5.0 SP2 release has been rescinded. The rescindment of these messages has been reviewed and approved by the FIX Global Technical Committee Governance Board. A new set of redesigned Parties Reference Data messages was introduced as an enhancement to FIX 5.0 Service Pack 2 (see EP105 below). This FIX 5.0 Service Pack 2 with 20110818 Errata is considered the current version of the FIX 5.0 Service Pack 2 specification.

Implementers of FIX 5.0 Service Pack 2 should base their implementations on the latest errata release, referring to the FIX 5.0 Service Pack 2 Specification document with August 2011 Errata to ensure the most consistent implementation and clearest understanding of the FIX protocol.

Access to the Specification Documents


FIX Trading Community publishes the FIX Protocol specifications in Microsoft Word (".doc" or "DOC") and Portable Document Format (".pdf" or "PDF") formats. Any registered user of the FIX Trading Community website may access the PDF version. The Word version is accessible by FIX Trading Community members only. Registration is free. Site users must be logged in to access specifications in either format.

Specification

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FIX 5.0 SP2 Errata Release Notes

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Original FIX 5.0 SP2 Release Notes

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FIXML Schema

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Repository

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Extension Packs enhancing FIX 5.0 SP2

EP191 Deutsche Borse Market Data Statistics
18 November 2014
This Extension Pack introduces a new set of Market Data Statistics messages that allow to request and report such information in a flexible manner.

EP190 EUREX Market Data Extensions
7 August 2014
This Extension Pack introduces a number of minor revisions to the market data messages as proposed by the EUREX Group.
[UPDATED 2014-11-18]Changed category of MarketSegmentScopeGrp(ID=2198) to "Common" for valid FIXML

EP189 FIA PTWG Position Transfers
7 August 2014
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.

EP188 HPWG Application Level Optimization
7 August 2014
This Extension Pack introduces additional mass order management messages and several enhancements to order processing as proposed by the High Performance Working Group.

EP187 CFTC Part 43/45 Phase 3 - Foreign Exchange
7 August 2014
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.

EP186 MMT Flagging of OTC Trades
27 June 2014
This Extension Pack introduces a new field to facilitate an explicit distinction between automated and manual trades in support of sell-side’s requirements found in the Market Model Typology (MMT) version 2.2.

EP185 German HFT Act Extension
27 June 2014
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.

EP184 Quote Model Extension
27 June 2014
This Extension Pack enhances quoting features to include additional support for reserve (also known as hidden or iceberg) and Axe quote functionality.

EP183 Parties Entitlement Data
27 June 2014
This Extension Pack enhances the entitlement capabilities in the message exchange between dealers and their clients.

EP182 Matching Prime Broker Credit Administrator
27 June 2014
This Extension Pack enhances the PartyAction(35=DI) messages recently introduced in EP171 to support Prime Broker administrators’ functionality. This allows the prime brokers to programmatically manage trading activity performed by their clients.

EP181 European Trade Repository Reporting Extension
27 June 2014
This Extension Pack includes enhancements in addition to those of EP179 to meet the requirements of the European Market Information Regulation (EMIR) for all clearing houses, dealers and trade participants to report all derivative transactions to Trade Repositories.

EP180 SEF Credit Limits
27 June 2014
This extension pack enhances the existing credit models and introduce support for the new entity known as a Credit Hub, support the Swap Execution Facility (SEF) Auto Acceptance rule and provide capability for additional transparency on risk limits.

EP179 European Trade Repository Reporting
27 June 2014
This Extension Pack enhances the trade reporting capabilities to meet the requirements of the European Market Information Regulation (EMIR) for all clearing houses, dealers and trade participants to report all derivative transactions to Trade Repositories.

EP178 GTC Batch Header
28 January 2014
This Extension Pack enhances the FIX batching methods to be able to indicate whether the collection of messages contained in a batch form a complete picture. The Extension Pack introduces new optional attributes to the batch header to indicate whether the batch is an incremental update or a complete snapshot.
[UPDATED 2014-06-13] Revised abbreviated name for LegProtectionTermEventQualifier(41634), LegProvisionOptionExerciseStartDateAdjusted(40487) and CashSettlRecoveryFactor(40035).

EP177 CFTC Parts 43 - 45 Addendum
28 January 2014
This Extension Pack extends the support for CFTC Part 43 and 45 extensions to include support for the CFTC regulatory requirements regarding reporting of swaps to Swap Data Repositories in the United States.
[UPDATED 2014-05-13] Finalized Extension Pack proposal document, FIXML Schema and FIX Repository posted.

EP176 GFIC Regulatory Transaction Type Enhancement
28 January 2014
This Extension Pack provides the means to accommodate Dodd-Frank Act 17 part 37 which requires a distinction between required transactions and permitted transactions.
[UPDATED 2014-05-13] Finalized Extension Pack proposal document, FIXML Schema and FIX Repository posted.

EP175 GFIC Mid-Market Mark and USI Extensions
28 January 2014
This Extension Pack includes enhancements that are used to meet the requirements of swap dealers and major swap participants to provide counterparties with pre-trade mid-market marks. Additionally the proposal also adds the existing RegulatoryTradeIDGrp component to two existing messages.
[UPDATED 2014-05-13] Finalized Extension Pack proposal document, FIXML Schema and FIX Repository posted.

EP174 Benchmark Price Type Extension
28 January 2014
This Extension Pack enables the capability of disseminating interest rate values in market information.
[UPDATED 2014-05-13] Finalized Extension Pack proposal document, FIXML Schema and FIX Repository posted.

EP173 GFIC Parties Reference Data Enhancements
28 January 2014
This Extension Pack enhances the PartyEntitlement set of messages to accommodate an entitlement workflow model that involves a 3rd party, e.g. an execution venue.
[UPDATED 2014-05-13] Finalized Extension Pack proposal document, FIXML Schema and FIX Repository posted.

EP172 Post-trade Credit Check Enhancement
28 January 2014
This Extension Pack defines enhancements and message flows for credit limit checks that occur post-trade. The Extension Pack supports CFTC Regulation 1.74 which requires FCMs to coordinate with each derivatives clearing organization (DCO) to allow the FCM or the DCO to accept or reject each trade submitted to the DCO as quickly as would be technologically practicable if automated systems were used. This Extension Pack enables the distinction between trades that have satisfied a limit or rule and trades that require a positive or negative response from the clearing firm. Additionally, following approval or rejection, this extension enables the clearing house to report the cause for the approval or rejection.
[UPDATED 2014-05-13] Finalized Extension Pack proposal document, FIXML Schema and FIX Repository posted.

EP171 CFTC Rule 1.73 Pre-trade Credit Check
28 January 2014
This Extension Pack enhances the pre-trade credit limit check workflows between customers, dealers, clearing members, execution venues (such as swaps execution facilities or SEFs), and the clearinghouse. This work is a response to a regulatory requirement detailed in the CFTC's Rule 1.73 for Dodd-Frank Act and was developed by the Messaging Sub-Group of the FIA/ISDA Joint Working Group.
[UPDATED 2014-05-13] Finalized Extension Pack proposal document, FIXML Schema and FIX Repository posted.

EP170 BSWG Equities Post-trade Allocation Enhancements
28 January 2014
This Extension Pack enhances the AllocationInstruction message based on gaps identified as a result of the BSWG's Post-trade Allocation Guidelines for Equities.
[UPDATED 2014-05-13] Finalized Extension Pack proposal document, FIXML Schema and FIX Repository posted.

EP169 CFTC Part 43/45 Phase 2 - Commodity Swaps
16 January 2014
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 2 covers extensions to support Commodity Swaps and Swaptions of IRS, CDS and Commodity Swaps.
[UPDATED 2014-06-13] Revised abbreviated name for LegProtectionTermEventQualifier(41634) and thus FIXML name.

EP168 GFIC Quote Negotiation Method and Workup Auctions Extensions
25 April 2013
This Extension Pack enhances existing quote/negotiation message flows to allow for specifying a negotiation method that is needed negotiation of fixed income securities. Additional enhancements are also made to allow for the specification of workup (private and public phases) auctions that is commonly found on inter-dealer fixed income trading platforms.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 EP106, EP162 and EP168.

EP167 AttachmentGrp Proposal
25 April 2013
This Extension Pack introduces a new repeating group component that would allow for including "attachment" file(s) to the FIX message, supporting different attachment media types.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 EP106 and EP162.

EP166 Stop Order Types Extensions
25 April 2013
This Extension Pack is in response to new SEC requirements approved in SR-FINRA-2012-026, a rule change relating to the handling of stop and stop limit orders. Two new order types have been added to meet this SEC rule.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 EP106 and EP162.

EP165 FIA PTWG CDS Trade Netting, and Credit & Succession Enhancements
25 April 2013
[Updated] This Extension Pack provides enhancements to address clearinghouse netting of CDS trades for the same instrument into single trades for keeping positions need to account for the termination of the original cleared trades, in addition to the creation of netted trades, each with a unique USI assigned by the clearinghouse. This EP addresses specifically the ability to accommodate terminated trades in the netting process as well as a method to reference a Unique Swaps Identifier(USI) as part credit events associated with the life cycle of a CDS trade.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 EP106 and EP162.

EP164 IIROC Short Sale Amendments
25 April 2013
This Extension Pack provides extensions to FIX to support the regulatory reporting requirements of the Investment Industry Regulatory Organization of Canada (IIROC), specifically addressing the Canadian Univeral Market Integrity Rules (UMIR) regarding short sales.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 EP106 and EP162.

EP163 Market Model Topology (MMT) Extensions
27 February 2013
This Extension Pack provides enhancements to FIX to support the MMT requirements established by the FESE for data consolidation.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 EP106 and EP162.

EP162 CFTC Part 39 Reporting Extensions
27 February 2013
This Extension Pack provides enhancements to the AccountSummaryReport and Position management messages to meet CFTC Part 39 end of day reporting requirements.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 EP106 and EP162.

EP161 CFTC Parts 43/45 Phase 1 - Credit Default and Interest Rate Swaps
27 February 2013
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 1 covers extensions to support Credit Default Swaps and Interest Rate Swaps.
[UPDATED 2014-06-13] Corrected the abbreviations and XML names for LegProvisionOptionExerciseStartDateAdjusted(40487) and CashSettlRecoveryFactor(40035).

EP160 SecurityList Extensions
10 December 2012
This Extension Pack provides enhancements to the SecurityList(35=y) message to support the Options Clearing Corp.'s requirements to provide theoretical profit and loss data to their customers.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP159 GFIC Multi-Dealer Quote Contribution and Negotiation Extensions
17 September 2012
This Extension Pack provides further enhancements to the quote and negotiation work flows as a result of the Global Fixed Income Committee's work on best practices for using FIX for CDS and IRS electronic trading.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP158 SecurityIDSource Extension
17 September 2012
This Extension Pack provides a new SecurityIDSource(22) value to support Bloomberg's Open Symbology (BSYM) values for security identifiers.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP157 Legally Segregated Operationally Commingled (LSOC) Extension
3 September 2012
Section 724(a) of the Dodd-Frank Act inserted a new section 4d(f) to the Commodity Exchange Act (ACE), which requires the segregation of cleared swaps, and associated collateral, pertaining to customers. This is referred to as the Legally Segregated Operationally Commingled (LSOC) Model (also known as the Complete Legal Segregation Model). This extension pack provides the ability for Futures Commission Merchants (FCMs) to report to clearing organizatons the information required to meet LSOC reporting obligations. The AccountSummaryReport message has been enhanced for this purpose.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP156 Legal Entity Identifier (LEI) Extension
27 July 2012
This extension provides a new PartyIDSource(447) to specify the new Legal Entity Identifier or LEI (ISO 17442) as an ID source scheme for identifying parties.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP155 Customer Gross Margin Reporting Extensions
22 July 2012
A new CFTC reporting requirement called Customer Gross Margining (CGM), CFTC Regulation 39.13(g)(8)(i), will require a significant change in how DCOs calculate performance bond (initial margin) requirements for customer positions. DCOs will be required to set minimum performance bond levels as the sum of requirements calculated for each individual customer account. This extension adds new enumerations to the PartyRole(452), PartySubIDType(803) and AdjustmentType(718).
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP154 Weight Units of Measure Extensions
22 July 2012
Additional Unit of Measure enumerations to support trading in gross tons and kilograms.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP153 Position Maintenance Report Enhancements
25 June 2012
Add-on to EP140 to correct anomalies.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP152 CME Energy Units of Measure
25 June 2012
Additional unit of measure enumerations to support trading using metric volume measurements, which are useful for energy trading.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP151 OCC Position Quantity Type Extension
25 June 2012
Addition of two valid values for position quantity types related to expiry and exercises.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP150 FIA PTWG Trade Match Report
25 June 2012
New messages to convey complete match events from an exchange to a CCP. A match event is a single matching engine transaction comprising multiple instruments (simple and complex), multiple counterparties, and multiple trade prices (outright and implied).
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP149 Order Reject Reason Extension for Risk Management
25 June 2012
New value to OrdRejReason(103) to indicate that the order has generated an algorithmic risk management event.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP148 OCC Position Maintenance Report Extension
25 June 2012
Extension of input source information on Position Maintenance Reports to distinguish requests from programmable and interactive (GUI) interfaces.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP147 CFTC Large Trader Reporting Extensions II
25 June 2012
Add-on to EP140.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP146 Parties Reference Data Transactions
25 June 2012
Further extension to EP105, EP128, and EP129 to support transactional flow for party detail, risk limits and entitlements.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP145 GFIC LegSecurityXML Proposal
25 June 2012
Extension of instrument attributes to support the industry initiative to accelerate the adoption of FIX for Fixed Income.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP144 HKEx Quote Extensions
25 June 2012
Extensions to the tradable quote model to support the separate identification of quote sides by the quote issuer.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP143 GFIC Quote Acknowledgement Proposal
25 June 2012
Extension of quoting message flows to support the industry initiative to accelerate the adoption of FIX for Fixed Income.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP142 FIA PTWG Related Trades and Positions
25 June 2012
Extensions to support explicit relationships between trades and positions in the corresponding messages.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP141 FIA PTWG Trade Reporting Extensions
25 June 2012
Various extensions of the trade reporting messages to support workflows between clearinghouses and clearing firms.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP140 CFTC Large Trader Reporting Extensions
25 June 2012
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).
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP139 BVMF Identification of Originating Market
25 June 2012
Additional party role to identify the originating market of an order.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP138 CME Securities Reference Data Extensions
25 June 2012
Additional securities reference data attributes used to define or describe derivatives.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP137 CME Environment and Electrical Units of Measure
25 June 2012
Additional Unit of Measure enumerations to support environmental trading and electrical capacity trading.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP136 HKEx Post-Trade Extensions
25 June 2012
Minor extensions of post-trade fields and messages related to clearing instructions, trade handling instructions and trade report rejection reasons for invalid prices.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP135 OATS for NMS Stocks
25 June 2012
Various extensions to support FINRA’s proposed rule change SR-FINRA-2010-044 to expand the OATS Rules to all NMS stocks.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP134 HKEx Trade Extensions
25 June 2012
Extension of order messages to support additional price checks and extension of order and trade messages with explicit fields to convey rejection information.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP133 FIA Execution Source Code Gap Analysis
25 June 2012
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.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP132 GFIC TriPartyRepo Gap Analysis
25 June 2012
Minor extensions to support the U.S. tri-party repo market and close gaps identified by the GFIC in reviewing the results of the U.S. Tri-Party Repo Infrastructure Reform Task Force.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP131 ISE Order Handling Extensions
25 June 2012
Numerous extensions in the area of single leg, multi-leg and cross order handling to cover the requirements of equity options exchanges in the US.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP130 HKEx Pre-Trade Extensions
30 May 2012
Minor extensions for trading session state changes, base trading rules, tick tables and test/dummy instruments.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP129 Party Entitlements
30 May 2012
Extension of Parties Reference Data (see EP105) to entitlement information.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP128 Risk Limit Extensions
30 May 2012
Extension of Party Risk Limit messages introduced with EP105, mainly to support the definition of risk limits and to be able to convey current risk exposure.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP127 Specific Lot Allocation Proposal
30 May 2012
Ability to transmit instructions for specific-lot allocations. Specific-lot trade allocations are a key benefit provided by Wealth Managers who provide advisory services to retail customers.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP126 NGM Tradeable Quotes Extension
30 May 2012
Various extensions to the quote messages to cover total quote quantity, marketplace assigned quote identifiers, quote status for traded (and removed) quotes, initially tradeable quotes and a request to confirm a quote.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP125 NGM Order and Quote Handling Extension
30 May 2012
Ability to convey the order priority for orders and quotes on the private/trading session (i.e. in Execution Report and Quote Status Report).
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP124 NGM Logon Extension
12 January 2012
Support for the session initiator to reset the MsgSeqNum in the Logon message (not only as part of 24-hour connectivity). The Logout message is extended with error codes to convey that the session state is corrupt and a recovery can be initiated.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP123 BMV Short Sale Minimum Price Extension
12 January 2012
New peg price type to allow short sell peg price orders to comply with the SEC uptick rule.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP122 CME Unit of Measure Extensions
12 January 2012
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.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP121 SEC Short Sale Exemption Reasons
12 January 2012
This extension covers part of the SEC amendments for Regulation SHO to place further restrictions on short selling. See also EP120.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP120 SEC Short Sale Restrictions
11 January 2012
This extension covers part of the SEC amendments for Regulation SHO to place further restrictions on short selling. See also EP121.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP119 GDC Security Definition and Trade Price Extensions for CDS
11 January 2012
Uniform instrument definition and price specification of Credit Default Swaps, in particular for the TradeCaptureReport message to be used in CDS “OTC Clearing” processes.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP118 FIA PTWG Allocation Extensions
27 December 2011
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.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP117 FIA PTWG Account Summary Report
20 December 2011
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.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP116 Message Throttle Parameters
6 December 2011
This extension provides a standard, extensible way for throttle parameters to be communicated between the exchange/market and the messaging source.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP115 Deutsche Boerse Order Handling Extensions
6 December 2011
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.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP114 CME Security Definition and Trade Sub-Type Extensions
6 December 2011
This extends the reporting capabilities of the Security Definition message.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP113 CME Trading System Identification
6 December 2011
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.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP112 FIF/FPL Market Center Transparency
6 December 2011
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 be identified.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP111 OCC Extensions for Submission of SLEDs
6 December 2011
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.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP110 OCC Extensions for Long Holdings
6 December 2011
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.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP109 FIA PTWG Contingent Price for Positions
6 December 2011
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.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP108 PartyIDSource Extensions for Australia
6 December 2011
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.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP107 CME OTC Trading and Clearing Extensions
6 December 2011
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.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP106 ISE Market Data Extensions
6 December 2011
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.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2, EP105 and EP106.

EP105 Parties Reference Data Enhancements
6 December 2011
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.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2 and EP105.

EP104 Canadian Market Regulation Feed v2
21 November 2011
his 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.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2.

EP103 OCC Extensions for Large Options Positon Reporting
21 November 2011
This extension supports NASD Rule 2860(b)(5) which requires member firms to file, or cause to be filed, reports for each account that has an aggregate position of 200 or more options contracts (whether long or short) on the same side of the market covering the same side of the market covering the same underlying security or index. These reports are referred to as LOPRs.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2.

EP102 FIA Margin Requirements
21 November 2011
For the past two years, the FIA Post Trade Working Group (PTWG) has been meeting to come up with a comprehensive set of business processes, work flows and message flows supported by the major clearing entities in Europe and the United States. The effort started by identifying all the business processes supported by CCPs in Europe and US today. The effort is been coordinated by the FIA.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2.

EP101 IIROC Extensions
4 October 2011
One of the functions of the Investment Industry Regulatory Organization of Canada (IIROC) is to conduct real-time market surveillance to ensure that trading is carried out in accordance with securities trading rules. To facilitate this task, IIROC requires each market to provide real-time market transaction data to its market surveillance system – otherwise referred to as a “market regulation feed”. To help accommodate this requirement, IIROC is in the process of developing a FIX Market Regulation Feed Specification. It is envisioned that the specification will be used by the markets to update and configure their respective FIX engines.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2.

EP100 Thomson Reuters FX matching enhancements
4 October 2011
Thomson Reuters is developing a new FIX interface into our automated Spot and Forwards Matching services. The interface is currently being developed using FIX version 5.0 SP1. One of the design requirements for the interface is to utilize existing FIX v5.0 tag definitions wherever possible (e.g. there is a strong desire to minimize the usage of custom tags). This gap analysis is intended to highlight functional areas where, as of the date of this writing, we have been unable to map our existing FX Matching business messaging requirements directly into the FIX v5.0 SP1 specification.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2.

EP99 LSE Matching Instructions
4 October 2011
A Matching Instructions component block was added to the Order Entry, Order Modification and Trade Reporting messages. A Matching Instructions component block will allow more complex matching instructions to be added to an Order than is currently possible using the ExecInst (18) field.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2.

EP98 LSE FillsGroup Yield Extension
4 October 2011
This extension describes the requirement for a Yield field to be added to the component for specific application in the Execution Report (35=8). The London Stock Exchange are looking at offering Bond trading and will be using the block of the Execution Report to carry multiple bond trade fills therefore a Yield field at the level is required to meet business need.
[UPDATED 2013-12-09] Updated FIXML Schema and FIX Repository due to updates to resolve issues found in the base FIX 5.0 SP2.