Mag-Fix Roe Emea Equities-2.1.3

MAG - FIX ROE for EMEA Equities
MAG-2.1.3 | Confidential
About This Document
This document describes the normalized FIX 4.2 to 4.4 messages for the inbound connectivity client-side of the MAG on EMEA equity markets.
For more information regarding the FIX protocol, visit: http://www.fixprotocol.org/
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any incorrect use of the product. The information contained herein is subject to change without notice and is for general guidance only.
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Content
1.4.8 Order Mass Cancel Report .................................................................... 30

1. FIX Messages .............................................................................................. 6
1.1 Rules of Engagement .............................................................................................. 6
2. Message Kinematics ................................................................................ 31
1.1.1 Conventions ............................................................................................ 6
2.1 New Order Single ................................................................................................... 31
1.1.2 Supported Markets .................................................................................. 6
2.2 Order Cancel Replace Request ............................................................................. 31
1.1.3 FIX Version.............................................................................................. 8
2.3 Order Cancel Request............................................................................................ 32
1.1.4 Symbology............................................................................................... 8
2.4 Unsolicited Execution Report ................................................................................. 32
1.1.5 Client Order Identifier .............................................................................10
2.5 Order Cancel Reject ............................................................................................... 33
1.1.6 Order Identifier .......................................................................................10
2.6 Bulk Cancel ............................................................................................................ 33
1.1.7 Execution Identifier .................................................................................10
2.7 Drop Copy Session Loss ........................................................................................ 34
1.1.8 Trading and In-line Risk Accounts ..........................................................10
2.8 Client Session Loss ................................................................................................ 35
1.1.9 Allowable Tag Values per Venue ...........................................................10
2.9 Business Rejects .................................................................................................... 35
1.1.10 Order Routing .........................................................................................14
1.2 Standard Header and Trailer ..................................................................................14 3. Tags Library.............................................................................................. 36
1.2.1 Header....................................................................................................14
1.2.2 Trailer .....................................................................................................14
1.3 Session Messages..................................................................................................14
1.3.1 Supported Messages .............................................................................14
1.3.2 Logon .....................................................................................................15
1.3.3 Heart-beat ..............................................................................................15
1.3.4 Test Request ..........................................................................................15
1.3.5 Resend Request.....................................................................................15
1.3.6 Reject .....................................................................................................15
1.3.7 Sequence Reset .....................................................................................16
1.3.8 Logout ....................................................................................................16
1.4 Sponsored Client Applicative Messages.................................................................16
1.4.1 Supported Messages .............................................................................16
1.4.2 New Order Single ...................................................................................16
1.4.3 Order Cancel Replace Request ..............................................................21
1.4.4 Order Cancel Request ............................................................................24
1.4.5 Order Mass Cancel Request ..................................................................24
1.4.6 Execution Report ....................................................................................24
1.4.7 Order Cancel Reject ...............................................................................29
MAG - FIX ROE for EMEA Equities 3 MAG-2.1.3 | Confidential

Table of Figures
Figure 1 New order kinematics ..........................................................................31

Figure 2 Order cancel replace request kinematics ..........................................31
Figure 3 Order cancel request kinematics ........................................................32
Figure 4 Unsolicited execution report kinematics ...........................................32
Figure 5 Order cancel rejection kinematics ......................................................33
Figure 6 Bulk cancel kinematics ........................................................................33
Figure 1 Drop copy session loss kinematics ...................................................34
Figure 7 Client session loss kinematics ...........................................................35
Figure 8 Business rejects kinematics ...............................................................35

Revisions
Revision Date Description of Changes

Release 2.1.3
- Added Nasdaq Nordic Genium INET OUCH v4.00.8 support
- Added Borsa Istanbul Genium INET FIX v1.0.21 support
- Added Borsa Istanbul Genium INET OUCH cash markets v0.9 support
- Added OSLMIT 203 Native Trading Gateway v5.1 support
- Added Euronext Cash Markets CCG Binary v2.30 support
- Added Borsa Italiana MIT 203 Native Trading Gateway v8.3 support
- Added LSE MIT 203 Native Trading Gateway v11.7 support
- Added SelfMatchPreventionLevel [8001] to New Order Single
- Added SelfMatchPreventionGroup [8002] to New Order Single
- Added ExDestination [100] to New Order Single and Order Cancel Replace Request
- Added new allowable values to TimeInForce [59]
2.1.3 09 FEB 2017
- Added TargetSubID [57] to Header
- Added LastLiquidityIndicator [851] to Execution Report
- Added ClientID [109] to Order Cancel Reject
- Added ContraBroker [375] to Execution Report
- Added BookingType [775] to New Order Single and Execution Report
- Added ExecRefID [19] to Execution Report
- Added LastMkt [30] to Execution Report
- Added LocateReqd [114] to New Order Single, Order Cancel Replace Request and Execution Report
- Added new values to OrdRejectReason [103]
- Updated SecurityExchange [207] description
- Updated ClientID [109] required information in Execution Report
- Removed values G and H for OrdStatus [39] and ExecType [150]
- Added Borsa Italiana Millennium Release 9 support
1.3 23 JUN 2016 - Updated DisplayMethod [1084] description in New Order Single
- Removed OrderID [37] from Order Mass Cancel Report
1.2 16 MAY 2016 - Added Borsa Istanbul Genium INET FIX cash markets support
1.1 05 OCT 2015 - Added Xetra ETS R16 support
1.0 09 FEB 2015 Initial version

Date August 22, 2016
1. FIX Messages
This section describes the MAG format of the normalized FIX 4.2 to 4.4 messages for the FIX 1.1.2.2 Borsa Italiana Millennium
session, the sponsored client inbound and outbound connectivity.
Venue Protocol
1.1 Rules of Engagement
BIT cash market Millennium Native Trading Gateway
1.1.1 Conventions
Messages are considered as inbound messages if they are sent to MAG e.g. the applicative Documentation BIT Millennium Exchange
messages sent by the sponsored client i.e. Client MAG.
MIT 203 Native Trading Gateway
Messages are considered as outbound messages if they are generated by MAG e.g. the
Version 8.3
applicative messages received by the sponsored client i.e. Client MAG.
Date September 2016
How to interpret the Required (Reqd) column: a Y marks the field as required / always
provided in MAG implementation. No entry means that the field is optional.
Click on a tag name to access to the tag definition in the tag library.
1.1.2.3 Borsa Istanbul
Refer to each market specifications to get the exchange specific values of some tags.
1.1.2 Supported Markets Venue Protocol

This section describes the supported markets. Borsa Istanbul cash market Genium INET FIX
1.1.2.1 Bats Europe Borsa Istanbul cash market Genium INET OUCH
Venue Protocol Documentation Genium INET, FIX for BIST
Bats Europe Binary Order Entry Version 1.0.21
Date November 16, 2016
Documentation Bats Europe

Documentation Genium INET, OUCH for BIST
Binary Order Entry Specification
Version 0.9
Version 2.0.17
Date March 09, 2016

Venue Protocol
Nasdaq Baltic markets Nordic Genium INET OUCH
1.1.2.4 Euronext Cash
Nasdaq Nordic markets Nordic Genium INET OUCH
Nasdaq First North markets Nordic Genium INET OUCH

Venue Protocol
Euronext cash markets CCG Binary
Documentation OUCH for Nasdaq Nordic
Version 4.00.8
Documentation Euronext Cash Regulated Markets
Date December 12, 2016
CCG Client Specifications Binary Interface
Version 2.30
Date July 12, 2016

1.1.2.7 Oslo Brs Millennium
Venue Protocol
1.1.2.5 LSE Millennium
Oslo Brs cash market Millennium Native Trading Gateway
Venue Protocol
Documentation Millennium Exchange - Oslo Brs cash equities and fixed income markets
LSE cash market Millennium Native Trading Gateway
OSLMIT 203 Native Trading Gateway
Version 5.1
Documentation London Stock Exchange
Date June 23, 2016
MIT 203 Native Trading Gateway
Version 11.7
Date August 16, 2016

1.1.2.8 Turquoise Millennium
Venue Protocol
1.1.2.6 Nasdaq Nordic
Turquoise cash market Millennium Native Trading Gateway
Venue Protocol

Set tag SecurityExchange [207] to the ISO 10383 standard destination market
Documentation Turquoise Equities MIC code as required e.g. XOSL for Oslo Brs
TQ301 Native Trading Gateway Set tag Currency [15] to the ISO 4217 standard trading currency
Version 3.3
Date April 11, 2016 MAG however provides the exchange native symbology and the ISIN symbology in the
outbound messages Client MAG.
1.1.2.9 Xetra ETS
Venue Protocol
Xetra Enhanced Transaction Solution
Documentation Xetra Enhanced Transaction Solution Specification
Version R16
Date October 16, 2015
1.1.3 FIX Version

MAG supports both FIX 4.2 and FIX 4.4.
See tag BeginString [8] for details.
1.1.4 Symbology
MAG supports the following symbology in the inbound messages Client MAG:
1. Exchange native symbology:
Set tag Symbol [55] to the exchange native symbol.
2. ISIN symbology:
Set tag SecurityIDSource [22] to 4 (ISIN)
Set tag SecurityID [48] to the ISIN code

This diagram illustrates the symbology implementation:
No Tag 22 Yes
present?
No Yes No Yes
Tag 55 Tag 48
present? present?
No Yes
Order Native Order Tag 22 =
rejection symbology rejection 4?
No Yes
Order Tag 207
rejection present?
Order No Tag 15 Yes

rejection present?
Order ISIN
rejection symbology

Account [1] is used as the trading account and is forwarded to the exchange
1.1.5 Client Order Identifier RiskAccount [10112] is used for the in-line risk controls and is not forwarded to
MAG supports tags ClOrdID [11] and SecondaryClOrdID [526] as follows: the exchange.
1. The Client Order Identifier ClOrdID [11] is not forwarded to the exchange. This 2. If only tag Account [1] is set:
identifier is forwarded to the client using the Execution Report. Account [1] is used for the in-line risk controls. The default trading account
2. MAG generates its own client order identifier SecondaryClOrdID [526] instead to forwarded to the exchange is taken from the static MAG configuration settings.
guarantee the uniqueness per client FIX session and per trading day. This identifier 3. If only tag RiskAccount [10112] is set:
is forwarded to the client using the Execution Report.
RiskAccount [10112] is used for the in-line risk controls. The default trading
account forwarded to the exchange is taken from the static MAG configuration
1.1.6 Order Identifier
settings.
MAG supports tags OrderID [37] and SecondaryOrderID [198] as follows:
4. If neither tag Account [1] nor RiskAccount [10112] is set:
1. The order identifier as supplied by the venue is provided using tag
The order is rejected.
SecondaryOrderID [198]
2. MAG generates its own order identifier OrderID [37] to guarantee the uniqueness 1.1.9 Allowable Tag Values per Venue
per trading day.
The following sections provide the supported values per venue for some tags.
1.1.7 Execution Identifier
MAG supports tags ExecID [17], SecondaryExecID [527] and VenueExecID [10017] as
follows:
1. Tags VenueExecID [10017] and SecondaryExecID [527] provide:
a. The native trade identifier as supplied by the venue for trades, trade
cancellations and trade corrections
b. Otherwise the execution identifier as supplied by the venue
c. Otherwise tags are not provided
2. MAG generates its own execution identifier ExecID [17] to guarantee the
uniqueness per trading day.
1.1.8 Trading and In-line Risk Accounts

MAG supports tag Account [1] and user-defined tag RiskAccount [10112] as follows:
1. If both tags Account [1] and RiskAccount [10112] are set:

1.1.9.1 ExecInst [18]
G H Q
All or none Reinstate Cancel
on on
system system
failure failure
Bats Europe
Borsa Istanbul Genium INET FIX
Borsa Istanbul Genium INET OUCH
Borsa Italiana Millennium
Euronext cash
LSE Millennium
Nasdaq Nordic Genium INET OUCH
Oslo Brs Millennium
Turquoise Millennium
Xetra ETS
1.1.9.2 OrdType [40]
1 2 3 4 6 K P
Market Limit Stop Loss Stop Limit With or Without Market With Left Over as Limit Pegged
Bats Europe
Euronext cash
LSE Millennium

1 2 3 4 6 K P
Market Limit Stop Loss Stop Limit With or Without Market With Left Over as Limit Pegged
Oslo Brs Millennium
Xetra ETS
Borsa Italiana Millennium:
OrdType [40] = 6 is used for un-priced limit orders.
1.1.9.3 PegPriceType [1094]
2 4 5 99
Mid-price peg Market peg Primary peg Alternate mid-point peg
Bats Europe
Euronext cash
LSE Millennium
Oslo Brs Millennium
Xetra ETS

1.1.9.4 TimeInForce [59]
0 2 3 4 7 8 9 H S
Day At the Opening Fill And Kill Fill or Kill At the Close Good Through At Crossing Good for Halt Good Till End of Session
OPG IOC FOK Crossing GFA Crossing GTS
1
GFS
Bats Europe
Euronext cash
LSE Millennium
Oslo Brs Millennium
Xetra ETS
Nasdaq Nordic Genium INET OUCH:
Cross orders (TimeInForce [59] = 2, 7, 8, H) are submitted as immediate or cancel orders. This ensures that any cross order does not stay live beyond the cross. As a consequence cross orders
for which unexecuted portion enters the continuous market after the cross are not supported.
1
Good For Scheduled intra-day auction

Tag Name Reqd Description
1.1.10 Order Routing Order Mass Cancel Report
- Not provided in other outbound messages
The order is routed to the appropriate venue using ExDestination [100] (see the tag - Ignored on inbound messages
description in the tag library for its allowable values):
49 SenderCompID Y Identifier of the message sender
- The tag is optional if the Client MAG FIX session targets a single venue. In that case
MAG routes the order to the appropriate venue thanks to the session configuration 50 SenderSubID Identifier of the message specific sender
- The tag is mandatory if the Client MAG FIX session targets more than one venue. 52 SendingTime Y Time of message transmission
56 TargetCompID Y Identifier of the message receptor
Tag ExDestination [100] or the default configured MIC is echoed back in LastMkt [30]. 57 TargetSubID Identifier of the message specific receptor
For Borsa Istanbul, MAG automatically routes the order to the correct exchange partition, 122 OrigSendingTime Original time of message transmission
thanks to the partition ID provided in the Genium INET FIX security definition message.
1.2 Standard Header and Trailer 1.2.2 Trailer

The message trailer is used to segregate messages and contains the three digit character
This section describes the message standard header and standard trailer.
representation of the checksum value.
1.2.1 Header The message trailer is made of the following tags:
The message header identifies the type, length, destination, sequence number, time and Tag Name Reqd Description
point of origin of each message. 10 CheckSum Y Check sum
The message header is made of the following tags:
8 BeginString Y Beginning of message

1.3 Session Messages
9 BodyLength Y Message length This section describes the session administrative messages.
34 MsgSeqNum Y Message sequence number
1.3.1 Supported Messages
35 MsgType Y Message type
MAG supports the following FIX session messages:
Indicates possible retransmission of message
MsgType [35] Message Direction
Conditions
43 PossDupFlag A Logon Client MAG
- Always provided in outbound messages:
Order Cancel Reject
0 Heart-beat Client MAG
Execution Report

Trailer Y
1 Test Request Client MAG
2 Resend Request Client MAG
3 Reject Client MAG 1.3.4 Test Request

The Test Request (1) message is used to force a Heart-beat (0) message from the opposite
4 Sequence Reset Client MAG
side. The test request message checks the sequence numbers or verifies the status of the
5 Logout Client MAG communication line.
The Test Request (1) message is made of the following tags:

1.3.2 Logon
Header Y MsgType = 1
The Logon (A) message is used to identify the user and establish a session logon.
112 TestReqID Y Test request message identifier
The Logon (A) message is made of the following tags:
Trailer Y
Header Y MsgType = A
98 EncryptMethod Y Method of encryption

1.3.5 Resend Request
108 HeartBtInt Y Heart-beat interval in seconds The Resend Request (2) message is used when a gap in the sequence numbers is detected.
The Resend Request (2) message is made of the following tags:

141 ResetSeqNumFlag Reset sequence number flag
Trailer Y Tag Name Reqd Description
Message sequence number of first message in range to be
7 BeginSeqNo Y
1.3.3 Heart-beat resent
Message sequence number of last message in range to be
The Heart-beat (0) message is used to monitor the status of the communication link during 16 EndSeqNo Y
resent
inactivity periods.
Trailer Y
The Heart-beat (0) message is made of the following tags:

1.3.6 Reject
The Reject (3) message is used when a message is received but cannot be properly
112 TestReqID Test request message identifier processed due to a session-level rule violation.

The Reject (3) message is made of the following tags:
58 Text Free text
Trailer Y
45 RefSeqNum Y Reference sequence number of the message rejected
58 Text Free text 1.4 Sponsored Client Applicative Messages

Trailer Y
This section describes the inbound and outbound applicative messages for the sponsored
client.
1.3.7 Sequence Reset 1.4.1 Supported Messages

The Sequence Reset (4) message is used to reset the incoming sequence number on the MAG supports the following FIX applicative messages:
opposing side.
The Sequence Reset (4) message is made of the following tags:
D New Order Single Client MAG
G Order Cancel Replace Request Client MAG
F Order Cancel Request Client MAG
36 NewSeqNo Y New sequence number
q Order Mass Cancel Request Client MAG
123 GapFillFlag Sequence reset flag
8 Execution Report Client MAG
Trailer Y
9 Order Cancel Reject Client MAG
r Order Mass Cancel Report Client MAG

1.3.8 Logout
The Logout (5) message is used to initiate and confirm a nominal termination of a session. A
session disconnection without exchange of these messages is interpreted as an abnormal
condition.
1.4.2 New Order Single
The Logout (5) message is made of the following tags: The New Order Single (D) message is used to place a new order.
The New Order Single (D) message is made of the following tags:
Tag Name Reqd Description Tag Name Reqd Description
Header Y MsgType = 5 Header Y MsgType = D

persOrderFlag
Account - Ignored on other markets
Conditions 21 HandlInst Y Instruction for order handling

- Optional on Oslo Brs Millennium, Source or class of security identifier
used to set Account
- Optional on LSE Millennium, used to 22 SecurityIDSource Conditions
set Account - Required if SecurityID [48] is
- Optional on Turquoise Millennium, provided
used to set Account
- Optional on Borsa Italiana 38 OrderQty Y Order quantity
Millennium, used to set Account
- Optional on Euronext Cash, used to 40 OrdType Y Order type
1 Account
set Account 44 Price Price
- Optional on Bats Europe, used to
set Account 48 SecurityID Security identifier
- Optional on Borsa Istanbul Genium
INET OUCH, used to set 54 Side Y Order side
Client/Account
- Mandatory on Borsa Istanbul Instrument identifier (native symbology)
Genium INET FIX, used to set
Account [1] Conditions
- Mandatory on Xetra ETS, used to - Optional on Oslo Brs Millennium,
set account used to set Instrument ID (binary
- Ignored on other markets index)
- Optional on LSE Millennium, used to
11 ClOrdID Y Client order identifier set Instrument ID (binary index)
- Optional on Borsa Italiana
15 Currency Trading currency Millennium, used to set Instrument
Instruction for order handling ID (binary index)
- Optional on Xetra ETS, used to set
55 Symbol
Conditions isix (binary index)
- Optional on Oslo Brs Millennium, - Optional on Turquoise Millennium,
used to set Auto Cancel used to set Common Symbol (MTF
- Optional on LSE Millennium, used to common symbol)
set Auto Cancel - Optional on Bats Europe, used to
18 ExecInst set Symbol (ISIN)
- Optional on Turquoise Millennium,
used to set Auto Cancel - Optional on Euronext Cash, used to
- Optional on Borsa Italiana set Symbol (ISIN)
Millennium, used to set Auto Cancel - Optional on Borsa Istanbul Genium
- Optional on Borsa Istanbul Genium INET FIX, used to set Symbol
INET FIX, used to set ExecInst [18] (OMNet short name)
- Optional on Xetra ETS, used to set - Optional on Borsa Istanbul Genium

used to set Display Quantity
INET OUCH, used to set Order - Optional on LSE Millennium, used to
Book ID (binary index) set Display Quantity
- Optional on Nasdaq Nordic Genium - Optional on Turquoise Millennium,
INET OUCH, used to set Order used to set Display Quantity
Book (binary index) - Optional on Borsa Italiana
Time in force Millennium, used to set Display
Quantity
59 TimeInForce
Conditions - Optional on Euronext Cash, used to
- Defaulted to 0 (Day) if not provided set MaxFloor
Stop price - Optional on Bats Europe, used to
set MaxFloor
99 StopPx - Optional on Borsa Istanbul Genium
Conditions
- Required if OrdType [40] = 3 or 4 INET FIX, used to set MaxFloor
[111]
Exchange destination
maxVisibleQty as follows:
Conditions
100 If maxFloor = 0,
ExDestination - Required if the FIX client session
maxVisibleQty is not set
targets more than one venue
but orderTypeCode is set
defined by the tag allowable values
to H (Hidden order)
- Ignored otherwise
If maxFloor > 0,
Minimum quantity maxVisibleQty is set and
orderTypeCode is set to I
Conditions (Iceberg order)
- Optional on Turquoise Millennium, - Optional on Borsa Istanbul Genium
used to set Minimum Quantity INET OUCH, used to set Display
- Optional on LSE Millennium, used to Quantity
set Minimum Quantity - Ignored on other markets
- Optional on Euronext Cash, used to
110 Locate required
MinQty set MinQty
114 LocateReqd Conditions
set MinQty
- Required if Side [54] = 5 (Sell
- Optional on Oslo Millennium, used
short)
to set Minimum Quantity
- Optional on Nasdaq Nordic Genium 207 SecurityExchange Market
INET OUCH, used to set Minimum
Quantity Peg difference
- Ignored on other markets
Conditions
Display quantity 211 PegOffsetValue
111 MaxFloor set PegDifference
Conditions - Ignored on other markets
- Optional on Oslo Brs Millennium,

Conditions
Trading session identifier - Optional on Oslo Brs Millennium,
used to set Order Sub Type
Conditions - Optional on LSE Millennium, used to
336 TradingSessionID - Optional on Borsa Istanbul Genium set Order Sub Type
INET FIX, used to set - Optional on Turquoise Millennium,
TradingSessionID [336] used to set Order Sub Type
- Ignored on other markets - Optional on Borsa Italiana
Identifier used to represent this Millennium, used to set Order Sub
transaction for compliance purposes Type
376 ComplianceID Conditions Match increment
complianceId Conditions
- Ignored on other markets 1089 MatchIncrement - Optional on Borsa Istanbul Genium
Order capacity INET FIX, used to set
MatchIncrement [1089]
- Mandatory on Borsa Istanbul Anonymity or disclosure request
Genium INET FIX, used to set
OrderCapacity [528] Conditions
- Mandatory on Borsa Istanbul - Mandatory on LSE Millennium, used
Genium INET OUCH, used to set 1091 PreTradeAnonymity
to set Anonymity
Client Category - Optional on Borsa Italiana
- Optional on Oslo Brs Millennium, Millennium, used to set Anonymity
used to set Capacity - Ignored on other markets
- Optional on LSE Millennium, used to Peg order type
528 OrderCapacity
set Capacity
- Optional on Turquoise Millennium, Conditions
used to set Capacity - Optional on Borsa Istanbul Genium
- Optional on Borsa Italiana INET FIX, used to set PegPriceType
Millennium, used to set Capacity [1094]
- Optional on Euronext Cash, used to 1094 PegPriceType - Optional on Euronext Cash, used to
set Rule80A set ExecInst when OrdType [40] =
- Optional on Bats Europe, used to P
set Capacity - Optional on Bats Europe, used to
- Optional on Nasdaq Nordic Genium set ExecInst when OrdType [40] =
INET OUCH, used to set Capacity P
- Ignored on other markets - Ignored on other markets
775 BookingType Booking type Trigger type
1100 TriggerType
Display method
1084 DisplayMethod Conditions

Conditions
- Optional on Borsa Istanbul Genium - Optional on Borsa Istanbul Genium
INET FIX, used to set TriggerType INET FIX, used to set
[1100] TriggerTradingSessionID [1113]
- Ignored on other markets - Ignored on other markets
Trigger action
5700 LocateBroker Locate broker
Conditions Self-match prevention identifier
1101 TriggerAction - Optional on Borsa Istanbul Genium
INET FIX, used to set TriggerAction Conditions
7928 SelfMatchPreventionID
[1101] - Optional on Xetra ETS, used to set
- Ignored on other markets matchInstCrossId
Trigger price - Ignored on other markets
Self-match prevention instruction
Conditions
1102 TriggerPrice - Optional on Borsa Istanbul Genium Conditions
INET FIX, used to set TriggerPrice - Optional on Euronext Cash, used to
[1102] set STPIndicator
8000 SelfMatchPreventionInstruction
- Ignored on other markets - Optional on Bats Europe, used to
Trigger symbol set PreventMatch
- Optional on Nasdaq Nordic Genium
Conditions INET OUCH, used to set STPAction
1103 TriggerSymbol - Optional on Borsa Istanbul Genium - Ignored on other markets
INET FIX, used to set Self-match prevention scope
TriggerSymbol [1103]
- Ignored on other markets Conditions
8001 SelfMatchPreventionLevel
Trigger price type - Optional on Nasdaq Nordic Genium
INET OUCH, used to set STPLevel
1107 TriggerPriceType - Optional on Borsa Istanbul Genium Self-match prevention group
INET FIX, used to set
TriggerPriceType [1107] Conditions
- Ignored on other markets 8002 SelfMatchPreventionGroup - Optional on Nasdaq Nordic Genium
Trigger price direction INET OUCH, used to set
STPTraderGroup
1109 TriggerPriceDirection - Optional on Borsa Istanbul Genium Clearing account type
INET FIX, used to set
TriggerPriceDirection [1109] Conditions
9210 ClearingAccountType
- Ignored on other markets - Mandatory on Oslo Brs Millennium,
Trigger trading session identifier used to set Clearing Account
1113 TriggerTradingSessionID - Mandatory on LSE Millennium, used

1.4.3 Order Cancel Replace Request
The Cancel Replace Request (G) message is used to change any valid attribute of an open
to set Clearing Account
- Mandatory on Turquoise Millennium, order.
used to set Clearing Account The Cancel Replace Request (G) message is made of the following tags:
Millennium, used to set Clearing Tag Name Reqd Description
Account
- Optional on Nasdaq Nordic Genium Header Y MsgType = G
INET OUCH, used to set Clearing
Account Type Account
Conditions
Passive only order - Optional on Oslo Brs Millennium,
used to set Account
Conditions - Optional on LSE Millennium, used to
- Optional on Oslo Brs Millennium, set Account
used to set Passive Only Method - Optional on Turquoise Millennium,
9220 PassiveOnlyOrder
- Optional on LSE Millennium, used to used to set Account
set Passive Only Method - Optional on Borsa Italiana
- Optional on Turquoise Millennium, Millennium, used to set Account
used to set Passive Only Method 1 Account - Optional on Euronext Cash, used to
- Ignored on other markets set Account
Trader ID - Optional on Bats Europe, used to
set Account
Conditions - Optional on Borsa Istanbul Genium
- Mandatory on Oslo Brs Millennium, INET OUCH, used to set
used to set Trader ID Client/Account
- Optional on LSE Millennium, used to - Optional on Borsa Istanbul Genium
set Trader ID INET FIX, used to set Account [1]
9225 TraderID
- Optional on Turquoise Millennium, - Mandatory on Xetra ETS, used to
used to set Trader ID set account
- Optional on Borsa Italiana - Ignored on other markets
Millennium, used to set Trader ID
- Optional on Nasdaq Nordic Genium 11 ClOrdID Y Client order identifier
INET OUCH, used to set User
15 Currency Trading currency
Risk account used for the in-line risk Instruction for order handling
10112 RiskAccount
checks
Conditions
Trailer Y 18 ExecInst
INET FIX, used to set ExecInst [18]
21 HandlInst Y Instruction for order handling

INET OUCH, used to set Order
Source or class of security identifier Book ID (binary index)
22 SecurityIDSource Conditions INET OUCH, used to set Order
- Required if SecurityID [48] is Book (binary index)
provided
59 TimeInForce Time in force
37 OrderID Order identifier
60 TransactTime Y Transaction time
38 OrderQty Y Order quantity
Stop price
40 OrdType Y Order type 99 StopPx
Conditions
41 OrgClOrdID Y Original client order identifier - Required if OrdType [40] = 3 or 4
Exchange destination
44 Price Price
48 SecurityID Security identifier Conditions

100 ExDestination - Required if the FIX client session
54 Side Y Order side targets more than one venue
defined by the tag allowable values
Instrument identifier (native symbology) - Ignored otherwise
Minimum quantity
Conditions
- Optional on Oslo Brs Millennium,
Conditions
used to set Instrument ID (binary
index)
used to set Minimum Quantity
set Instrument ID (binary index) 110 MinQty set Minimum Quantity
- Optional on Oslo Millennium, used
Millennium, used to set Instrument
to set Minimum Quantity
ID (binary index)
55 Symbol INET OUCH, used to set Minimum
isix (binary index)
Quantity
used to set Common Symbol (MTF
common symbol) Display quantity
set Symbol (ISIN) Conditions
- Optional on Euronext Cash, used to - Optional on Oslo Brs Millennium,
set Symbol (ISIN) 111 MaxFloor used to set Display Quantity
- Optional on Borsa Istanbul Genium - Optional on LSE Millennium, used to
INET FIX, used to set Symbol set Display Quantity
(OMNet short name) - Optional on Turquoise Millennium,
- Optional on Borsa Istanbul Genium used to set Display Quantity

- Mandatory on Borsa Istanbul
- Optional on Borsa Italiana Genium INET OUCH, used to set
Millennium, used to set Display Client Category
Quantity - Optional on Oslo Brs Millennium,
- Optional on Euronext Cash, used to used to set Capacity
set MaxFloor - Optional on LSE Millennium, used to
- Optional on Xetra ETS, used to set set Capacity
maxVisibleQty as follows: - Optional on Turquoise Millennium,
If maxFloor = 0, used to set Capacity
maxVisibleQty is not set - Optional on Borsa Italiana
but orderTypeCode is set Millennium, used to set Capacity
to H (Hidden order) - Optional on Euronext Cash, used to
If maxFloor > 0, set Rule80A
maxVisibleQty is set and - Optional on Bats Europe, used to
orderTypeCode is set to I set Capacity
(Iceberg order) - Optional on Nasdaq Nordic Genium
- Optional on Borsa Istanbul Genium INET OUCH, used to set Capacity
INET FIX, used to set MaxFloor - Ignored on other markets
[111] Peg order type
INET OUCH, used to set Display Conditions
Quantity - Optional on Euronext Cash, used to
- Ignored on other markets set ExecInst when OrdType [40] =
Locate required 1094 PegPriceType
P
114 LocateReqd Conditions set ExecInst when OrdType [40] =
- Required if Side [54] = 5 (Sell P
short) - Ignored on other markets
207 SecurityExchange Market 5700 LocateBroker Locate broker
Identifier used to represent this Self-match prevention identifier
transaction for compliance purposes
Conditions
376 ComplianceID Conditions 7928 SelfMatchPreventionID
- Optional on Xetra ETS, used to set matchInstCrossId
complianceId - Ignored on other markets
- Ignored on other markets Self-match prevention instruction
Order capacity
Conditions
Conditions 8000 SelfMatchPreventionInstruction
528 OrderCapacity - Optional on Euronext Cash, used to
- Optional on Borsa Istanbul Genium set STPIndicator
INET FIX, used to set - Ignored on other markets
OrderCapacity [528]

Header Y MsgType = q
Passive only order
11 ClOrdID Y Client order identifier
Conditions
- Optional on Oslo Brs Millennium, 530 MassCancelRequestType Y Order mass cancel request type
used to set Passive Only Method
9220 PassiveOnlyOrder
- Optional on LSE Millennium, used to Trailer Y
set Passive Only Method
used to set Passive Only Method
- Ignored on other markets 1.4.6 Execution Report
Risk account used for the in-line risk
10112 RiskAccount The Execution Report (8) message is used to respond to:
checks
Trailer Y A New Order Single message when the request is acknowledged and the order
created;
A New Order Single message when the request is rejected;

1.4.4 Order Cancel Request An Order Cancel Request message when the request is acknowledged and the
The Order Cancel Request (F) message requests the cancellation of the entire remaining order cancelled;
quantity of an existing order. An Order Cancel Replace Request message when the request is acknowledged
The Order Cancel Request (F) message is made of the following tags: and the order amended.

ExecType
Header Y MsgType = F Case ExecTransType [20] OrdStatus [39]
[150]
11 ClOrdID Y Client order identifier New order acknowledgment 0 0 0
41 OrgClOrdID Y Original client order identifier New order rejection 0 8 8
Trailer Y Order cancelled 0 4 4
Order amended 0 5 5
1.4.5 Order Mass Cancel Request Order suspended 0 9 9
The Order Mass Cancel Request (q) message requests the cancellation of all orders.
The Execution Report (8) message is also used to relay an unsolicited order change which
The Order Mass Cancel Request (q) message is made of the following tags:
can be:
A partial fill;

A fill;
Auto-generated MAG execution identifier
An unsolicited order cancellation;
17 ExecID Y
Conditions
A restatement - Set to 0 in case of a MAG reject
A trade bust; Instruction for order handling
A trade correction. Conditions

- Borsa Istanbul Genium INET FIX
ExecInst [18]
- Oslo Brs Millennium Auto Cancel
Case ExecTransType [20] OrdStatus [39] ExecType [150] 18 ExecInst
- LSE Millennium Auto Cancel
Partial fill 0 1 1 - Borsa Italiana Millennium Auto
Cancel
Fill 0 2 2 - Turquoise Millennium Auto Cancel
- Xetra ETS persOrderFlag
Unsolicited cancellation 0 C C - Not provided otherwise
Execution reference being cancelled or
Restatement 0 5 D amended
Trade bust 1 2 2
19 ExecRefID Conditions
Trade correction 2 2 2 - Provided when ExecTransType [20]
= 1 or 2
- Not provided otherwise
The Execution Report (8) message is made of the following tags: 20 ExecTransType Y Transaction type
Source or class of security identifier
Header Y MsgType = 8 Conditions

22 SecurityIDSource - In case of a MAG reject, provided
1 Account Account depending on the symbology used
in the inbound message
Average price of all fills on this order - Always provided otherwise
Conditions 30 LastMkt Venue MIC code of the last fill
6 AvgPx
- Oslo Brs Millennium AvgPx
- Borsa Italiana Millennium AvgPx 31 LastPx Price of the last fill
32 LastShares Quantity of the last fill
Auto-generated MAG order identifier
14 CumQty Y Total number of shares filled
37 OrderID Y Conditions
15 Currency Trading currency - Set to 0 in case of a MAG reject
- Not provided when ExecTransType

- Always provided otherwise
[20] = 1 or 2
38 OrderQty Y Order quantity
Code to identify the reason for order
103 OrdRejectReason
39 OrdStatus Y Order status rejection
Order type 109 ClientID Y Firm identifier
Conditions 110 MinQty Minimum quantity

- Not provided in case of a MAG
40 OrdType 111 MaxFloor Display quantity
reject
- Provided when ExecTransType [20] 114 LocateReqd Locate required
= 1 or 2
- Always provided otherwise 150 ExecType Y Execution type
41 OrgClOrdID Original client order identifier
151 LeavesQty Y Remaining quantity
44 Price Price
167 SecurityType Security type
Security identifier
Order identifier supplied by the venue
Conditions
Conditions
48 SecurityID - In case of a MAG reject, provided 198 SecondaryOrderID
- Provided only in case of an
depending on the symbology used
exchange acknowledgement
Security Primary MIC Code
54 Side Y Order side
Instrument identifier Conditions
207 SecurityExchange
Conditions reject
55 Symbol - In case of a MAG reject, provided - Always provided otherwise
depending on the symbology used Contra broker
- Always provided otherwise Conditions
- Bats Europe CCP
58 Text Free text - Oslo Brs Millennium Counterparty
Time in force - LSE Millennium Counterparty
375 ContraBroker
- Turquoise Millennium Counterparty
Conditions - Borsa Italiana Millennium
59 TimeInForce - Not provided in case of a MAG Counterparty
reject - Euronext Cash IMSCompID
- Provided when ExecTransType [20] - Xetra ETS CtpyClgSettlAccount
= 1 or 2 - Nasdaq Nordic Genium INET OUCH

Indicator
Contra Firm - Bats Europe BaseLiquidityIndicator
- Not provided on other markets - LSE Millennium Trade Liquidity
Identifier used to represent this Indicator
transaction for compliance purposes
Venue LastLiquidityIndicator
376 ComplianceID
Conditions A 1
- Xetra ETS complianceId R 2
- Not provided on other markets
C 4
Identifies origin of the order elimination
Other 99
Conditions
- Provided only for an Execution - Turquoise Millennium Trade
Report sent with ExecType [150] = Liquidity Indicator
378 ExecRestatementReason
D (Restated)
- Provided also when communicating Venue LastLiquidityIndicator
an unsolicited cancel on Borsa A 1
Istanbul Genium INET FIX R 2
C, S 4
Auto-generated MAG client order
Other 99
identifier
526 SecondaryClOrdID Conditions - Euronext Cash LiquidityIndicator

reject Venue LastLiquidityIndicator
- Always provided otherwise A 1
Execution identifier supplied by the R 2
527 SecondaryExecID
venue Other 99
528 OrderCapacity Order capacity
- Nasdaq Nordic Genium INET OUCH
Booking type LiquidityFlag
Conditions Venue LastLiquidityIndicator
775 BookingType
- Not provided when ExecType [150]
A, S, W 1
=4
- Always provided otherwise R, T 2
Liquidity indicator C 4
Other 99
Conditions
851 LastLiquidityIndicator
- Oslo Brs Millennium Trade - Not provided otherwise
Liquidity Indicator T followed by the trade identifier
- Borsa Italiana Trade Liquidity 880 TrdMatchID
supplied by the venue

Conditions
Conditions TriggerAction [1101]
- Oslo Brs Millennium Trade Match - Not provided on other markets
ID Trigger price
- LSE Millennium Trade Match ID
- Turquoise Millennium Trade Match Conditions
ID 1102 TriggerPrice
- Borsa Italiana Millennium Trade TriggerPrice [1102]
Match ID - Not provided on other markets
- Euronext Cash UTPExID
- Bats Europe ExecID Trigger symbol
- Xetra ETS matchId
- Borsa Istanbul Genium INET FIX Conditions
1103 TriggerSymbol
TrdMatchID [880] - Borsa Istanbul Genium INET FIX
- Borsa Istanbul Genium INET OUCH TriggerSymbol [1103]
Match ID - Not provided on other markets
- Nasdaq Nordic Genium INET OUCH Trigger price type
MatchNumber
- Not provided on other markets Conditions
1107 TriggerPriceType
Match increment - Borsa Istanbul Genium INET FIX
TriggerPriceType [1107]
Conditions - Not provided on other markets
1089 MatchIncrement Trigger price direction
MatchIncrement [1089]
- Not provided on other markets Conditions
1109 TriggerPriceDirection
Peg order type - Borsa Istanbul Genium INET FIX
TriggerPriceDirection [1109]
Conditions - Not provided on other markets
- Borsa Istanbul Genium INET FIX Trigger trading session identifier
1094 PegPriceType
PegPriceType [1094]
- Euronext Cash ExecInst Conditions
1113 TriggerTradingSessionID
- Bats Europe ExecInst - Borsa Istanbul Genium INET FIX
- Not provided on other markets TriggerTradingSessionID [1113]
Trigger type - Not provided on other markets
Market ID
Conditions
1100 TriggerType Conditions
- Borsa Istanbul Genium INET FIX 1301 MarketID
TriggerType [1100] - Not provided in case of a MAG
- Not provided on other markets reject
Trigger action - Always provided otherwise
1101 TriggerAction
5700 LocateBroker Locate broker

R, T R
Liquidity indicator C C
Conditions Other O
- Oslo Brs Millennium Trade
Liquidity Indicator - Not provided otherwise
- Borsa Italiana Trade Liquidity Execution identifier supplied by the
10017 VenueExecID
Indicator venue
- Bats Europe BaseLiquidityIndicator Risk account used for the in-line risk
- LSE Millennium Trade Liquidity 10112 RiskAccount
checks
Indicator
Trailer Y
Venue LiquidityIndicator
A A
R R 1.4.7 Order Cancel Reject
C C
Other O The Order Cancel Reject (9) message is used to respond to:
An Order Cancel Request message when the request is rejected;

- Turquoise Millennium Trade
Liquidity Indicator An Order Cancel Replace Request message when the request is rejected.
6001 LiquidityIndicator
Venue LiquidityIndicator
A A The Order Cancel Reject (9) message is made of the following tags:
R R
C, S C Tag Name Reqd Description
Other O
- Euronext Cash LiquidityIndicator 11 ClOrdID Y Client order identifier
Venue LiquidityIndicator 15 Currency Trading currency

A A
22 SecurityIDSource Source or class of security identifier
R R
Other O 37 OrderID Y Auto-generated MAG order identifier
39 OrdStatus Y Order status

- Nasdaq Nordic Genium INET OUCH
LiquidityFlag 41 OrgClOrdID Y Original client order identifier
Venue LiquidityIndicator 48 SecurityID Security identifier
A, S, W A
55 Symbol Instrument identifier

530 MassCancelRequestType Y Order mass cancel request type
58 Text Free text
531 MassCancelResponse Y Order mass cancel response
532 MassCancelRejectReason Order mass cancel reject reason
102 CxlRejReason Y Cancel reject reason
Trailer Y
109 ClientID Y Firm identifier
167 SecurityType Security type

Order identifier supplied by the venue
198 SecondaryOrderID Conditions

- Not provided in case of a MAG reject
207 SecurityExchange Security Primary MIC Code
Identifies the type of request that a Cancel Reject
434 CxlRejResponseTo Y
is in response to
Auto-generated MAG client order identifier
526 SecondaryClOrdID Conditions

- Not provided in case of a MAG reject
1301 MarketID Y Market ID
Trailer Y
1.4.8 Order Mass Cancel Report

The Order Mass Cancel Report (r) message is used to respond to an Order Mass Cancel
Request message.
The Order Mass Cancel Report (r) message is made of the following tags:
Header Y MsgType = r

2. Message Kinematics
2.2 Order Cancel Replace Request
2.1 New Order Single

G
Execution Venue
Access Handler
8
In-line Risk
D
FIX Engine

Execution Venue
Client
Access Handler
8
In-line Risk
FIX Engine
G G
Client
Native request
D D 1xn8 1xn8
Native request
Native report
1xn8 1xn8
Native report Figure 2 Order cancel replace request kinematics
Figure 1 New order kinematics

An order cancel replace request is submitted and is sent to the risk management
module. The risk management module rejects the request (a limit is breached); as a
A new single order is submitted and is sent to the risk management module. The risk result an execution report which bears the rejection error is sent back to the trading
management module rejects the request (a limit is breached); as a result an execution application.
report which bears the rejection error is sent back to the trading application.
An order cancel replace request is submitted, goes through the risk management
A new single order is submitted, goes through the risk management module, is then module, is then either translated into a native message request or into the generic FIX
either translated into a native message request or into the generic FIX new single order order cancel replace request and is sent to the correct execution venue.
and is sent to the correct execution venue.
The request is acknowledged by the execution venue with either a native report
The request is acknowledged by the execution venue with either a native report message or one to n generic FIX execution report. The incoming message is then
message or one to n generic FIX execution report. The incoming message is then translated into an execution report message, goes through the risk management
translated into an execution report message, goes through the risk management module and is sent back to the trading application.
module and is sent back to the trading application.

2.4 Unsolicited Execution Report
2.3 Order Cancel Request
Execution Venue
Access Handler
In-line Risk
FIX Engine
Execution Venue
Access Handler
Unsolicited 8
Client
8
F

In-line Risk
F FIX Engine
Client
Native request Native report

1xn8 1xn8
Native report
Figure 4 Unsolicited execution report kinematics
Figure 3 Order cancel request kinematics

An execution venue issues either a generic FIX unsolicited execution report or a native
report message. The incoming message is then translated into an execution report
An order cancel request is submitted, goes through the risk management module, is message, goes through the risk management module and is sent back to the trading
then either translated into a native message request or into the generic FIX order application.
cancel request and is sent to the correct execution venue.
The request is acknowledged by the execution venue with either a native report
message or one to n generic FIX execution report. The incoming message is then
translated into an execution report message, goes through the risk management
module and is sent back to the trading application.

2.6 Bulk Cancel
2.5 Order Cancel Reject
Execution Venue
Access Handler
Execution Venue
Access Handler
q q
In-line Risk
FIX Engine
In-line Risk
G, F FIX Engine G, F
Client
Native request

Client
Native request
9 9
1 x n 8, 9 1 x n 8, 9 & r
r Native report
Native report
Figure 6 Bulk cancel kinematics

Figure 5 Order cancel rejection kinematics
An order mass cancel request is submitted to the risk management module, goes
An order cancel replace request (respectively an order cancel request) is submitted, through the risk management module, is then either translated into a native message
goes through the risk management module, is then either translated into a native request or into the generic FIX order mass cancel request and is sent to the correct
message request or into the generic FIX order cancel replace request (respectively execution venue.
order cancel request) and is sent to the correct execution venue.
The request is acknowledged by the execution venue with either native report
The request is rejected by the execution venue with either a native report message or a messages or generic FIX order mass cancel report and one to n generic FIX execution
generic FIX order cancel reject. The incoming message is then translated into an order report or order cancel reject. The incoming messages are then translated into an order
cancel reject message, goes through the risk management module and is sent back to mass cancel report and one to n execution report or order cancel reject messages, go
the trading application. through the risk management module and are sent back to the trading application.

The drop copy session is either lost or closed.
2.7 Drop Copy Session Loss
Upon loss of the drop copy session, MAG automatically terminates the client sessions
which have been configured to be dependent on the drop copy session.
MAG automatically generates order mass cancel requests which are sent to the
relevant execution venues on behalf of the clients.
Sponsoring

Execution reports are queued by MAG and will be delivered to the sponsoring broker
Broker
when the drop copy session is restored.

Access Handler
Client

FIX Engine
Native request

Execution Venue
1 x n 8, 9 & r
Native report
Sponsoring
Broker
Execution
Drop reports &
Copy 8 unsolicited 8

Native report
Figure 7 Drop copy session loss kinematics

2.9 Business Rejects
2.8 Client Session Loss
D, G, F
Client

Client
Access Handler
In-line Risk

FIX Engine
8 or 9
Access Handler
Execution Venue
In-line Risk
FIX Engine
q
3
Native request
1 x n 8, 9 & r

Native report
Figure 8 Client session loss kinematics
The client session is either lost or closed.
MAG automatically generates order mass cancel requests which are sent to the
relevant execution venues on behalf of the client. Figure 9 Business rejects kinematics
Execution reports are queued by MAG and will be delivered to the client when the
session is restored.
An order is submitted and is rejected by MAG for one of the following reasons:
The order is already fully traded or cancelled (specific OrdStatus [39] = X

is sent)
The order is rejected for a reason not related to a risk check (no limit is
breached)
MAG generates an execution report or cancel reject which is sent to the trading
application.

3. Tags Library
ExecRestatementReason....................................................................................... 41
A - ............................................................................................................................ 38
ExecTransType ...................................................................................................... 42
Account...................................................................................................................38
AvgPx .....................................................................................................................38 ExecType ............................................................................................................... 42
B - ............................................................................................................................ 38 G - ........................................................................................................................... 42
BeginSeqNo ...........................................................................................................38 GapFillFlag ............................................................................................................. 42
BeginString .............................................................................................................38
H -............................................................................................................................ 42
BodyLength ............................................................................................................38
HandlInst ................................................................................................................ 42
BookingType ...........................................................................................................38
HeartBtInt ............................................................................................................... 42
C - ............................................................................................................................ 38
L - ............................................................................................................................ 42
CheckSum ..............................................................................................................38
LastLiquidityIndicator.............................................................................................. 43
ClientID ...................................................................................................................39
LastMkt................................................................................................................... 43
ClOrdID...................................................................................................................39
LastPx .................................................................................................................... 43
ComplianceID .........................................................................................................39
LastShares ............................................................................................................. 43
ContraBroker ..........................................................................................................39
LeavesQty .............................................................................................................. 43
CumQty ..................................................................................................................39
LocateReqd ............................................................................................................ 44
Currency .................................................................................................................39
CxlRejReason .........................................................................................................40 M - ........................................................................................................................... 44
CxlRejResponseTo .................................................................................................40 MarketID................................................................................................................. 44
MassCancelRequestType ...................................................................................... 44
D - ............................................................................................................................ 40
MassCancelRejectReason ..................................................................................... 44
DisplayMethod ........................................................................................................40
MassCancelResponse ........................................................................................... 44
MatchIncrement ..................................................................................................... 44
E - ............................................................................................................................ 40
MaxFloor ................................................................................................................ 44
EncryptMethod........................................................................................................40
MinQty .................................................................................................................... 45
EndSeqNo ..............................................................................................................40
ExDestination .........................................................................................................40 MsgSeqNum .......................................................................................................... 45
MsgType ................................................................................................................ 45
ExecID ....................................................................................................................41
ExecInst ..................................................................................................................41
N -............................................................................................................................ 45
ExecRefID ..............................................................................................................41
NewSeqNo ............................................................................................................. 45

T - ............................................................................................................................ 51
TargetCompID ........................................................................................................ 51
O - ............................................................................................................................ 45
TargetSubID ........................................................................................................... 51
OrderCapacity ........................................................................................................45
TestReqID .............................................................................................................. 52
OrderID ...................................................................................................................46
Text ........................................................................................................................ 52
OrderQty .................................................................................................................46
TimeInForce ........................................................................................................... 52
OrdRejectReason ...................................................................................................46
TradingSessionID ................................................................................................... 52
OrdStatus ...............................................................................................................47
TransactTime ......................................................................................................... 52
OrdType ..................................................................................................................47
TrdMatchID ............................................................................................................ 53
OrgClOrdID .............................................................................................................48
TriggerAction .......................................................................................................... 53
OrigSendingTime ....................................................................................................48
TriggerPrice ............................................................................................................ 53
TriggerPriceDirection.............................................................................................. 53
P - ............................................................................................................................ 48
TriggerPriceType .................................................................................................... 53
PegOffsetValue.......................................................................................................48
TriggerSymbol ........................................................................................................ 53
PegPriceType .........................................................................................................48
TriggerTradingSessionID ....................................................................................... 53
PossDupFlag ..........................................................................................................48
TriggerType ............................................................................................................ 54
PreTradeAnonymity ................................................................................................49
Price .......................................................................................................................49
Custom Tags - ....................................................................................................... 55
ClearingAccountType ............................................................................................. 55
R - ............................................................................................................................ 49
LiquidityIndicator .................................................................................................... 55
RefSeqNum ............................................................................................................49
LocateBroker .......................................................................................................... 55
ResetSeqNumFlag .................................................................................................49
PassiveOnlyOrder .................................................................................................. 55
S - ............................................................................................................................ 49 RiskAccount ........................................................................................................... 56
SecondaryExecID ...................................................................................................49 SelfMatchPreventionID........................................................................................... 56
SecondaryClOrdID..................................................................................................49 SelfMatchPreventionInstruction .............................................................................. 56
SecondaryOrderID ..................................................................................................49 SelfMatchPreventionLevel ...................................................................................... 56
SecurityExchange ...................................................................................................50 SelfMatchPreventionGroup .................................................................................... 56
SecurityID ...............................................................................................................50 TraderID ................................................................................................................. 56
SecurityIDSource ....................................................................................................50 VenueExecID ......................................................................................................... 57
SecurityType ...........................................................................................................50
SenderCompID .......................................................................................................50
SenderSubID ..........................................................................................................51
SendingTime ..........................................................................................................51
Side ........................................................................................................................51
StopPx ....................................................................................................................51
Symbol....................................................................................................................51

BeginString
A-
FIX tag 8
Used in Header
Account
Description Trading account.

BodyLength
See section 1.1.8 for the trading and in-line risk accounts usage.
Description Message length.
FIX tag 1
FIX tag 9
Used in New Order Single
Used in Header
Order Cancel Replace Request
Execution Report
BookingType
Description Method for booking out this order.

AvgPx
Optionally configured at the client FIX session level.
Description Average price of the fills.
Allowable values 0 Cash
FIX tag 6
1 CFD
Used in Execution Report
A Portfolio swap
FIX tag 775

B-
Execution Report
BeginSeqNo
Description Message sequence number of first message in range to be resent.

C-
FIX tag 7
Used in Resend Request

CheckSum
Description Check sum.

BeginString
FIX tag 10
Description Beginning of the message identifier.
Used in Trailer
Allowable values FIX.4.2 FIX 4.2

ComplianceID
Description Identifier used to represent this transaction for compliance purposes.

ClientID
FIX tag 376
Description Firm identifier.
Optionally configured at the client FIX session level. Otherwise set to
SenderCompID [49]. Order Cancel Replace Request
FIX tag 109 Execution Report
Order Cancel Reject ContraBroker
Description Identifies contra broker.
ClOrdID FIX tag 375
Description Client order identifier. Used in Execution Report
This identifier is not sent to the exchange.
Any printable character is accepted except space , | = and ; CumQty
It is however strongly recommended to avoid the following non Description Total number of filled shares.
ASCII characters and as they can make
FIX tag 14
some tools crash when they try to display them (no utf8 encoding by
default). Used in Execution Report
The maximum authorized size is 30 characters.
See SecondaryClOrdID [526] for details on the client order ID sent to Currency
the exchange.
Description Trading currency, ISO 4217 standard.
FIX tag 11
FIX tag 15
Order Cancel Request
Order Cancel Reject
Order Cancel Reject
Execution Report
Execution Report

DisplayMethod
CxlRejReason
FIX tag 1084
Description Code to identify reason for cancel rejection.
See below for the allowable values in case of a MAG reject.
MAG provides the exchange code in case of a reject from the

exchange; see the exchange specifications for details. E-
Allowable values 0 Too late to cancel
1 Unknown order EncryptMethod
3 Order already in pending cancel or pending replace status Description Method of encryption.
99 Other FIX tag 98
FIX tag 102 Used in Logon
Used in Order Cancel Reject
EndSeqNo
CxlRejResponseTo Description Message sequence number of last message in range to be resent.
Description Identifies the type of request that the Cancel Reject is in response FIX tag 16
to.
Used in Resend Request
Allowable values 1 Order cancel request
2 Order cancel/replace request

ExDestination
FIX tag 434
Description Execution destination
Allowable values BATE Bats Europe BXE
CHIX Bats Europe CXE

D- XLON London
XMIL Milan
DisplayMethod
TRQX Turquoise
Description Display method.
XOSL Oslo
Allowable values 3 Random
XPAR Euronext Paris

ExecInst
ExDestination
Description Execution instruction.
XLIS Euronext Lisbon
Allowable values G All or none AON
XAMS Euronext Amsterdam
H Reinstate on system failure
XBRU Euronext Brussels
Q Cancel on system failure
XCSE Nasdaq Nordic Copenhagen
FIX tag 18
XHEL Nasdaq Nordic Helsinki
XICE Nasdaq Nordic Iceland
XSTO Nasdaq Nordic Stockholm
Execution Report
XRIS Nasdaq Baltic Riga
XTAL Nasdaq Baltic Tallinn

ExecRefID
XLIT Nasdaq Baltic Vilnius
Description Reference identifier used with Trade Cancel and Trade Correct
XIST Istanbul
execution types.
XETR Xetra Frankfort
FIX tag 19
XLUX Luxembourg
FIX tag 100

ExecRestatementReason
Description Code to identify reason for an Execution Report message sent
with ExecType [150] = D (Restated) or used when
communicating an unsolicited cancel.
ExecID
Allowable value 3 Re-pricing of order
Description Auto-generated MAG day-unique execution identifier.
4 Broker option
See section 1.1.7 for the execution identifier usage.
5 Partial decline of order quantity
FIX tag 17
8 Market option
100 Order replenishment
FIX tag 378

ExecInst

G-
ExecRestatementReason

GapFillFlag
Description Flag used to indicate that the Sequence Reset message is replacing
ExecTransType administrative or application messages that will not be resent.
Description Execution transaction type. Allowable values Y Gap Fill message, MsgSeqNum [34] field valid
Allowable values 0 New N Sequence reset, ignore MsgSeqNum [34]
1 Cancel FIX tag 123
2 Correct Used in Sequence Reset
FIX tag 20
Used in Execution Report H-
ExecType HandlInst
Description Execution type. Description Instruction for order handling.
Allowable values 0 New Allowable values 1 Automated execution
1 Partially filled FIX tag 21
2 Filled Used in New Order Single
4 Cancelled Order Cancel Replace Request
5 Replaced
8 Rejected HeartBtInt
9 Suspended Description Heart-beat interval.
C Expired FIX tag 108
D Restated Used in Logon
FIX tag 150

L-

LastMkt
LastLiquidityIndicator
XSTO Nasdaq Nordic Stockholm
Description Indicator to identify whether this fill was a result of a liquidity
provider providing or liquidity taker taking the liquidity. XRIS Nasdaq Baltic Riga
Allowable values 1 Added liquidity XTAL Nasdaq Baltic Tallinn
2 Removed liquidity XLIT Nasdaq Baltic Vilnius
4 Auction XIST Istanbul
99 Other liquidity XETR Xetra Frankfort
FIX tag 851 FIX tag 30
Used in Execution Report Used in Execution Report
LastMkt LastPx
Description Market of execution for last fill, MIC ISO 10383 standard. Description Price of the last fill.
Allowable values BATE Bats Europe BXE FIX tag 31
CHIX Bats Europe CXE Used in Execution Report
XLON London
XMIL Milan LastShares
TRQX Turquoise Description Quantity of the last fill.
XOSL Oslo FIX tag 32
XPAR Euronext cash Paris Used in Execution Report
XLIS Euronext cash Lisbon
XAMS Euronext cash Amsterdam LeavesQty

XBRU Euronext cash Brussels Description Remaining quantity.
XCSE Nasdaq Nordic Copenhagen FIX tag 151
XHEL Nasdaq Nordic Helsinki Used in Execution Report
XICE Nasdaq Nordic Iceland

MassCancelRejectReason
LocateReqd
Description Order mass reject reason.
Description Indicates whether the broker is to locate the stock in conjunction
with a short sell order. Allowable values 0 Mass cancel not supported
Allowable values N Indicates the broker is not required to locate 99 Other
Y Indicates the broker is responsible for locating the stock FIX tag 532
FIX tag 114 Used in Order Mass Cancel Report
Order Cancel Replace Request MassCancelResponse
Execution Report Description Order mass cancel response.
Allowable values 0 Cancel request rejected
M- 7 Cancel all orders
FIX tag 531
MarketID Used in Order Mass Cancel Report
Description Market identifier as defined by the static MAG configuration node

config.gxa.markets.market.
MatchIncrement
FIX tag 1301
Description Allows orders to specify a minimum quantity that applies to every
Used in Execution Report execution.
Order Cancel Reject FIX tag 1089
MassCancelRequestType Execution Report
Description Order mass cancel request type.
Allowable values 7 Cancel all orders MaxFloor
FIX tag 530 Description The quantity to be displayed.
Used in Order Mass Cancel Request FIX tag 111
Order Mass Cancel Report Used in New Order Single

MsgType
MaxFloor
D New single order
G Order cancel replace request
Execution Report
F Order cancel request
q Order mass cancel request

MinQty
8 Execution report
Description Minimum Quantity.
9 Order cancel reject
FIX tag 110
r Order mass cancel report
FIX tag 35
Used in Header
Execution Report
N-
MsgSeqNum
Description Message sequence number.

NewSeqNo
FIX tag 34
Description New sequence number.
Used in Header
FIX tag 36
Used in Sequence Reset

MsgType
Description Message type.

O-
Allowable values A Logon
0 Heart-beat
OrderCapacity
1 test request
Description Order capacity.
2 Resend request
Allowable values A Agency
3 Reject
P Principal
4 Sequence Reset
F Fund Order
5 Logout

OrdRejectReason
OrderCapacity
below for the supported codes.
FIX tag 528
MAG provides the exchange code in case of an order reject, see the
Used in New Order Single exchange specifications for details.
Order Cancel Replace Request Allowable values 0 No error
Execution Report 3 Max order quantity exceeded
4 Max order notional exceeded

OrderID 5 Reference price band exceeded
Description Auto-generated MAG day-unique order identifier. 7 Max of ADV exceeded
See SecondaryOrderID [198] for details on the order identifier sent 8 Restricted trading list
by the exchange.
9 204 trading list
FIX tag 37
10 Non-ETB trading list
Used in Order Cancel Replace Request
11 RegSHO pricing rule
Execution Report
12 Order type not permitted
Order Cancel Reject
13 Duplicate order reject
14 Max portfolio capital exceeded
OrderQty
15 Max portfolio open order exceeded
Description Order quantity.
16 Max credit exposure exceeded
FIX tag 38
17 Excessive message rate exceeded
18 Max daily executions exceeded
19 Unknown symbol
Execution Report
20 Unknown account
21 Suspended symbol
OrdRejectReason 22 Contract not allowed
Description Order reject reason. 23 Price tolerance exceeded
MAG provides its own reject code in case of a MAG reject, see 24 Net position exceeded

OrdStatus
OrdRejectReason
'0' Order active
25 Wrong open/close behavior
'3' Order inactive (Done for day)
26 ISO orders not permitted
X Unknown Reason
27 Market order out of schedule
This order status is sent in Order Cancel Reject
28 Reference price not defined when MAG rejects an Order Cancel Replace
29 Euronext price tolerance exceeded Request or Order Cancel Request because the
order does not exist anymore (either fully executed
30 Invalid instrument status or cancelled)
31 Price tolerance status exceeded Allowable values 0 New
32 Symbol missing 1 Partially filled
33 Tick tolerance exceeded 2 Filled
34 Net portfolio exposure exceeded 3 Done for day
35 Mid-point spread exceeded 4 Cancelled
36 Portfolio order exposure exceeded 5 Replaced
37 Symbol order exposure exceeded 8 Rejected
38 Stop loss exceeded 9 Suspended
39 Symbol concentration exceeded C Expired
100 Internal error X Unknown Reason
9999 Error (other than a risk error) refer to Text [58] for explicit FIX tag 39
reject reason
FIX tag 103
Execution Report
OrdType
OrdStatus
Description Order type.
Description Current status of the order.
Allowable values 1 Market
In the particular case of an Order Cancel Reject, the current order
status is set as follows: 2 Limit

P-
OrdType
3 Stop Loss
PegOffsetValue
4 Stop Limit
Description Amount (signed) added to the price of the peg.
6 With or Without
FIX tag 211
K Market With Left Over as Limit
P Pegged
FIX tag 40
PegPriceType
Description Defines the type of peg.
Allowable values 2 Mid-price peg
Execution Report
4 Market peg
5 Primary peg
OrgClOrdID
99 Alternate mid-point peg (less aggressive on midpoint and 1
Description Original client order identifier. tick inside PBBO)
Used in Order Cancel Replace Request Used in New Order Single
Order Cancel Request Order Cancel Replace Request
Order Cancel Reject Execution Report
Execution Report
PossDupFlag
OrigSendingTime Description Indicates possible retransmission of message
Description Original time of message transmission when transmitting orders as Allowable values Y Possible duplicate
the result of a resend request.
N Original transmission
FIX tag 122
FIX tag 43
Used in Header
Used in Header

ResetSeqNumFlag
PreTradeAnonymity
Allowable values Y Reset sequence numbers
Description Allows trader to explicitly request anonymity or disclosure in pre-
trade market data feeds. N No
Allowable values Y Anonymity FIX tag 141
N No anonymity Used in Logon
FIX tag 1091
Used in New Order Single S-
Price SecondaryExecID
Description Order price. Description Execution identifier supplied by the venue.
FIX tag 44 See section 1.1.7 for the execution identifier usage.
Used in New Order Single FIX tag 527
Order Cancel Replace Request Used in Execution Report
Execution Report
SecondaryClOrdID
R- Description Auto-generated MAG client order identifier.
This identifier is the client order identifier sent to the exchange; it is

forwarded to the client and the sponsoring broker.
RefSeqNum
See ClOrdID [11] for details on the order identifier provided by the
Description Reference sequence number of the message rejected. client.
Used in Reject Used in Order Cancel Reject
Execution Report
ResetSeqNumFlag
Description Indicates that the both sides of the FIX session should reset SecondaryOrderID
sequence numbers.
Description Order identifier supplied by the venue.

SecurityID
SecondaryOrderID
Execution Report
See OrderID [37] for details on the order identifier generated by
MAG. Order Cancel Reject
FIX tag 198
Used in Execution Report SecurityIDSource
Order Cancel Reject Description Source or class of SecurityID [48].
See section 1.1.4 for the symbology usage.
SecurityExchange Allowable values 4 ISIN
Description Market, MIC ISO 10383 standard. FIX tag 22
See section 1.1.4 for the symbology usage. Used in New Order Single
Set to the destination market in inbound Client MAG messages. Order Cancel Replace Request
Set to the security primary MIC in outbound Client MAG Execution Report
messages. Order Cancel Reject
FIX tag 207

SecurityType
Description Type of security.
Execution Report
Allowable values CS Common Stock
Order Cancel Reject
FIX tag 167

SecurityID Order Cancel Reject
Description Security identifier value of SecurityIDSource [22] type.

SenderCompID
FIX tag 48
Description Identifier of the message sender.
FIX tag 49
Used in Header

StopPx
Description Stop price.

SenderSubID
FIX tag 99
Description Identifier of the message specific sender.
FIX tag 50
Used in Header
Symbol
SendingTime
Description Symbol.
Description Time of message transmission.
Represented in Universal Time Coordinated UTC in either
YYYYMMDD-HH:MM:SS (whole seconds) or YYYYMMDD- FIX tag 55
HH:MM:SS.sss (milliseconds) format. Used in New Order Single
FIX tag 52 Order Cancel Replace Request
Used in Header Execution Report
Order Cancel Reject

Side
Description Order side. T-

Allowable values 1 Buy
2 Sell TargetCompID
5 Sell short Description Identifier of the message receptor.
Used in New Order Single Used in Header
Execution Report
TargetSubID
Description Identifier of the message specific receptor.

StopPx FIX tag 57

TimeInForce
TargetSubID
3 IOC
Used in Header
4 FOK
7 At the Close
TestReqID
8 Good through Crossing (used for Good for the next
Description Test request message identifier. scheduled auction GFS)
FIX tag 112 9 At Crossing
Used in Heart-beat H Good for Halt Crossing
Test Request S Good till end of session (GTS)
FIX tag 59
Text Used in New Order Single
Description Free text. Order Cancel Replace Request
When enabled at the client session level in the MAG configuration Execution Report
settings, the free text is prefixed with:
[M] in case of a MAG reject

TradingSessionID
[E] in case of an exchange reject
Description Identifier for Trading Session.
FIX tag 58
FIX tag 336
Used in Reject
Logout
Order Cancel Reject

TransactTime
Execution Report
Description Transaction time.
Represented in Universal Time Coordinated UTC in either

TimeInForce YYYYMMDD-HH:MM:SS (whole seconds) or YYYYMMDD-
HH:MM:SS.sss (milliseconds) format.
Description Order time in force.
FIX tag 60
Allowable values 0 Day
Used in Order Cancel Replace Request
2 At the Opening

TriggerPriceDirection
TransactTime
through the specified Trigger Price
Execution Report
D Trigger if the price of the specified type goes DOWN to or
Order Cancel Reject through the specified Trigger Price
FIX tag 1109

TrdMatchID Used in New Order Single
Description T followed by the trade identifier as supplied by the venue. Execution Report
FIX tag 880
Used in Execution Report TriggerPriceType
Description The type of price that the trigger is compared to.

TriggerAction Allowable values 1 Best offer
Description Defines the type of action to take when the trigger hits. 2 Last trade
Allowable values 1 Activate 3 Best bid
Used in New Order Single Used in New Order Single
Execution Report Execution Report
TriggerPrice TriggerSymbol
Description The price at which the trigger should hit. Description Defines the common, 'human understood' representation of the
security whose prices will be tracked by the trigger logic.
FIX tag 1102
FIX tag 1103
Execution Report
Execution Report
TriggerPriceDirection
TriggerTradingSessionID
Description The side from which the trigger price is reached.
Description Defines the trading session at which the order will be activated.
Allowable values U Trigger if the price of the specified type goes UP to or

TriggerTradingSessionID
FIX tag 1113
Execution Report
TriggerType
Description Defines when the trigger will hit, i.e. the action specified by the
trigger instructions will come into effect.
Allowable values 2 Specified trading session
4 Price movement
FIX tag 1100
Execution Report

LocateBroker
Custom Tags -
FIX tag 5700

ClearingAccountType
Description Clearing account type.
Execution Report
See Oslo Brs Millennium specifications for details.
See LSE Millennium specifications for details.

PassiveOnlyOrder
See Turquoise Millennium specifications for details.
Description Order level parameter to allow clients to specify that they would like
See Borsa Italiana Millennium specifications for details.
their order to rest prior to execution, with flexibility for visible orders
See Nasdaq Nordic Genium INET OUCH specifications for details. to rest at a specified price level on the book.
Allowable values 1 Client See Oslo Brs Millennium specifications for details.
3 House See LSE Millennium specifications for details.
FIX tag 9210 See Turquoise Millennium specifications for details.
Used in New Order Single Allowable values 0 No constraint
1 Only accept order if setting new BBO or joining existing

BBO. Otherwise expire order.
LiquidityIndicator
2 Only accept order if will be at BBO or within one visible
Description Exchange raw liquidity indicator. price-point. Otherwise expire order.
Allowable values A Added liquidity 3 Only accept order if will be at BBO or within two visible
R Removed liquidity price-points. Otherwise expire order.
C Auction 99 Only accept order if it will not match with visible contra
order. Otherwise expire order.
O Other liquidity
100 Only accept order if setting new visible BBO, otherwise
FIX tag 6001 expire order.
Used in Execution Report FIX tag 9220

LocateBroker Order Cancel Replace Request
Description Locate broker for short sale orders.

SelfMatchPreventionInstruction
RiskAccount
FIX tag 8000
Description Risk Account used for the in-line risk checks.
See section 1.1.8 for the trading and in-line risk accounts usage.
FIX tag 10112

SelfMatchPreventionLevel
Description Indicates the scope of self-trade prevention.
Execution Report
See Nasdaq Nordic Genium INET OUCH specifications
for details.
SelfMatchPreventionID Allowable values Pass-through field as STPLevel on Nasdaq Nordic
Description This tag is required when market participants elect to use the Genium INET OUCH.
optional Self Match Prevention functionality. FIX tag 8001
See Xetra ETS specifications for details. Used in New Order Single
FIX tag 7928 Order Cancel Replace Request

SelfMatchPreventionGroup
Description Indicates the group within which the self-trade

SelfMatchPreventionInstruction prevention applies.
Description Indicates the self-trade prevention instruction. See Nasdaq Nordic Genium INET OUCH specifications
for details.
See Euronext Cash specifications for details.
Allowable values Pass-through field as STPTraderGroup on Nasdaq
See Bats Europe specifications for details. Nordic Genium INET OUCH.
See Nasdaq Nordic Genium INET OUCH specifications FIX tag 8002
for details.
Allowable values Pass-through field as STPIndicator on Euronext
Pass-through field as PreventMatch on Bats Europe.
Pass-through field as STPAction on Nasdaq Nordic

Genium INET OUCH. TraderID

TraderID
Description Trader ID.
For Oslo Brs, it should adhere to the standard given by Oslo Brs.
See Oslo Brs Millennium specifications for details.
See LSE Millennium specifications for details.
See Turquoise Millennium specifications for details.
See Borsa Italiana Millennium specifications for details.
See Nasdaq Nordic Genium INET OUCH specifications for details.
FIX tag 9225
VenueExecID
Description Execution identifier supplied by the venue.
See section 1.1.7 for the execution identifier usage.
FIX tag 10017

Mag-Fix Roe Emea Equities-2.1.3

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MAG - FIX ROE for EMEA Equities

For more information regarding the FIX protocol, visit: http://www.fixprotocol.org/

Celoxica and the Celoxica logo are trademarks of Celoxica Limited.

UK Head Office US Head Office

1.4.8 Order Mass Cancel Report .................................................................... 30

MAG - FIX ROE for EMEA Equities 3 MAG-2.1.3 | Confidential

Figure 1 New order kinematics ..........................................................................31

MAG - FIX ROE for EMEA Equities 4 MAG-2.1.3 | Confidential

Revision Date Description of Changes

1.1 05 OCT 2015 - Added Xetra ETS R16 support

1.0 09 FEB 2015 Initial version

MAG - FIX ROE for EMEA Equities 5 MAG-2.1.3 | Confidential

1.1.2 Supported Markets Venue Protocol

Venue Protocol Documentation Genium INET, FIX for BIST

Bats Europe Binary Order Entry Version 1.0.21

Date November 16, 2016

Documentation Bats Europe

MAG - FIX ROE for EMEA Equities 6 MAG-2.1.3 | Confidential

Nasdaq First North markets Nordic Genium INET OUCH

Date July 12, 2016

Date August 16, 2016

MAG - FIX ROE for EMEA Equities 7 MAG-2.1.3 | Confidential

1.1.2.9 Xetra ETS

Documentation Xetra Enhanced Transaction Solution Specification

Date October 16, 2015

1.1.3 FIX Version

See tag BeginString [8] for details.

1. Exchange native symbology:

Set tag Symbol [55] to the exchange native symbol.

Set tag SecurityIDSource [22] to 4 (ISIN)

Set tag SecurityID [48] to the ISIN code

MAG - FIX ROE for EMEA Equities 8 MAG-2.1.3 | Confidential

Order No Tag 15 Yes

MAG - FIX ROE for EMEA Equities 9 MAG-2.1.3 | Confidential

1. Tags VenueExecID [10017] and SecondaryExecID [527] provide:

b. Otherwise the execution identifier as supplied by the venue

c. Otherwise tags are not provided

1.1.8 Trading and In-line Risk Accounts

1. If both tags Account [1] and RiskAccount [10112] are set:

MAG - FIX ROE for EMEA Equities 10 MAG-2.1.3 | Confidential

1.1.9.2 OrdType [40]

MAG - FIX ROE for EMEA Equities 11 MAG-2.1.3 | Confidential

Borsa Italiana Millennium:

OrdType [40] = 6 is used for un-priced limit orders.

1.1.9.3 PegPriceType [1094]

MAG - FIX ROE for EMEA Equities 12 MAG-2.1.3 | Confidential

Nasdaq Nordic Genium INET OUCH:

MAG - FIX ROE for EMEA Equities 13 MAG-2.1.3 | Confidential

56 TargetCompID Y Identifier of the message receptor

1.2 Standard Header and Trailer 1.2.2 Trailer

1.2.1 Header The message trailer is made of the following tags:

Tag Name Reqd Description

8 BeginString Y Beginning of message

MAG - FIX ROE for EMEA Equities 14 MAG-2.1.3 | Confidential

2 Resend Request Client MAG

3 Reject Client MAG 1.3.4 Test Request

The Test Request (1) message is made of the following tags:

Tag Name Reqd Description

98 EncryptMethod Y Method of encryption

The Resend Request (2) message is made of the following tags:

Trailer Y Tag Name Reqd Description

Tag Name Reqd Description

MAG - FIX ROE for EMEA Equities 15 MAG-2.1.3 | Confidential