[This message was posted by Lisa Taikitsadaporn of Brook Path Partners, Inc. <[email protected]> to the "US Regulations" discussion forum at http://fixprotocol.org/discuss/48. You can reply to it on-line at http://fixprotocol.org/discuss/read/2833d78e - PLEASE DO NOT REPLY BY MAIL.]
The FIF had submitted a gap analysis to FPL for two new fields: ShortSaleExemptionReason - tag 1688 - added to NewOrderSingle, ListOrdGrp, OrderCancelReplaceRequest, ExecutionReport ShortSaleRestriction - tag 1687 - added to the Instrument component block The valid values are: ShortSaleExemptionReason: 0 = Exemption Reason Unknown 1 = Incoming Short Sale Exempt 2 = Above National Best Bid (Broker Dealer Provision) 3 = Delayed Delivery 4 = Odd-Lot 5 = Domestic Arbitrage 6 = International Arbitrage 7 = Underwriter or Syndicate Distribution 8 = Riskless Principal 9 = VWAP ShortSaleRestriction: 0 = No restrictions 1 = Security is not shortable 2 = Security not shortable at or below the best bid Equivalent fields: LegShortSaleExemptionReason (tag 1689) is added to LegOrdGrp, InstrmtLegExecGrp and TrdInstrmtLegGrp SideShortSaleExemptionReason (tag 1690) is added to TrdCapRptSideGrp > Hi, > > Is there anyone aware that the FIX tag for Short Sale Exemption Reason Code > is determined? > > Thanks in advance, > > jue Wang [You can unsubscribe from this discussion group by sending a message to mailto:[email protected]] -- You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/fix-protocol?hl=en.
