Field TrdRegPublicationReason (2670) - FIX Protocol FIX.5.0SP2 EP240

Type: int

Additional reason for trade publication type specified in TrdRegPublicationType (2669). Reasons may be specific to regulatory trade publication rules.

Added in protocol FIX.5.0SP2 (216)

Valid values

Value Description Added
0 No preceding order in book as transaction price set within average spread of a liquid instrument FIX.5.0SP2 (216)
1 No preceding order in book as transaction price depends on system-set reference price for an illiquid instrument FIX.5.0SP2 (216)
10 No public price and/or size quoted due to order being hidden FIX.5.0SP2 (228)
11 Exempted due to securities financing transaction FIX.5.0SP2 (228)
12 Exempted due to European System of Central Banks (ESCB) policy transaction FIX.5.0SP2 (228)
2 No preceding order in book as transaction price is for transaction subject to conditions other than current market price FIX.5.0SP2 (216)
3 No public price for preceding order as public reference price was used for matching orders FIX.5.0SP2 (216)
4 No public price quoted as instrument is illiquid FIX.5.0SP2 (216)
5 No public price quoted due to "Size" FIX.5.0SP2 (216)
6 Deferral due to "Large in Scale" FIX.5.0SP2 (216)
7 Deferral due to "Illiquid Instrument" FIX.5.0SP2 (216)
8 Deferral due to "Size Specific" FIX.5.0SP2 (216)
9 No public price and/or size quoted as transaction is "large in scale" FIX.5.0SP2 (228)

Used in components