New peg price type to allow short sell peg price orders to comply with the SEC uptick rule.

It comprises extensions of PegPriceType, MDEntryType and TradeCondition to identify a short sale minimum price, either on the order or as part of market data distributed by the exchange.

Update History

[Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated for the following changes: an update to the base FIX 5.0 SP2 (See 20131209 Errata Release Notes); an update to EP105 to correct an issue with incorrect coding of UndInstrmtGrp and InstrmtLegGrp components in the Repository; an error in EP106 was also corrected to resolve FIXML Schema validation issues with components assigned to incorrect component categories.

[Updated 2012-01-12] Added repository and FIXML Schema. ASBUILT document updated.

Files list:
FileAction
FIX Protocol Gap Analysis BMV Short Sale Minimum Price Extension v02_ASBUILT.pdfViewDownload
FIXRepository_FIX.5.0SP2_EP123.zipDownload
fixmlschema_FIX.5.0SP2_EP123.zipDownload

Total Files3
File Size1.37 MB
Create DateJune 19, 2017