EP120 SEC Short Sale Restrictions

This extension covers part of the SEC amendments for Regulation SHO to place further restrictions on short selling. See also EP121.

The rules create a “Circuit Breaker” which changes the trading behavior for a security. FIX is utilized in pre-trade dissemination of securities reference data and market data; it follows that FIX needs a method to disseminate whether this Circuit Breaker is triggered for a given security, as well as a method for a user to query whether the Circuit Breaker is in effect.

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 2012-01-11] Added repository and FIXML Schema. ASBUILT document updated.