FIX Order Entry API updates

Release date

• CERT: June 7th, 2023
• PROD: June 12th, 2023

Release type

Actionable - Updates are required for platforms. Conditionally required fields are added for platforms. Liquidity Providers will not be impacted.

Summary

New FIX fields have been added to the order entry API on the Central Limit Order Book:

• CustomerOrderCapacity <528>:

  • A = AGENCY
  • G = PROPRIETARY
  • I = INDIVIDUAL
  • P = PRINCIPAL
  • R = RISKLESS_PRINCIPAL
  • W = AGENT_FOR_OTHER_MEMBER

• CustomerOrderCapacity <582>:

  • 1 = OWN_ACCOUNT
  • 2 = PROPRIETARY_ACCOUNT
  • 3 = FINANCIAL_ADVISOR
  • 4 = ALL_OTHER
  • 5 = RETAIL_CUSTOMER

• ExecRestatementReason <378>:

  • On orders that have been canceled using our SelfTradePreventionInstruction <8000> will receive an ExecRestatementReason<378> = Other <99>

Relevant documentation

Additional CLOB information available here.