Xetra Trading Restrictions (e.g. Auction Only)

, ,
1

Imported from previous forum

2

Hi,

Does anyone have a suggestion on how to specify the Trading Restriction Code that is available for entering orders on Xetra:

8.317 trdResTypCod

Description A code/identifier describes a Trading Restriction Type.

Type Format

char[] TRD_RES_TYP_COD_LEN(2)

ValidValue Explicit
TRD_RES_TYP_COD_OP_AUCT_ONLY "OA"
TRD_RES_TYP_COD_AUCT_ONLY "AU"
TRD_RES_TYP_COD_CL_AUCT_ONLY "CA"
TRD_RES_TYP_COD_EOD_AUCTION "EA"
TRD_RES_TYP_COD_MAIN_TRADING "MT"
TRD_RES_TYP_COD_MAIN_AUCTION "MA"
TRD_RES_TYP_COD_CL_CROSSING "CC"
TRD_RES_TYP_COD_ACPT_SRP "SU"
TRD_RES_TYP_COD_NONE " "

Where sent: Xetra Enter Issuer Quote
Xetra Enter Order
Xetra Enter Quote
Xetra Enter Stop Order
Xetra Modify Order
Xetra Modify Stop Order

3

The values you specified look like they would probably best "fit" in the TradingSessionID (tag 336) field.

> Hi,
>
> Does anyone have a suggestion on how to specify the Trading Restriction Code that is available for entering orders on Xetra:
>
> 8.317 trdResTypCod
>
> Description A code/identifier describes a Trading Restriction Type.
>
> Type Format
>
> char[] TRD_RES_TYP_COD_LEN(2)
>
> ValidValue Explicit
> TRD_RES_TYP_COD_OP_AUCT_ONLY "OA"
> TRD_RES_TYP_COD_AUCT_ONLY "AU"
> TRD_RES_TYP_COD_CL_AUCT_ONLY "CA"
> TRD_RES_TYP_COD_EOD_AUCTION "EA"
> TRD_RES_TYP_COD_MAIN_TRADING "MT"
> TRD_RES_TYP_COD_MAIN_AUCTION "MA"
> TRD_RES_TYP_COD_CL_CROSSING "CC"
> TRD_RES_TYP_COD_ACPT_SRP "SU"
> TRD_RES_TYP_COD_NONE " "
>
> Where sent: Xetra Enter Issuer Quote
> Xetra Enter Order
> Xetra Enter Quote
> Xetra Enter Stop Order
> Xetra Modify Order
> Xetra Modify Stop Order
>