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FIX.4.4 Standards (18th Jun 2003)

The FIX 4.4 specification delivered enhancements over FIX 4.3 in the following areas:

  • Improved support for fixed income including Treasuries, Municipals, Corporates, Repos and Security Lending
  • Enhancements to Quoting messages to support fixed income negotiation process
  • Minor enhancements to single and muli-leg orders to support fixed income
  • Allocation model to support 2-party Fixed Income trading.+ Enhanced Allocation and Trade Capture Report messaging to support 3rd party FI reporting.

  • Enhanced Allocation messaging for street-side listed futures and options. New 'allocation claim' or response messages.

  • Enhanced Trade Capture Report to support blocks and exchange for (off floor) reporting for listed futures and options.
  • Added new messages to support Position Maintenance.
  • Added new messages to support Assignment Reporting.
  • Cleaner Allocation messaging with AllocationInstruction and AllocationReport and their corresponding Ack messages
  • Move away from 'implicit' allocation confirmation towards explicit confirmation with new Confirmation messages
  • Improved 'ready-to-book' messaging using the allocation message set.
  • Improved SSI support with new SettlementInstructionsRequest message
  • Improved support for the concept of 'warehousing' which is applicable to certain markets.
  • Overall enhancements to Trade Capture Report messaging.
  • Overall enhancements to multi-leg instrument support.

The data presented here includes the 20020920 Errata which corrected a number of typographical errors or ambiguities in the original specification, and which introduced a number of new fields to address various omissions.

Index of Messages