New peg price type to allow short sell peg price orders to comply with the SEC uptick rule.
It comprises extensions of PegPriceType, MDEntryType and TradeCondition to identify a short sale minimum price, either on the order or as part of market data distributed by the exchange.
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 2012-01-12] Added repository and FIXML Schema. ASBUILT document updated.
Total Files | 3 |
File Size | 1.37 MB |
Create Date | June 19, 2017 |