With the 3.0.0201 release central Order Price Limits for Equity Derivatives will be improved to also cover Combination Order Books (e.g. the OMXS30 Roll) as well as Market and Market-to-Limit Orders. A detailed Market Model update concerning these changes will be communicated separately.
Technically this means that when a Market Order is cancelled in full or part because of breached Price Limits, the OMnet BO5 Firm Order Book message will have the change_reason value set to ‘15’. The corresponding FIX Execution Report will have the tag Text(58) attached to it containing the info ‘Price outside allowed price limit for the instrument’.
As of 3.0.0201 resting Stop Orders cancelled when triggered because of Price Limits will now have the same info codes as above.
Also with the 3.0.0201 release, a new version of the Genium Trading Workstation will be available and members are advised to upgrade to this. If not, the Order History window will not always contain the correct free text fields for the scenarios described above. It is possible to test Order Price Limits for Combos in External Test 4 as of October 7th, 2013.
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