The following list contains all extension packs published after the release of FIX Version 5.0 Service Pack 2. The “size” information is intended to give an orientation as to the impact of an EP. This is primarily driven by the amount of new messages, fields and values but may also be due to business relevance.
| EP | Title | Size | Description |
|---|---|---|---|
| EP098 | FillsGrp Yield Extension | XS | Yield information for partial fills conveyed with the FillsGrp component |
| EP099 | Matching Instructions | S | New component to convey one or more instructions to allow or deny matching based on tags and values. |
| EP100 | FX Spot and Forward Swaps Matching | M | Additional types of contingency orders, triggering instructions, price types for FX, duration of order exposure. New component to convey various types of limit amounts, e.g. credit limits. |
| EP101 | Canadian Market Regulation Feed | M | Additional types of cross orders, order categories, execution instructions, restatement reasons, account types, regulatory timestamps, instrument attributes, trade types. |
| EP102 | Margin Requirements | L | New messages to convey margin requirements and related inquiries. |
| EP103 | Large Options Positions Reporting | M | New repeating group RelatedInstrumentGrp to convey one or more securities related to the main instrument of the message, e.g. a hedging instrument. Support for covered short quantities, additional position types, additional party roles, party address information, (foreign) tax ID as new source for party identifiers. |
| EP104 | IIROC Market Regulation Feed | M | Support for market maker participation in a security, identification of opening trades, unsolicited order cancellations due to a trade price violation or due to a cross imbalance. |
| EP105 | Parties Reference Data | XXL | New messages and components to support the request for and the distribution of reference data for parties, accounts and risk limits. Addition of qualifiers for party roles to add more granularities to selected roles. Inline component reference enhancement for the FIXML Technical Standard. |
| EP106 | Market Data Extensions | L | New messages to support mass status information for securities, specifically options. Additional market data entry types for market order quantities (bid and offer). |
| EP107 | OTC Trading and Clearing Extensions | M | Set of extensions to support OTC trading and clearing with a focus on the processes used in trade submission, clearing and valuation of OTC and off-exchange trades. New repeating group SecurityClassificationGrp to support classification of products. |
| EP108 | New PartyIDSource values for Australia | XXS | Australian Company Number and Australian Registered Body Number. |
| EP109 | Contingent Price | XXS | Risk adjusted price used to calculate variation margin on a position. |
| EP110 | Long Holdings | XXS | Long holdings as additional type of position transaction |
| EP111 | Submission of SLEDS | XS | Alternate price for clearing if it differs from execution price. |
| EP112 | Market Center Transparency | XXS | Additional party roles for (related) reporting market centers and away markets. |
| EP113 | Trading System Identification | XS | Support for identification of FIX engine and application system during logon. Note: This extension only applies to the FIX Session Layer. |
| EP114 | Security Definition and TradeSubType | XS | Reasons for the rejection of security definitions, new unit of measure for Climate Reserve Tonnes, new trade sub-type for auctions. |
| EP115 | Order Handling Extensions | XS | Addition of exchange destination information to execution notifications and cancel requests/rejects. Initial display quantity of reserve orders. |
| EP116 | Message Throttle Parameters | L | Support for throttle mechanisms that provide a method of slowing down messages, rejecting messages or disconnecting sessions above a certain rate of messages. |
| EP117 | Account Summary Reporting | M | Report with margin, settlement, collateral and pay/collect data for each clearing firm level account type. |
| EP118 | Clearing House Allocation Workflows | L | Automation of Average Pricing mechanisms, support for clearing give-ups and reversals under different allocation models (1:1, 1:n) and process models (2-party, 3-party, 4-party). |
| EP119 | Instrument Definition and Trade Prices for CDS | S | Support for uniform security definitions and price specifications of Credit Default Swaps (CDS), in particular for the OTC clearing process. |
| EP120 | SEC Short Sale Restrictions | XXS | Instrument attribute to indicate restrictions applicable to short selling of a security. |
| EP121 | SEC Short Sale Exemption Reason Code | XS | Ability to convey information regarding the reason for an exemption to short selling. |
| EP122 | Unit of Measure | S | Generalization of units of measure for currencies and a few additional units, e.g. index points. |
| EP123 | Short Sale Minimum Price | XS | Support for Short Sale Minimum Price (SSMP), including pegging of orders to SSMP. |
| EP124 | Logon | XS | Message recovery, e.g. detection of mismatching sequence numbers at logon. Note: This extension only applies to the FIX Session Layer. |
| EP125 | Order and Quote Handling | S | Mapping of orders and quotes to market data entries. Bid/offer quote identifiers. |
| EP126 | Tradeable Quotes | M | Total bid and offer sizes (quote entry versus quote modification model). Initially tradeable quotes. Quote status “traded (and removed)”. |
| EP127 | Specific Lot Allocation | S | Ability to transmit instructions identifying specific-lots for trade allocations. |
| EP128 | Risk limits | XL | Risk limit definitions, utilization monitoring and granular risk limit actions. |
| EP129 | Entitlements | XL | New messages and components to support the request for and the distribution of entitlement reference data for parties. |
| EP130 | Pre-Trade | XS | Additional reference data information for trading sessions of exchanges. Standard identification of test and dummy instruments, e.g. for business continuity testing. |
| EP131 | Order Handling | L | Multiple extensions in the area of single leg, multileg and cross order handling to cover the requirements of equity options trading in the US. |
| EP132 | US Tri-Party Repo Task Force | M | Message flows for staged orders and voiced trades; post-allocation messaging with clearing agent and investor. Support for event periods and variance of traded quantity. |
| EP133 | FIA Execution Source Code | XS | FIA execution source codes as additional order handling instructions. Support in allocation messages. |
| EP134 | Trade | XS | Price and notional value checks. Generic reject text in order/quote messages. |
| EP135 | OATS for NMS Stocks | S | Support for the expansion of OATS Rules to all NMS stocks (SR-FINRA-2010-044). |
| EP136 | Post-Trade | XS | Support for regulatory reporting in Hong Kong, e.g. one party reporting. |
| EP137 | Environment and Electrical Units of Measure | XS | Units of measure for environmental offsets and credits as well as for various electrical units beyond just MWh. Delivery times as additional events. |
| EP138 | Securities Reference Data | S | New securities reference data used to define or describe derivatives, e.g. notice dates, tick rules in spreads, negative settlement / strike price indicator. |
| EP139 | Originating Market | XXS | Inverse of an away market. |
| EP140 | Large Trader Reporting for Commodities Swaps | L | Support for CFTC rules for large trader reporting of physical commodity swaps and swaptions (76 FR 43851). |
| EP141 | Trade Reporting | XL | Support for various business processes supported by CCPs in Europe and US, for example trade splitting, trade netting, trade price conditions. Harmonization of trade reporting capabilities across execution, allocation, trade capture and position reports. |
| EP142 | Related Trades and Positions | L | Standard general mechanism for trades to identify related trades or related positions and positions to identify related trades. |
| EP143 | Quote Acknowledgements | M | New message QuoteAck(35=CW) as response to a quote submission or cancellation. |
| EP144 | Quote extensions | S | Identifiers for bid and offer side. Support for price and notional value checks. |
| EP145 | Instrument XML Definitions | XS | New components to convey an XML definition of an instrument leg or underlying instrument. |
| EP146 | Parties Reference Data Transactions | XL | New messages to support transactions on parties reference data, including entitlements. |
| EP147 | Large Trader Reporting for Commodities Swaps II | XXS | Separate unit of measure fields for settlement prices. |
| EP148 | Position Maintenance Report | XXS | Source of request for the dissemination of PositionMaintenanceReport(35=AM) messages. |
| EP149 | Order Reject Reason | XXS | Additional order reject reason related to risk management thresholds. |
| EP150 | Trade Match Report | L | New message TradeMatchReport(35=DC) for the submission of complex match events from an exchange to a clearing house in a single message. |
| EP151 | Position Quantity Types | XXS | Additional position quantity types related to exercises and assignments. |
| EP152 | Energy Units of Measure | XXS | Additional units of measure (metric volume, heat energy) for energy trading. |
| EP153 | Position Maintenance Report | XXS | Change PosMaintStatus(722) and PositionQty component from required to optional. |
| EP154 | Weight Units of Measure | XXS | Additional units of measure (gross tons, kilograms). |
| EP155 | Customer Gross Margin Reporting | XXS | Additional party roles for new account types (margin, collateral asset) and party sub ID types for PartyRole(452) = 24 (Customer Account) and 38 (Position Account). |
| EP156 | Legal Entity Identifier ISO 17442 | XXS | Additional PartyIDSource(447) for LEI codes. |
| EP157 | LSOC Reporting | XS | Support for the Legally Segregated Operationally Commingled (LSOC) Model (haircut indicator and guarantee fund for customer accounts). |
| EP158 | Security ID Source | XXS | Bloomberg Open Symbology (BBGID) as additional source for security identifiers. |
| EP159 | Multi-Dealer Quote Contribution and Negotiation | S | Support for timer concepts in fixed income trading of cash bonds. Support of multi-dealer quote environments. |
| EP160 | Security List | S | Support for Risk Based Haircut (RBH) methodology to compute capital charges. |
| EP161 | CFTC Part 43 & 45 Reporting – Credits and Rates | XXL | Support for Dodd-Frank Act’s 17 CFR Part 43 & 45 to report all swap transactions to Swap Data Repositories (SDRs) and SDRs to disseminate real-time information on swap transactions to the public. |
| EP162 | CFTC Part 39 Reporting | M | Enhancements to the AccountSummaryReport(35=CQ) and position management messages to meet CFTC Part 39 end of day reporting requirements. |
| EP163 | Market Model Typology Coverage | M | Support for the MMT standard developed by exchanges, MTF’s, market data vendors and trade reporting venues as a means of standardizing post-trade data reporting. |
| EP164 | Short Selling | XS | Enhancements in the context of amendments approved by the Canadian securities regulators to the Universal Market Integrity Rules (UMIR) regarding short sales. |
| EP165 | CDS Trade Netting, and Credit & Succession | XS | Support for swap terminations as well as credit and succession events. |
| EP166 | Stop Order Types | XXS | Support for SEC rule SR-FINRA-2012-026 relating to the handling of stop and stop limit orders. |
| EP167 | AttachmentGrp | S | Support for attachment of files in some binary format (PDFs, TIFFs, Microsoft Word, etc.) to FIX message, e.g. a TradeCaptureReport(35=AE) message to report bespoke deals. |
| EP168 | Spread Based Trading Negotiation | XS | Support for negotiation methods and workups in fixed income trading. |
| EP169 | CFTC Part 43 & 45 Reporting – Commodity Swaps | XXL | Support for Dodd-Frank Act’s 17 CFR Part 43 & 45 to report all swap transactions to Swap Data Repositories (SDRs) and SDRs to disseminate real-time information on swap transactions to the public. |
| EP170 | Equity Post-trade Allocations | XS | Additional reasons to reject allocations and confirmations; gross trade amount at the allocation level; mixed order capacity in confirmations. |
| EP171 | Pre-Trade Credit Limit Check | XL | Support for pre-trade clearing certainty for cleared swap transactions through all combinations of trade parties (FIA/ISDA Joint Working Group). |
| EP172 | Post-Trade Credit Limit Check | XS | Support for credit limit checks that occur post-trade. |
| EP173 | Parties Reference Data | M | Enhancement of entitlements activities between the banks (Dealers) and D2C (Dealer to Customers) execution venues. |
| EP174 | Benchmark Price Types | XXS | Support for interest rate price type and market data requests for benchmark data. |
| EP175 | Mid-Market Mark & Unique Swap Identifier | S | Enhancement to provide counterparties with pre-trade mid-market marks in the context of swaps transactions that are not cleared through a clearing house. Addition of the RegulatoryTradeIDGrp component to the ExecutionReport(35=8) message. |
| EP176 | Regulatory Transaction Type and Block Trade | XS | Support for the regulatory mandate or rule that a transaction complies with. |
| EP177 | CFTC Part 43 & 45 Gap – Addendum | XS | Minor enhancements to distinguish notional off-facility swaps and block swap trades executed on-facility and to add more clearing requirement exceptions. |
| EP178 | Batch Header | XS | Enhancement of the FIXML batch header to distinguish snapshot files from files with incremental updates. Note: This extension only applies to the FIXML encoding. |
| EP179 | European Trade Reporting | L | Support for European Market Infrastructure Regulation (EMIR), requiring clearing houses, dealers and trade participants to report all derivative transactions to Trade Repositories (TRs). Addition of party role qualifier concept. |
| EP180 | SEF Credit Limits | S | Support for credit hubs, auto acceptance and limit amount transparency. |
| EP181 | Regulatory Trade Identifiers | XS | Support for trades that must be assigned to more than one identifier. |
| EP182 | Prime Broker Credit Administration | S | Additional filter criteria for programmatical management of trading activity. |
| EP183 | Parties Reference Data | S | Support for deferred entitlement and more granular entitlement definitions. Support for attachments in the Email(35=C) message, e.g. to convey disclaimers. |
| EP184 | Quote Model Type & Quote Qualifier | M | Additional quote model (quote modification, i.e. new quote does not replace existing one), e.g. to support reserve quotes. |
| EP185 | German HFT Act | S | Support of regulatory requirements from German High Frequency Trading Act. |
| EP186 | Flagging of Automated OTC Trades | XS | Support of MMT Automated Trade Indicator. |
| EP187 | CFTC Part 43 & 45 Reporting – Foreign Exchange | XL | Support for Dodd-Frank Act’s 17 CFR Part 43 & 45 to report all swap transactions to Swap Data Repositories (SDRs) and SDRs to disseminate real-time information on swap transactions to the public. |
| EP188 | Application Layer | L | Optimizations for the application layer to support high performance interfaces. Addition of a generic identifier (OrderRequestID(2422))for order handling messages. |
| EP189 | Transfers | L | Transfer of customers’ positions from a defaulting clearing firm to the appropriate target clearing firm. |
| EP190 | Market Data | M | Various minor enhancements of the market data messages. |
| EP191 | Market Data Statistics | XL | Standardization of value added market data, especially historical data. |
| EP192 | Regulatory Trade Reporting | L | Enhancements related to collateral deposit management, reporting of collateral information, clearing and reporting of packaged swaps, linkage of identifiers and credit approval status of post-clearing allocation. |
| EP193 | Regulatory Trade Reporting Phase 2 | S | Enhancements related to collateral management, regulatory reporting to trade repositories, allocation of bunched FX trades. |
| EP194 | Pre-Trade Indication | XS | Support for relative valuation metrics and indication of a bid/ask pricing spread to a specified benchmark in the context of cash bond trading. |
| EP195 | Reference Data | L | Various extensions to the standard FIX reference data messages for parties, entitlements, risk limits, securities and market structures. |
| EP196 | Equity Post-Trade – Part 2 | S | Enhancement of the clearing submission workflow and additional granularity for fees. |
| EP197 | Collateral Management | XS | Support for multi-party collateral pledge. |
| EP198 | Indicative Execution | XS | Support for executions that arise from a match against orders or quotes requiring a confirmation, also referred to as conditional orders. |
| EP199 | Position Identifier | M | Support for a unique position identifier and additional position transaction types. |
| EP200 | Day Count Convention Description | XXS | Harmonization of the FIX naming and description of day count methods with the ISDA 2006 definitions. |
| EP201 | Trade Capture and Market Data | M | Support for voice-brokered trades and multilateral compression in trade reporting. Support for option strategies in market data distribution. |
| EP202 | Bloomberg SecurityIDSource | XXS | Change source name Bloomberg Open Symbology (BBGID) to OMG Financial Instrument Global Identifier (FIGI) security identifier. |
| EP203 | CFTC PositionReport | XS | Enhance the ability to identify the payer and receiver of swap payment streams and bullet payments. |
| EP204 | CommissionDataGrp Component | M | Support for multiple instances of commission with different types in a single message. |
| EP205 | FINRA Retail Order Identification | XXS | Additional values for CustOrderCapacity(582) related to the tick size pilot program. |
| EP206 | Timestamp Datatypes | M | Increase timestamp resolution to support ESMA requirements for MiFID II. Note: This extension only applies to the tagvalue and FIXML encodings. Binary encodings natively support explicit precision information (time units). |
| EP207 | Price Types | XXS | Specific price type for spreads in addition to existing generic type for any spread-based pricing method. |
| EP208 | CFTC Parts 43 & 45 Reporting – Equities Swaps | XXL | Support for Dodd-Frank Act’s 17 CFR Parts 43 & 45 to report all swap transactions to Swap Data Repositories (SDRs) and SDRs to disseminate real-time information on swap transactions to the public. |
| EP209 | MSRB and FINRA TRACE Reporting | XS | Enhancements for trade reporting to cover exemptions and trade price adjustments. |
| EP210 | Trade at Intermarket Sweep Order (TAISO) Price | XXS | Execution instruction to trade the order at a reference price, e.g. intermarket sweep order price. |
| EP211 | Trade Capture | XS | Support for trade compression and self-match prevention |
| EP212 | Trade Handling Instruction | XXS | Support for a trade reporting by a single but third-party relative to the trade. |
| EP213 | Party Role Qualifier | XXS | Support for a change of party or account associated with a business entity. |
| EP214 | Party Risk Limits | XS | Support for unsolicited publication of risk limit reports, risk limit status and additional risk limit types. |
| EP215 | Equity Post Trade – Part 3 | XS | Introduction of a trade confirmation identifier and ability to affirm confirmation messages. |
| EP216 | Market Model Typology v3 Support | M | Support for version 3 of the MMT standard (post-trade transparency). |
| EP217 | Trade Capture | S | Support for the reporting of complex account structures and Trade at Settlement (TAS) / Trade at Marker (TAM) spread prices. |
| EP218 | Self-Match Prevention | S | Extend self-match prevention to order handling messages (trade area). |
| EP219 | Market Maker Qualifier | XXS | Support distinction of single versus multiple market makers for a given security. |
| EP220 | Security Identifier Source | XXS | Support for Fidessa Instrument Mnemonic (FIM) as source for security identifiers. |
| EP221 | OrderQtyData component presence | XXS | Revisions to the presence attribute to remove inconsistencies. |
| EP222 | MiFID II and MiFIR Extensions Part 1 | L | Support for MiFID II and MiFIR. |
| EP223 | Order Handling | L | Various order handling extensions, including support for cross trade requests. |
| EP224 | Security Definition | XS | Explicit representation of eligibility for contrary instructions and in-the-money conditions for options. |
| EP225 | IOI Messaging to Support AFME/IA Framework | S | Common taxonomy for defining IOIs in terms of their price, underlying liquidity and, for client natural IOIs, their temporal availability. |
| EP226 | Quote Negotiation | XS | Additional quote qualifiers and use of PaymentGrp component in execution reports to support OTC derivatives. |
| EP227 | Trade Reporting | S | Support for side-specific collateral of trades, new trade types and handling instructions. |
| EP228 | MiFID II and MiFIR Extensions Part 2 | M | Support for MiFID II and MiFIR. |
| EP229 | MiFID II and MiFIR Extensions Part 3 | M | Support for MiFID II and MiFIR. |
| EP230 | Price Qualifiers | M | Information on the composition of quote prices in the fixed income trading process. |
| EP231 | MIFID II RTS 27 | L | Enhancement of value added market data for MiFID II. |
| EP232 | ESMA RTS 22 Transaction Reporting | S | Support for additional personal data, order transmitters, and full instrument names. |
| EP233 | MiFID II Equity Post Trade Commission Unbundling | XS | Additional commission (sub)types to support payment for research (CSA and RPA). |
| EP234 | Allocations of Multileg Order/Trade | XS | Identification of the leg of a multileg order or trade. |
| EP235 | ESMA RTS 2 and RTS 23 Reference Data | L | Support for reporting of securities reference data under MiFID II. |
| EP236 | MiFID II RTS 28 | M | Enhancement of value added market data for MiFID II. |
| EP237 | MiFID II and MiFIR Extensions Part 4 | M | Support for MiFID II and MiFIR. |
| EP238 | ESMA RTS 2 Segmentation Criteria and Extensions to Option Type and Swap Subtype | M | Support for liquidity assessment, LIS and SSTI thresholds required by ESMA. |
| EP239 | Allocation Instruction Alert Request | S | Support for group allocations and concept of Notional Value Average Price (NVAP). |
| EP240 | Average Pricing and Markup | S | Enhancements to support trade submission and give-up by clients of a Central Counterparty (CCP) clearing house. |
| EP241 | Average Pricing | S | Enhancements to assist trade give-up by clients of a Central Counterparty (CCP) clearing house. |
| EP242 | UMTF Symbology | XXS | Support new security identifier scheme UMTF (Uniform Multilateral Trading Facility). |
| EP243 | Unit of Measure and Trade Sub Type | XXS | Support heat rates for energy commodity trades and Trade At Cash Open (TACO) trading. |
| EP244 | India NSE PAN ID | XXS | Support India permanent account number (PAN) as additional source for party identifiers. |
| EP245 | Automatic Claim Handling | XS | Enhance allocation handling instructions for clearing firms to cover give-up to oneself. |
| EP246 | Confirmation | M | Support third-party facility providing the confirmation matching function between the dealer and the investment manager. |
| EP247 | FX Trade Aggregation | M | Support for trade aggregation, e.g. for FX trading between buy-side institutions and sell-side FX banks |
| EP248 | FDID (Firm Designated Identifier) | XXS | Unique identifier for each trading account required by US SEC Rule 613 (CAT NMS Plan) |
| EP249 | Post Post-trade Confirmation Payments | XL | Support for reconciliation and agreement of cash movement activities between an Investment Manager and its Broker. |
| EP250 | Share Trading Obligation | XXS | Support for differences in UK share trading obligations due to Brexit. |
| EP251 | Recording consent to facilitate trades | XXS | Explicit consent for client facilitation activities required by the Hong Kong SFC (Securities and Futures Commission). |
| EP252 | Liquidity Indicator | XXS | Additional liquidity indicators for neutrality and for orders requiring a confirmation. |
| EP253 | CAT/FIX Mapping Phase 2A | M | Support for data reporting required by the CAT (Consolidated Audit Trail) NMS Plan. |
| EP254 | EU SFTR Reporting | XL | Support for EU Securities Financing Transactions (SFT) Reporting (SFTR regulations). |
| EP255 | STO Exemption | XXS | Support for exemptions from share trading obligations on the order level. |
| EP256 | IIROC Client Identification | S | Support for IIROC Rules Notice 19-0071 – Amendments Respecting Client Identifiers. |
| EP257 | Targeted Trade Advertisements | XS | Support to target or block firms from trade advertisements. |
| EP258 | Bilateral Repo Trade and Post-Trade | S | Support for trade and post-trade workflows for bilateral repo transactions. |
| EP259 | Related Orders | M | Support for order aggregation on execution reports. |
| EP260 | Application Version for FIX Latest | XS | Application version identifier for FIX Latest. |
| EP261 | RegulatoryReportType Extension | XS | Additional support for CAT (Consolidated Audit Trail) event types. |
| EP262 | APAC Master SPSA | XXS | Additional sources for parties to support segregated accounts in the APAC region. |
| EP263 | Regulatory Timestamps for Quotes | XS | Support for repeating group of timestamps in quote messages. |
| EP264 | CAT/FIX Mapping Phase 2 – Update | S | Additional support for data reporting required by CAT (Consolidated Audit Trail). |
| EP265 | Previous Quote Identifier | XS | Support for related quotes in the Quote(35=S) message. |
| EP266 | Extension for Unique Product Identifier | S | Support for the UPI standard (ISO-4914). |
| EP267 | Market Data Extensions | S | Additional market data entry types, e.g. to support TWAP and financing rates. |
| EP268 | Market Model Typology v3.5 Support | M | Support for version 3.5 of the MMT standard (post-trade transparency). |
| EP269 | Trade Compression Extension | XS | Support distinction between bilateral and multilateral compression. |
| EP270 | BeginString and FIX Latest | S | Adding values to BeginString(8) to support FIX Latest over legacy FIX Session Protocols. |
| EP271 | Errors and Omissions 2021 | M | Correction of errors and omissions in the FIX Protocol. |
| EP272 | Code set extensions 2021 | S | Additional values for selected fields, e.g. SecurityType(167). |
| EP273 | Extensions for Digital Asset Trading | L | Standardization of trading for digital assets including cryptocurrencies. |
| EP274 | Anonymous Trade Indicator Extension | XS | Support for regulatory requirement related to trade reporting of swaps into an SDR. |
| EP275 | RegulatoryTradeIDGrp Enhancements | S | Support for regulatory requirement related to the use of USI and UTI in transaction reporting. |
| EP276 | Security Reference Data Extensions | XS | Supplemental field to uniquely identify an instrument. |
| EP277 | Market Model Typology v4.0 Support | M | Support for version 4.0 of the MMT standard (post-trade transparency). |
| EP278 | Liquidity Indicator Extension | XS | Clarification of LastLiquidityInd(851)=0 (Neither added nor removed liquidity) by addition of new values (“Unknown” and “Other”). |
| EP279 | Clearing Enhancements | S | Support for initial broker owning a trade and addition of TrdMatchID(880) to the allocation and confirmation messages. |
| EP280 | Self-Match Prevention Instruction | S | Support for the order submitter to indicate a self-match prevention (SMP) instruction. |
| EP281 | Settlement Status Management | L | Communication of settlement status between investment managers and brokers, custodians or an outsource (vendor system). |
| EP282 | Errors and Omissions 2022 | M | Correction of errors and omissions in the FIX Protocol. |
| EP283 | Post-Trade Transparency for UK Equities | S | Support for post-trade transparency flags CLSE (trade at market closing price) and NETW (negotiated transaction) issued by the FCA. |
| EP284 | EMIR Report Tracking Number (RTN) | XS | Support for regulatory identifier (predecessor was Transaction Reference Number (TRN)). |