FIX Version FIX.Latest Extension Pack EP286

Approval Date 2023-11-30T00:00:00

Description MMT 4.0 and 4.1 Amendment




Field Changes

Updated Fields

TagNameTypeAssociatedDataTagAbbrNameBaseCategoryBaseCategoryAbbrNameNotReqXMLEnumDatatypeUnionDataTypeDescriptionElaborationDeprecated
1430Identifies the type of venue where a trade was executed.





Enumerations

Updated Enumerations

TagValueSymbolicNameGroupSortDescriptionElaborationDeprecated
10248A hybrid system falling into two or more types of trading systems. In the context of ESMA reporting, this is for "Hybrid system." In the context of FCA reporting, this is for "Any other, including hybrid."
1430HA hybrid system falling into two or more types of trading systems. In the context of ESMA reporting, this is for "Hybrid system." In the context of FCA reporting, this is for "Any other, including hybrid."
1430zA market that does not fall under any of the market types defined for VenueType(1430). In the context of ESMA reporting, this is for "Any other, excluding hybrid."

Enumerations Added

TagValueSymbolicNameGroupSortDescriptionElaboration
62514OrderInitiatedAuction14Order initiated auctionAuction automatically triggered by an order, e.g. an incoming order or a resting order that can be matched based on an incoming order. Use 9="Unscheduled intraday auction" for any other auctions that are not scheduled. In the context of Market Model Topology, this can be used for an on demand auction (a.k.a. frequent batched auction).
10249OtherMarket9Other marketA market that does not fall under any of the market types defined for MDOriginType(1024). In the context of ESMA reporting, this is for "Any other, excluding hybrid."