FIX Version FIX.5.0SP2 Extension Pack EP101

Approval Date 2009-04-28T00:00:00

Description Canadian Market Regulation Feed





Enumerations

Enumerations Added

TagValueSymbolicNameGroupSortDescriptionDefinition
18uMinGuaranteedFillEligible57Minimum Guaranteed Fill Eligible
18vBypassNonDisplayLiquidity58Bypass Non-Displayed Liquidity
37814AssignTimePriority14Assign Time Priority
529GInsiderAccount16Insider Account
529HSignificantShareholder17Significant Shareholder
529INormalCourseIssuerBid18Normal Course Issuer Bid (NCIB)
5495BasisCross5Basis Cross - A trade where a basket of securities or an index participation unit is transacted at prices achieved through the execution of related exchange-traded derivative instruments in an amount that will correspond to an equivalent market exposure.
5496ContingentCross6Contingent Cross - A cross resulting from a paired order placed by a Participant to execute an order on a security that is contingent on the execution of a second order for an offsetting volume of a related security.
5497VWAPCross7VWAP Cross - A cross for the purpose of executing a trade at a volume-weighted average price of a security traded for a continuous period on or during a trading day.
5498STSCross8STS Cross - A closing price cross resulting from an order placed by a Participant for execution in a Special Trading Session at the last sale price.
5819EquitiesSpecialist8Equities specialist
58110OptionsMarketMaker9Options market maker
58111OptionsFirmAccount10Options firm account
7708TimePriority8Time Priority
87130InstrumentEligibleAnonOrders31Instrument is eligible to accept anonymous orders
87131MinGuaranteedFillVolume32Minimum Guaranteed Fill Volume
82940WashTrade40Wash Trade
1115AInternalCrossOrder10Internal Cross Order

Message/Component Content

Messages/Components  Content Added

ComponentIDTagTextIndentPositionReqdDescription
64549025.0010
77549019.420
2143109108.50