FIX 5.0 Specification Service Pack 2 with 20110818 Errata

FIX 5.0 Specification Service Pack 2

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 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FIX, a set of new messages, Parties Reference Data, which was introduced in the original FIX 5.0 SP2 release has been rescinded.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 this 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 Protocol Limited ("FPL") publishes the FIX Protocol specifications in Microsoft Word (".doc" or "DOC") and Portable Document Format (".pdf" or "PDF") formats. Any registered user of the FPL website may access the PDF version. The Word version is accessible by FPL members only. Registration is free. Site users must be logged in to access specifications in either format.