Cash Market Readiness Newsflash | T7 Börse Frankfurt: Reduction of FIX Gateway MassCancellation Messages

Release date: 29 Sep 2020

Cash Market Readiness Newsflash | T7 Börse Frankfurt: Reduction of FIX Gateway MassCancellation MessagesCash Market Readiness Newsflash

Dear Börse Frankfurt Participant,

With this Newsflash we would like to inform that we will reduce the FIX Gateway MassCancellation Messages.

Please note that the distribution of the following FIX messages for the market model Continuous Auction with Specialist will be discontinued as of 30 September 2020 in the T7 Börse Frankfurt Simulation environment and from 5 October 2020 in the T7 Börse Frankfurt Production environment:

FIX: Order Mass Action Report with 

  • tag 28721 MassActionReason = 115 – Instrument Knock Out and 118 – Instrument Knock Out has been reverted

This Information will continue to be distributed via the Market Data Interface (InstrumentStateChange/TID 103 messages with the  SecurityStatus = "KnockedOutAndSuspended")

If you have any questions or comments, please do not hesitate to contact us at: client.services@deutsche-boerse.com.

Kind regards,

Your Client Services Team
 

Recipients:

All Xetra® Members and Vendors

Contact:

client.services@deutsche-boerse.com

Web:

www.xetra.com