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changes.mady.by.user Chandana Varsha

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changes.mady.by.user Kamakshi Sachdeva

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Comment: Published by Scroll Versions from this space and version 1.5.96

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  • OrdStatus: Calculated
  • ExecType: Calculated

Restatements

Restatements are ExecutionReport messages that are sent by the venue to notify the client of unsolicited changes to order status. They are identified with ExecType=Restated, with ExecRestatementReason also populated to specify the reason. MarketFactory categorises these according to the table below:

CategoryExecRestatementReason
Unsolicited pause/resume
  • SuspendedByVenue
  • ReleasedByVenue
Unsolicited cancellation
  • PartialDeclineOfOrderQty - e.g. cancellation of remaining order quantity due to violation of instrument minimum order size
  • CancelOnTradingHalt
  • CancelOnSystemFailure
  • Canceled
  • CancelOnConnectionLoss
  • CancelOnLogout
  • CancelledForTradePriceViolation
  • CxldSMP
Unsolicited amendment
  • VerbalChange
  • RepricingOfOrder
  • BrokerOption
  • Other

Order Restatement

(no changes - e.g. start of week renewal of GTC order)

  • GTRenewal

Trade Correct/Cancel

A trade correct/cancel message can be sent on ExecutionReports with ExecType=Trade to notify the clients of any trade amendments or cancellations. 

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