The Order Cancel/Replace Request is used to change the parameters of an existing order.
NASDAQ OMX has decided to also allow the “Max Floor” to be changed via this message.
The “Max Floor” is used to quantify the visible (replenish) quantity of a reserve Order (Iceberg order).
| Tag | Field | Reqd | Comments |
| 111 | MaxFloor | N |
Displayed quantity, if the desire is to display only a portion of the order and not the full order quantity. Only considered if the original order is a reserve order (includes a value for this field). If a value is sent, it will replace the original. If no value is sent, the original is retained. |
Time schedule
- INET Test (OTF) – May 5, 2014
- INET Prod – May 19, 2014
NASDAQ OMX Nordic - FIX Order Entry
The next version 1.23 of NASDAQ OMX Nordic - FIX Order Entry will be available under Future INET Nordic Protocol Specifications.
Support
If you have any questions regarding this Exchange Notice, please contact NASDAQ OMX Tech Support at: +46 8 405 6410, operator@nasdaqomx.com
Best regards,
NASDAQ OMX Nordic
NASDAQ OMX Nordic is not a legal entity but describes the common offering from the NASDAQ OMX exchanges in Helsinki, Copenhagen, Stockholm, and Iceland.
