Type: int
Indicates the reason a short sale order is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.).
Added in protocol FIX.5.0SP2 (121)
Valid values
Value | Description | Added |
---|---|---|
0 | Exemption reason unknown | FIX.5.0SP2 (121) |
1 | Income sell short exempt | FIX.5.0SP2 (121) |
2 | Above national best bid (broker/dealer provision) | FIX.5.0SP2 (121) |
3 | Delayed delivery | FIX.5.0SP2 (121) |
4 | Odd lot | FIX.5.0SP2 (121) |
5 | Domestic arbitrage | FIX.5.0SP2 (121) |
6 | International arbitrage | FIX.5.0SP2 (121) |
7 | Underwriter or syndicate distribution | FIX.5.0SP2 (121) |
8 | Riskless principal | FIX.5.0SP2 (121) |
9 | VWAP | FIX.5.0SP2 (121) |