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EP294 #44

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EP294 #44

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a14109f
EP294
rshriver Dec 18, 2024
ca5a647
SPEC-2818, 2819, 2820 plus missing pedigree
rshriver Jan 8, 2025
c159b43
SPEC-2162
rshriver Jan 8, 2025
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2 changes: 1 addition & 1 deletion FIX Standard/OrchestraFIX42.xml
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Original file line number Diff line number Diff line change
Expand Up @@ -7647,7 +7647,7 @@
</fixr:documentation>
</fixr:annotation>
</fixr:field>
<fixr:field id="372" name="RefMsgType" type="String" added="FIX.4.2">
<fixr:field id="372" name="RefMsgType" type="MsgTypeCodeSet" added="FIX.4.2">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
The MsgType of the FIX message being referenced.
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134 changes: 126 additions & 8 deletions FIX Standard/OrchestraFIX44.xml
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Original file line number Diff line number Diff line change
Expand Up @@ -1922,6 +1922,24 @@
</fixr:documentation>
</fixr:annotation>
</fixr:code>
<fixr:code name="Preliminary" id="71004" value="3" sort="4" added="FIX.4.1" deprecated="FIX.4.4">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
Preliminary (without MiscFees and NetMoney) (Removed/Replaced)</fixr:documentation>
</fixr:annotation>
</fixr:code>
<fixr:code name="Calculated" id="71005" value="4" sort="5" added="FIX.4.1" deprecated="FIX.4.4">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
Calculated (includes MiscFees and NetMoney) (Removed/Replaced)</fixr:documentation>
</fixr:annotation>
</fixr:code>
<fixr:code name="CalculatedWithoutPreliminary" id="71006" value="5" sort="6" added="FIX.4.2" deprecated="FIX.4.4">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced)</fixr:documentation>
</fixr:annotation>
</fixr:code>
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
Identifies allocation transaction type
Expand Down Expand Up @@ -4014,6 +4032,76 @@
</fixr:documentation>
</fixr:annotation>
</fixr:codeSet>
<fixr:codeSet name="BenchmarkCurveNameCodeSet" id="221" type="String" added="FIX.4.2">
<fixr:code name="EONIA" id="221001" value="EONIA" sort="1" added="FIX.4.4" addedEP="-1">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
EONIA</fixr:documentation>
</fixr:annotation>
</fixr:code>
<fixr:code name="EUREPO" id="221002" value="EUREPO" sort="2" added="FIX.4.4" addedEP="-1">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
EUREPO</fixr:documentation>
</fixr:annotation>
</fixr:code>
<fixr:code name="Euribor" id="221003" value="Euribor" sort="3" added="FIX.4.3" updated="FIX.5.0SP2" updatedEP="132" deprecated="FIX.5.0SP2" deprecatedEP="132">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
EURIBOR (deprecated use enum EURIBOR instead)</fixr:documentation>
<fixr:documentation purpose="ELABORATION">
Deprecated use of EURIBOR for the enumeration.</fixr:documentation>
</fixr:annotation>
</fixr:code>
<fixr:code name="FutureSWAP" id="221004" value="FutureSWAP" sort="4" added="FIX.4.3">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
FutureSWAP</fixr:documentation>
</fixr:annotation>
</fixr:code>
<fixr:code name="LIBID" id="221005" value="LIBID" sort="5" added="FIX.4.3">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
LIBID</fixr:documentation>
</fixr:annotation>
</fixr:code>
<fixr:code name="LIBOR" id="221006" value="LIBOR" sort="6" added="FIX.4.3">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
LIBOR (London Inter-Bank Offer)</fixr:documentation>
</fixr:annotation>
</fixr:code>
<fixr:code name="MuniAAA" id="221007" value="MuniAAA" sort="7" added="FIX.4.3">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
MuniAAA</fixr:documentation>
</fixr:annotation>
</fixr:code>
<fixr:code name="OTHER" id="221008" value="OTHER" sort="8" added="FIX.4.3">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
OTHER</fixr:documentation>
</fixr:annotation>
</fixr:code>
<fixr:code name="Pfandbriefe" id="221009" value="Pfandbriefe" sort="9" added="FIX.4.3">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
Pfandbriefe</fixr:documentation>
</fixr:annotation>
</fixr:code>
<fixr:code name="SONIA" id="221010" value="SONIA" sort="10" added="FIX.4.4" addedEP="-1">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
SONIA</fixr:documentation>
</fixr:annotation>
</fixr:code>
<fixr:code name="SWAP" id="221011" value="SWAP" sort="11" added="FIX.4.3">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
SWAP</fixr:documentation>
</fixr:annotation>
</fixr:code>
</fixr:codeSet>
<fixr:codeSet name="StipulationTypeCodeSet" id="233" type="String">
<fixr:code name="AlternativeMinimumTax" id="233001" value="AMT" added="FIX.4.4">
<fixr:annotation>
Expand Down Expand Up @@ -5627,6 +5715,18 @@
</fixr:documentation>
</fixr:annotation>
</fixr:code>
<fixr:code name="ListOfSecurityTypesReturnedPerRequest" id="323003" value="3" sort="3" added="FIX.4.2" deprecated="FIX.4.4">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
List of security types returned per request</fixr:documentation>
</fixr:annotation>
</fixr:code>
<fixr:code name="ListOfSecuritiesReturnedPerRequest" id="323004" value="4" sort="4" added="FIX.4.2" deprecated="FIX.4.4">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
List of securities returned per request</fixr:documentation>
</fixr:annotation>
</fixr:code>
<fixr:code name="RejectSecurityProposal" id="323003" value="5" added="FIX.4.2">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
Expand Down Expand Up @@ -10011,13 +10111,31 @@
</fixr:documentation>
</fixr:annotation>
</fixr:code>
<fixr:code name="SellsideCalculatedUsingPreliminary" id="626003" value="3" sort="3" added="FIX.4.3" updated="FIX.5.0SP2" updatedEP="118" deprecated="FIX.4.4">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
Sellside calculated using preliminary (includes MiscFees and NetMoney) (Replaced)</fixr:documentation>
</fixr:annotation>
</fixr:code>
<fixr:code name="SellsideCalculatedWithoutPreliminary" id="626004" value="4" sort="4" added="FIX.4.3" updated="FIX.5.0SP2" updatedEP="118" deprecated="FIX.4.4">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
Sellside calculatedd without preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) (Replaced)</fixr:documentation>
</fixr:annotation>
</fixr:code>
<fixr:code name="ReadyToBook" id="626003" value="5" added="FIX.4.3">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
Ready-To-Book
</fixr:documentation>
</fixr:annotation>
</fixr:code>
<fixr:code name="BuysideReadyToBook" id="626006" value="6" sort="6" added="FIX.4.3" updated="FIX.5.0SP2" updatedEP="118" deprecated="FIX.4.4">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
Buyside Ready-To-Book - combined set of orders (replaced)</fixr:documentation>
</fixr:annotation>
</fixr:code>
<fixr:code name="WarehouseInstruction" id="626004" value="7" added="FIX.4.4">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
Expand Down Expand Up @@ -15610,7 +15728,7 @@
</fixr:documentation>
</fixr:annotation>
</fixr:field>
<fixr:field id="221" name="BenchmarkCurveName" type="String" added="FIX.4.2" abbrName="Name">
<fixr:field id="221" name="BenchmarkCurveName" type="BenchmarkCurveNameCodeSet" added="FIX.4.2" abbrName="Name">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
Name of benchmark curve.
Expand Down Expand Up @@ -16767,7 +16885,7 @@
</fixr:documentation>
</fixr:annotation>
</fixr:field>
<fixr:field id="368" name="QuoteEntryRejectReason" type="int" added="FIX.4.2" abbrName="EntryRejRsn">
<fixr:field id="368" name="QuoteEntryRejectReason" type="QuoteRejectReasonCodeSet" added="FIX.4.2" abbrName="EntryRejRsn">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
Reason Quote Entry was rejected
Expand All @@ -16788,7 +16906,7 @@
</fixr:documentation>
</fixr:annotation>
</fixr:field>
<fixr:field id="372" name="RefMsgType" type="String" added="FIX.4.2" abbrName="RefMsgTyp">
<fixr:field id="372" name="RefMsgType" type="MsgTypeCodeSet" added="FIX.4.2" abbrName="RefMsgTyp">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
The MsgType (35) of the FIX message being referenced.
Expand Down Expand Up @@ -18146,7 +18264,7 @@
</fixr:documentation>
</fixr:annotation>
</fixr:field>
<fixr:field id="564" name="LegPositionEffect" type="char" added="FIX.4.3" abbrName="PosEfct">
<fixr:field id="564" name="LegPositionEffect" type="PositionEffectCodeSet" added="FIX.4.3" abbrName="PosEfct">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
PositionEffect for leg of a multileg
Expand Down Expand Up @@ -18313,7 +18431,7 @@
</fixr:documentation>
</fixr:annotation>
</fixr:field>
<fixr:field id="587" name="LegSettlType" type="char" added="FIX.4.3" abbrName="SettlTyp">
<fixr:field id="587" name="LegSettlType" type="SettlTypeCodeSet" added="FIX.4.3" abbrName="SettlTyp">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
Refer to values for SettlType[63]
Expand Down Expand Up @@ -18984,7 +19102,7 @@
</fixr:documentation>
</fixr:annotation>
</fixr:field>
<fixr:field id="677" name="LegBenchmarkCurveName" type="String" added="FIX.4.4" updated="FIX.Latest" updatedEP="282" abbrName="Name">
<fixr:field id="677" name="LegBenchmarkCurveName" type="BenchmarkCurveNameCodeSet" added="FIX.4.4" updated="FIX.Latest" updatedEP="282" abbrName="Name">
<fixr:annotation>
<fixr:documentation purpose="SYNOPSIS">
Name of the Leg Benchmark Curve.
Expand Down Expand Up @@ -23042,7 +23160,7 @@
<fixr:documentation/>
</fixr:annotation>
</fixr:fieldRef>
<fixr:fieldRef id="119" added="FIX.4.4">
<fixr:fieldRef id="119" added="FIX.4.4" deprecated="FIX.4.4">
<fixr:annotation>
<fixr:documentation/>
</fixr:annotation>
Expand All @@ -23052,7 +23170,7 @@
<fixr:documentation/>
</fixr:annotation>
</fixr:fieldRef>
<fixr:fieldRef id="120" added="FIX.4.4">
<fixr:fieldRef id="120" added="FIX.4.4" deprecated="FIX.4.4">
<fixr:annotation>
<fixr:documentation/>
</fixr:annotation>
Expand Down