FIX Version FIX.Latest Extension Pack EP280

Approval Date 2023-04-15T00:00:00

Description Self-Match Prevention Instruction Enhancements




Field Changes




New Fields

TagNameTypeAssociatedDataTagAbbrNameBaseCategoryBaseCategoryAbbrNameNotReqXMLEnumDatatypeUnionDataTypeDescriptionElaboration
2964SelfMatchPreventionInstructionintSlfMtchPrvntnInst0Indicate the instruction for self-match prevention when the incoming (aggressive) order has the same SelfMatchPreventionID(2362) as a resting (passive) order.



Enumerations

Enumerations Added

TagValueSymbolicNameGroupSortDescriptionElaboration
29641CancelAggressive1Cancel aggressiveCancel incoming order.
29642CancelPassive2Cancel passiveCancel resting order with the same SelfMatchPreventionID(2362).
29643CancelAggressivePassive3Cancel aggressive and passiveCancel both incoming and resting order with the same SelfMatchPreventionID(2362).
37817CxldSMP17Cancelled, self-match preventionCancelled order based on standing rules for self-match prevention (i.e. SelfMatchPreventionInstruction(2964) not specified or used).
37818CxldSMPAggressive18Cancelled, self-match prevention aggressive orderCancelled due to incoming order with the same SelfMatchPreventionID(2362) and SelfMatchPreventionInstruction(2964)=1 (Cancel aggressive).
37819CxldSMPPassive19Cancelled, self-match prevention passive orderCancelled due to incoming order with the same SelfMatchPreventionID(2362) and SelfMatchPreventionInstruction(2964)=2 (Cancel passive).
37820CxldSMPAggressivePassive20Cancelled, self-match prevention aggressive and passive orderCancelled due to incoming order with the same SelfMatchPreventionID(2362) and SelfMatchPreventionInstruction(2964)=3 (Cancel aggressive and passive).

Message/Component Content

Messages/Components  Content Added

ComponentIDTagTextIndentPositionReqdDescription
142964028.280
172964032.280
272964070.080
422964012.40
929640119.240May be used to return the self-match prevention instruction provided on the order placement message. Omit for unsolicited cancellations and use ExecRestatementReason(378) to convey the self-match prevention instruction that caused the cancellation.
612964028.280
622964031.280
21432964018.180