OrderBookReportV01auth.113.001.01

Definition: Codes of events affecting the orders in financial instruments.

Type: OrderEventType1Code (String)

Allowed Values:

• CAME (Cancelled At The Initiative Of The Member Or Partici): Member, participant or client decides pantOfTheTradingVenue upon its own initiative to cancel the order it has previously entered.
• CAMO (Cancelled By Market Operations): Includes a protection mechanism provided for investment firms carrying out a market-making activity.
• CHME (Change Of Status At The Initiative Of The Member Or): Includes activation and deactivation. ParticipantOfTheTradingVenue
• CHMO (Change Of Status Dueto Market Operations): Change of status due to market operations.
• EXPI (Expired Order): Where the order is removed from the order book upon the end of its validity period.
• FILL (Filled): Where there is no more quantity to be executed.
• NEWO (New Order): Receipt of a new order by the operator of the trading venue.
• PARF (Partially Filled): Where the order is not fully executed so that there remains a quantity to be executed.
• REMA (Replaced By Market Operations Automatic): Where any characteristic of an order is changed by the trading venue operator's IT systems. This includes where a peg order's or a trailing stop order's current characteristics are changed to reflect how the order is located within the order book.
• REMO (Rejected Order): Order received but rejected by the operator of the trading venue.
• REMH (Replaced By Market Operations Human Interventio): Where any characteristic of an order is n changed by a trading venue operator's staff. This includes the situation where a member, participant of the trading venue has IT issues and needs its orders to be cancelled urgently.
• REME (Replaced By The Member Or Participant Of The Tra): Where a member, participant or client of dingVenue the trading venue decides upon its own initiative to change any characteristic of the order it has previously entered into the order book.
• TRIG (Triggered): Order which becomes executable or, as the case may be, non-executable upon the realisation of a pre-determined condition.
• RFQS (Quote Request): Request for quote by one or more members or participants.
• RFQR (Quote Response): Response to a request for quote submitted by one or more members or participants.