Imported from previous forum
In our implementation of FIX 4.2 we are planning to use tag 378 when unsolicited order cancel (35=8) is generated following actions by the exchange surveillance dept. These actions could relate equally to GTC, GTD or DAY orders and could be prompted by a number of reasons, none of which appear to be covered by the values presented in 4.2 (it seems that more options are available within 4.4). We are looking for a value that could be used to reflect the surveillance’s discretionary intervention and would not be misleading to brokers. Any idea which one out of the five values listed in the 4.2 manual could be used as a ‘miscellaneous bucket’?
Thanks in advance