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On an outbound maker risk-carrying message, the parser acts \ as-if " the following events occur in sequence:1.
- Attributes are read in.
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- Venue-specic patches are applied.
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- Unsupported features: if any
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- of the following
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- conditions hold, order action will be blocked with Z_UNSUPPORTED
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- :
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- If any of these
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- fields are present: Price2[640], SettlDate2[193], AllocAccount[79]
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- If Symbol[55] did not resolve to a valid currency pair
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- If NoLegs[555] is present and contains any nonzero value
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- Sanity: if any
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- of the following
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- conditions hold, order action will be blocked with Z_NON_CONFORMING
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- :
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- If PossDupFlag[43] or PossResend[97] is present and has value Y
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- If any of the required
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- fields are missing
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- If Currency[15] is missing on an order referencing a quote
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- If Currency[15] is present and referred neither of the currencies
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- of the symbol
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- If Side[54] contained a value other than BUY[1] or SELL[2]
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- If LastPx[31] is more than a factor of 2 outside of reference rate
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- If LastQty[32] did not contain a positive scalar amount
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- A speculative execution state is constructed.
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- Execution state sent to risk backend for assessment. On failure, exec action will be blocked with whichever reason the risk
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- backend provides.
Maker Blocking
Inbound
ExecutionReport[8] & ExecutionAcknowledgement[BN]
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