Josh Barton
21 March 2017 11:50am
Hello,
when a venue reaches a cap and is prohibited from trading in the dark below LIS, is there a standardized FIX reject message for orders that are below LIS?
Kind Regards
Josh
Hanno Klein
21 March 2017 12:51pm
You probably mean a standard value for OrdRejReason(103). The FIX working groups wihtin the EMEA Regulatory Subcommittee have not come up with this as a gap so far. Any other reject reason you see based on ESMA limitations?