NASDAQ Japan SE : New Order Question Pls advise

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1

Imported from previous forum

2

Hi All,

Question regarding to NASDAQ Japan Stock Exchange for New Order:

  1. If we only support ‘day-trade’, what value
    we should set for field “TradingSessionID”?

Valid Values:
撤OPN� = Pre-Open
鼎TNG� = Continuous
撤CLS� = Pre-Close
滴ALT� = Halt
摘NQR� = Enquiry
典NEG� = Trade Negotiation
典REP� = Trade Reporting
溺RKT� = Market

If anyone could give me the detailed description it would appreciated.

  1. NASDAQ Japan support both of Market and Limit Price Order. Could anyone advise me what value
    should we set for ‘New Order’?

OrdType
Valid Values:
"2" = Limit Order
"N" = Negotiated Order
"R" = Routed Order
"O" = Open Book Orders
"X" = Executed Orders

  1. In the document specification it has field ‘Rule80A’ mention that for field ‘OrderCapacity’.
    Could anyone advise the meaning of this field?

Valid Values:
A = Agency Single Order
P = Principal

Any reference document or advise are appreciate.
Thanks for your advise.

Regards,
Niwat P.

3

[ original email was from Satoru Mizukami - satoru.mizukami@nssmb.com ]
I think your question is NASDAQ-Japan specific.
So you can get the correct answer by asking them.
You can find the E-mail address by referring "Japanese Exchanges" Work Group session.

> Hi All,
>
> Question regarding to NASDAQ Japan Stock Exchange for New Order:
>
> 1. If we only support ‘day-trade’, what value
> we should set for field “TradingSessionID”?
>
TradingSessionID field is optional, it is decided by both side.
Japanese FIX-members suggest TOSTNET and JNET,but no more than that.

>
> 2) NASDAQ Japan support both of Market and Limit Price Order. Could anyone advise me what value
I do not understand why the value "1=Market" is missing on your mail.

> should we set for ‘New Order’?
>
> OrdType
> Valid Values:
> “2” = Limit Order
> “N” = Negotiated Order
> “R” = Routed Order
> “O” = Open Book Orders
> “X” = Executed Orders
>
>
> 3. In the document specification it has field ‘Rule80A’ mention that for field ‘OrderCapacity’.
> Could anyone advise the meaning of this field?
>
> Valid Values:
> A = Agency Single Order
> P = Principal
>
I think “Rule80A” named after US-regulation.
(Originally, FIX started from U.S. )
This field is defined for sort of each market-regulatory needs.
Please refer to the 4.3 docs. Chapter 4. page 87-90.

>
> Regards,
> Niwat P.
>
NIKKO SALOMON SMITH BARNEY
Satoru Mizukami