New value to OrdRejReason(103) to indicate that the order has generated an algorithmic risk management event.
Extension submitted by the Risk Management Working Group. As sell side broker risk management systems become more comprehensive, particularly around broker provided execution algorithms, it is important to convey more information regarding algorithm generated risk management events.
[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 2012-12-03] FIXML Schema and FIX Repository updated to resolve schema validation errors reported.
[Updated 2012-06-25] Update of repository and FIXML Schema due to correction of EP131.
|Risk Mgmt WG OrdRejReason Extension Rev0.1_ASBUILT.pdf|
|File Size||1.50 MB|
|Create Date||June 20, 2017|