FIX Version FIX.5.0SP2 Extension Pack EP134

Approval Date 2011-07-13T00:00:00.000

Description EP134




Enumerations

Updated Enumerations

TagValueSymbolicNameGroupSortDescriptionDefinition
18ANo cross
18DPercent of volume
18HReinstate on system failure
18JReinstate on trading halt
18KCancel on trading halt
18QCancel on system failure
18RPrimary peg
18TFixed peg to local best bid or offer at time of order
18UCustomer display instruction
18XTrade along
18YTry to stop
18aTrailing stop peg
18bStrict limit
18cIgnore price validity checks
18dPeg to limit price
18eWork to target strategy
18fIntermarket sweep
18gExternal routing allowed
18hExternal routing not allowed
18iImbalance only
18kBest execution
18uMinimum guaranteed fill eligible
18vBypass non-displayed liquidity
18lSuspend on system failure
18mSuspend on trading halt
18nReinstate on connection loss
18oCancel on connection loss
18pSuspend on connection loss
18qRelease
18wLock

Enumerations Added

TagValueSymbolicNameGroupSortDescriptionDefinition
18xIgnoreNotionalValueChecks60Ignore notional value checks
10319ReferencePriceNotAvailable19Reference price not available
10320NotionalValueExceedsThreshold20Notional value exceeds threshold

Message/Component Content

Messages/Components  Content Added

ComponentIDTagTextIndentPositionReqdDescription
91328031.10Reason description for rejecting the transaction request.
91664031.20Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
91665031.30Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
101328019.010Reason description for rejecting the transaction request.
101664019.020Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
101665019.030Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
681328068.110Reason description for rejecting the quote.
681664068.120Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
681665068.130Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
771328013.10Reason description for rejecting the TradeCaptureReport(35=AE).
771664013.20Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
771665013.30Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.