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 (EP 121)
Valid values
| Value | Description | Added |
|---|---|---|
| 0 | Exemption reason unknown | FIX.5.0SP2 (EP 121) |
| 1 | Income sell short exempt | FIX.5.0SP2 (EP 121) |
| 2 | Above national best bid (broker/dealer provision) | FIX.5.0SP2 (EP 121) |
| 3 | Delayed delivery | FIX.5.0SP2 (EP 121) |
| 4 | Odd lot | FIX.5.0SP2 (EP 121) |
| 5 | Domestic arbitrage | FIX.5.0SP2 (EP 121) |
| 6 | International arbitrage | FIX.5.0SP2 (EP 121) |
| 7 | Underwriter or syndicate distribution | FIX.5.0SP2 (EP 121) |
| 8 | Riskless principal | FIX.5.0SP2 (EP 121) |
| 9 | VWAP | FIX.5.0SP2 (EP 121) |