FIX Version FIX.5.0SP2 Extension Pack EP121

Approval Date 2010-10-06T00:00:00.000

Description SEC Short Sale Exemption Reason Code



Field Changes



New Fields

TagNameTypeDescriptionAssociatedDataTagAbbrNameBaseCategoryBaseCategoryAbbrNameNotReqXMLEnumDatatypeUnionDataType
1688ShortSaleExemptionReasonintIndicates the reason a short sale order is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.).ShrtSaleExmptnRsn0
1689LegShortSaleExemptionReasonintIndicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.)ShrtSaleExmptnRsn01688
1690SideShortSaleExemptionReasonintIndicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.)ShrtSaleExmptnRsn01688


Enumerations

Enumerations Added

TagValueSymbolicNameGroupSortDescriptionDefinition
16880ExemptionReasonUnknownExemption reason unknown
16881IncomingSSEIncome sell short exempt
16882AboveNationalBestBidAbove national best bid (Broker Dealer provision)
16883DelayedDeliveryDelayed delivery
16884OddLotOdd lot
16885DomesticArbitrageDomestic arbitrage
16886InternationalArbitrageInternational arbitrage
16887UnderwriterOrSyndicateDistributionUnderwriter or syndicate distribution
16888RisklessPrincipalRiskless principal
16889VWAPVWAP

Message/Component Content

Messages/Components  Content Added

ComponentIDTagTextIndentPositionReqdDescription
141688040.10Optional when Side (54) = 6 (Sell short exempt)
171688044.10Optional when Side (54) = 6 (Sell short exempt)
91688047.10Optional when Side (54) = 6 (Sell short exempt)
20181689113.410Optional when LegSide (624) = 6 (Sell short exempt)
20631689113.40010Optional when LegSide (624) = 6 (Sell short exempt)
20611690169.40Optional when Side (54) = 6 (Sell short exempt)
20301688141.10Optional when Side (54) = 6 (Sell short exempt)
20251689119.60Optional when LegSide (624) = 6 (Sell short exempt)