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Fix Specification and API 5

Fix Specification and API 5

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Published by calibrateconfidence
Fix Specification and API 5
Fix Specification and API 5

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Published by: calibrateconfidence on Apr 22, 2013
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10/06/2013

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NYSE Arca FIX Specification
For Products Available via the NYSE Arca FIX Gateway
February 26, 2013Version 11.9.9a
 
 
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To order additional copies of this document, contact:NYSE Arca, Inc.100 South Wacker Drive, Suite 2000 Chicago, IL 60606 Copyright © 2013 NYSE Arca. All rights reserved. No part of this publication may be reproduced,
 
transmitted, transcribed, stored in a retrieval system, or translated into any language in any form by any means
 
without the written permission of NYSE Arca.
 
NYSE Arca is a registered trademark of NYSE Euronext, Inc.,NYSE Arca Options is a registered trademark of NYSE Euronext, Inc.NYSE Amex Options is a registered trademark of NYSE Euronext, Inc.NYSE Bonds is a registered trademark of NYSE Euronext, Inc.New York Block Exchange (NYBX) is a registered trademark of NYSE Euronext, Inc. ArcaEdge
SM 
is a service mark of NYSE Arca, Inc.Other third party product names used herein are used to identify such products and for descriptive purposes only. Suchnames may be marks and/or registered marks of their respective owners.
 
 
 
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Preface
Document Control
Date Revision Change Made by: Synopsis of Change
May 16, 2003 1.0 John Prouty Update to documentJune 24, 2003 1.1 John Prouty Added Bulletin Board Exchange SpecificationsJuly 1, 2003 1.2 John Prouty Added copyright infoJuly 17, 2003 1.3 John Prouty Added Pegged order infoJuly 23, 2003 1.4 John Prouty Updated Decimalization section August 13, 2003 1.5 John Prouty
 Added “POO” order Fix requirements. Modified Trading Session ID
section August 20, 2003 1.6 John Prouty Added OrderiD clarification for cancels and changesSeptember 2, 2003 1.7 John Prouty Added Listed PegsSeptember 16, 2003 1.8 John Prouty Added OTC Cross orders, Bust and Correct requirementsSeptember 25, 2003 1.9 John Prouty Adjusted Listed NOW order sectionOctober 22, 2003 2.0 John Prouty Pegged Order clarificationDecember 18, 2003 2.1 John Prouty Added Auction order infoJanuary 2, 2004 2.2 John Prouty Updated for new Listed Exchange Platform behavior February 5, 2004 2.3 John Prouty Added News Messages sectionMarch 9, 2004 2.4 John Prouty Modified auction infoMarch 15, 2004 2.5 John Prouty Added Q order infoMarch 24, 2004 2.6 John Prouty Added auto-refresh Q order infoMarch 26, 2004 2.7 John Prouty Add Capacity Flag informationMarch 30, 2004 2.8 John Prouty Modified Listed auction info April 16, 2004 2.9 John Prouty Removed BB Pegged order Info and modified Q order requirementsMay 25, 2004 3.0 John Prouty
Removed “not yet available” from auto refresh “Q” order. Added PNP
+ order info. Corrected NOW orders session information for OTC.June 28, 2004 3.1 John Prouty Modified 3rdered and execid lengths and also oversizecancel/replace scenarios in section 5.6. Added Inside Limitto Listedorder type section. Modified PNP+ order to ordtype=7.July 1, 2004 3.2 John Prouty Added late auctions to Listed Order TypesNovember 12, 2004 3.3 John Prouty Modified Cross order section and Listed ordertype section.March 7, 2005 3.4 John Prouty Modified Proactive if Locked section.March 28, 2005 3.5 Dave Weiss -Re-formatted order type section-added OTC POO order type-added draft of new directed order process.-added passive liquidity order type. April 27, 2005 3.6 Dave Weiss Changed the session times to reflect new early openJune 10, 2005 3.7 Dave Weiss Modified Direct Order sectionJune 16, 2005 3.8 John Prouty Modified auto-q section, corrected LOC definition in table, addedrandom reserve to order tableJuly 25, 2005 3.9 John Prouty Modified Cross Order section and order type section to reflect crossorder changes August 11, 2005 4.0 John Prouty Added specifications for Options trading. Added Fix 4.2specifications. August 16, 2005 4.1 John Prouty Added WITHSTK complex order specifications. Removed Textspecial booth requirements section.September 21, 2005 4.2 John Prouty Changed tag 167 requirements for Straddle complex orders fromSTDL to STRDOctober 26, 2005 4.3 John Prouty Added PCS order November 15, 2005 4.4 John Prouty Added Corporate Bonds info. Added short sale checking to G-order Modified Options system hours of operation.Removed BB from directed order optionsNovember 28, 2005 4.5 John Prouty Added backup session reconnection clarification.December 2, 2005 4.6 John Prouty Changed PL order requirements to OrdType(40)=7January 9, 2006 4.7 John Prouty Changed Options requirements to reflect OX systemFebruary 14, 2006 4.8 John Prouty Corrected pegged eligibility. Changed LastMkt(30) for Bonds to Nfrom PB.March 3, 2006 4.9 John Prouty Added Tracking order. Modified available auctions. Added newsmessage to msgtypes in section 5.Added ExecInst=G to section6.1.Added 59=1 to section 6.4.March 6, 2006 5.0 John Prouty Removed late auctions for OTC.

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