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201x Filetype XLSX File size 0.12 MB Source: docs.londonstockexchange.com
Sheet 1: Disclaimer
| Disclaimer |
| London Stock Exchange has taken reasonable efforts to ensure that the information contained in this publication is correct at the time of going to press, but shall not be liable for decisions made in reliance on it. London Stock Exchange will endeavour to provide notice to customers of changes being made to this document, but this notice cannot be guaranteed. Therefore, please note that this publication may be updated at any time. The information contained in this publication and any other publications referred to herein are for guidance purposes only. |
| Copyright © July 2020 London Stock Exchange plc. |
| Registered in England and Wales No. 2075721. |
| London Stock Exchange plc has used all reasonable efforts to ensure that the information contained in this publication is correct at the time of going to press, but shall not be liable for decisions made in reliance on it. |
| London Stock Exchange and the coat of arms device are registered trade marks of London Stock Exchange plc. |
| Internal Reject Code | Gateway Reject Code | Length | Internal Reject Reason | Message | Process | Message Key | ||
| 1 | 27 | INVALID_USER_OR_CREDENTIALS | LR | AuthServer | BR | Business Reject | ||
| 1 | 17 | UNAUTHORIZED_USER | LR | AuthServer | ER | Execution Report | ||
| 2 | 22 | USER_ALREADY_LOGGED_IN | LR | AuthServer | LR | Logon Response | ||
| 3 | 29 | NON_COMPLIANT_NEW_CREDENTIALS | LR | AuthServer | MCR | Mass Cancel Report | ||
| 8 | 11 | USER_LOCKED | LR | AuthServer | MQA | Mass Quote Acknowledgement | ||
| 4 | 14 | USER_NOT_FOUND | LR | AuthServer | OCR | Order Cancel Reject | ||
| 9 | 18 | CREDENTIAL_EXPIRED | LR | AuthServer | OMCR | Order Mass Cancel Report | ||
| 11 | 15 | UNAUTHORIZED_FE | LR | AuthServer | QA | Quote Acknowledgement | ||
| 14 | 12 | MIN_PSWD_LEN | LR | AuthServer | QR | Quote Response | ||
| 15 | 12 | MAX_PSWD_LEN | LR | AuthServer | QRR | Quote Request Reject | ||
| 16 | 15 | MIN_PSWD_DIGITS | LR | AuthServer | QSR | Quote Status Report | ||
| 17 | 13 | MIN_PSWD_DIFF | LR | AuthServer | R | Reject | ||
| 20 | 12 | NO_TIME_ZONE | LR | AuthServer | RR | Replay Response | ||
| 22 | 13 | USER_LOGGEDIN | LR | AuthServer | SR | Session Reject | ||
| 23 | 17 | USER_NOT_LOGGEDIN | LR | AuthServer | SNPSR | Snapshot Response | ||
| 24 | 15 | INIT_USER_LOGIN | LR | AuthServer | TCR Ack | Trade Capture Report Acknowledgement | ||
| 26 | 15 | PAM_SAME_AS_OLD | LR | AuthServer | TCRR Ack | Trade Capture Report Request Acknowledgement | ||
| 27 | 14 | PAM_PALINDROME | LR | AuthServer | BF | User Response | ||
| 28 | 21 | PAM_CASE_CHANGES_ONLY | LR | AuthServer | ||||
| 29 | 15 | PAM_TOO_SIMILAR | LR | AuthServer | ||||
| 30 | 14 | PAM_TOO_SIMPLE | LR | AuthServer | ||||
| 31 | 19 | PAM_ROTATED_VERSION | LR | AuthServer | Note: Reject codes received for executions other than Rejections or Expirations should be ignored. | |||
| 32 | 15 | USER_NOT_LOCKED | LR | AuthServer | ||||
| 33 | 18 | INVALID_FE_VERSION | LR | AuthServer | ||||
| 19 | 15 | INVALID_PROCESS | LR | AuthServer | ||||
| 624 | 20 | INVALID_USER_OR_CREDENTIALS | LR | AuthServer | ||||
| 625 | 19 | USER_ROLE_NOT_FOUND | LR | AuthServer | ||||
| 626 | 17 | USER_SUSPENDED | LR | AuthServer | ||||
| 627 | 15 | ACCOUNT_DELETED | LR | AuthServer | ||||
| 628 | 19 | USER_INACTIVATED | LR | AuthServer | ||||
| 5 | 20 | FLAGGED_FOR_DELETION | LR | AuthServer | ||||
| 6 | 14 | FIRM_SUSPENDED | LR | AuthServer | ||||
| 630 | 17 | SYSTEM_IS_IN_EOD | LR | AuthServer | ||||
| 50 | 23 | LOGIN_CONTEXT_NOT_FOUND | LR | AuthServer | ||||
| 51 | 23 | INVALID_LOGIN_PRIV_CODE | LR | AuthServer | ||||
| 52 | 22 | MISMATCH_IN_CONTEXT_ID | LR | AuthServer | ||||
| 53 | 23 | ROLE_FLAGGED_FOR_DELETE | LR | AuthServer | ||||
| 54 | 25 | NODE_HIERARCHY_SUSPENSION | LR | AuthServer | ||||
| 55 | 25 | NODE_HIERARCHY_SUSPENSION | LR | AuthServer | ||||
| 56 | 15 | NODE_FLG_DELETE | LR | AuthServer | ||||
| 57 | 25 | NODE_HIERARCHY_FLG_DELETE | LR | AuthServer | ||||
| 1004 | 23 | REQUEST_ALREADY_PENDING | LR | AuthServer | ||||
| 9905 | 22 | AUTHSERVER_UNAVAILABLE | LR | AuthServer | ||||
| 4 | 4 | 23 | Application unavailable | BR | DropCopyGateway | |||
| 10000 | 37 | No open orders for specified Party ID | ER | DropCopyGateway | ||||
| 10001 | 29 | Request limit for day reached | ER | DropCopyGateway | ||||
| 10003 | 51 | Order order download not permitted for specified Party ID | ER | DropCopyGateway | ||||
| 10004 | 48 | Not authorised to request an open order download | ER | DropCopyGateway | ||||
| 10005 | 46 | Open order download not permitted at this time | ER | DropCopyGateway | ||||
| 10006 | 16 | Unknown Party ID | ER | DropCopyGateway | ||||
| 2 | 2 | 37 | Tag not defined for this message type | SR | DropCopyGateway | |||
| 14 | 35 | Tag specified out of required order | SR | DropCopyGateway | ||||
| 15 | 35 | Repeating group fields out of order | SR | DropCopyGateway | ||||
| 0 | 42 | Maximum allowed user request rate breached | BR | DropCopyGateway | ||||
| 16 | 46 | Incorrect NumInGroup count for repeating group | SR | DropCopyGateway | ||||
| 7 | 48 | Invalid offer price (quote is locked or crossed) | ER | DropCopyGateway | ||||
| 0 | 0 | 5 | Other | BR | FixGateway | |||
| 0 | 0 | 43 | Instrument Setup Error - Invalid Order Book | BR | FixGateway | |||
| 0 | 0 | 52 | Both Expiry Time and Expiry Date specified for order | BR | FixGateway | |||
| 0 | 0 | 33 | Invalid order book for instrument | BR | FixGateway | |||
| 0 | 0 | 53 | Only 0 1 2 and 4-4294967295 is accepted for Client ID | BR | FixGateway | |||
| 0 | 0 | 51 | Only 0 and 4-4294967295 is accepted for Investor ID | BR | FixGateway | |||
| 0 | 0 | 50 | Only 3-4294967295 is accepted for Executing Trader | BR | FixGateway | |||
| 0 | 0 | 34 | Client ID not specified on message | BR | FixGateway | |||
| 0 | 0 | 36 | Investor ID not specified on message | BR | FixGateway | |||
| 0 | 0 | 41 | Executing Trader not specified on message | BR | FixGateway | |||
| 0 | 0 | 32 | Party Role Qualifier is required | BR | FixGateway | |||
| 0 | 0 | 54 | Unsupported combination of MassCancellationRequestType | BR | FixGateway | |||
| 1 | 13 | Unknown order | ER | FixGateway | ||||
| 1 | 18 | Unknown instrument | MQA|QRR | FixGateway | ||||
| 1 | 20 | Required tag missing | SR | FixGateway | ||||
| 1 | 27 | Invalid User ID or password | LR | FixGateway | ||||
| 1 | 53 | Order not found (too late to cancel or unknown order) | OCR | FixGateway | ||||
| 2 | 16 | Market is closed | ER | FixGateway | ||||
| 2 | 18 | Unknown SecurityID | BR | FixGateway | ||||
| 2 | 37 | Tag not defined for this message type | SR | FixGateway | ||||
| 3 | 24 | Unsupported message type | BR | FixGateway | ||||
| 4 | 29 | Tag specified without a value | SR | FixGateway | ||||
| 4 | 23 | Application unavailable | SR | FixGateway | ||||
| 5 | 13 | Unknown order | FixGateway | |||||
| 5 | 36 | Conditionally required field missing | FixGateway | |||||
| 5 | 53 | Order not found (too late to cancel or unknown order) | QA | FixGateway | ||||
| 5 | 27 | Price unset for limit order | BR | FixGateway | ||||
| 5 | 20 | TimeInForce required | BR | FixGateway | ||||
| 5 | 46 | Value is incorrect (out of range) for this tag | SR | FixGateway | ||||
| 5 | 36 | Account Type required for RFQ Quotes | BR | FixGateway | ||||
| 5 | 38 | Order Capacity required for RFQ Quotes | BR | FixGateway | ||||
| 6 | 15 | Duplicate order | FixGateway | |||||
| 6 | 15 | Duplicate quote | FixGateway | |||||
| 6 | 31 | Incorrect data format for value | SR | FixGateway | ||||
| 6 | 40 | Duplicate Order (i.e. duplicate ClOrdID) | ER | FixGateway | ||||
| 7 | 48 | Invalid offer price (quote is locked or crossed) | QSR | FixGateway | ||||
| 8 | 32 | Price exceeds current price band | OCR | FixGateway | ||||
| 9 | 51 | Trading mnemonic not registered to quote instrument | FixGateway | |||||
| 9 | 14 | CompID problem | SR | FixGateway | ||||
| 9 | 22 | Invalid Sender Comp ID | FixGateway | |||||
| 9 | 22 | Invalid Target Comp ID | FixGateway | |||||
| 10 | 32 | Price exceeds current price band | QSR | FixGateway | ||||
| 11 | 32 | Unsupported order characteristic | FixGateway | |||||
| 11 | 15 | Invalid MsgType | SR | FixGateway | ||||
| 13 | 26 | Tag appears more than once | SR | FixGateway | ||||
| 14 | 35 | Tag specified out of required order | SR | FixGateway | ||||
| 15 | 35 | Repeating group fields out of order | SR | FixGateway | ||||
| 16 | 41 | Invalid limit price (price band breached) | FixGateway | |||||
| 16 | 32 | Price exceeds current price band | ER | FixGateway | ||||
| 16 | 46 | Incorrect NumInGroup count for repeating group | SR | FixGateway | ||||
| 18 | 23 | Invalid price increment | FixGateway | |||||
| 18 | 42 | Invalid or unsupported application version | SR | FixGateway | ||||
| 30 | 30 | 23 | Session not established | BR | FixGateway | |||
| 99 | 5 | Other | BR | FixGateway | ||||
| 5 | 43 | BidPx required if BidSize(134) is specified | BR | FixGateway | ||||
| 5 | 48 | OfferPx required if OfferSize (135) is specified | BR | FixGateway | ||||
| 5 | 43 | BidSize required if BidPx(132) is specified | BR | FixGateway | ||||
| 5 | 47 | OfferSize required if OfferPx(133) is specified | BR | FixGateway | ||||
| 5 | 34 | Conditionally Required Tag Missing | FixGateway | |||||
| 40 | 25 | Contra side not specified | BR | FixGateway | ||||
| 41 | 28 | Executing side not specified | BR | FixGateway | ||||
| 131017 | 33 | Quantity should be greater than 0 | QRR | FixGateway | ||||
| 31 | 31 | 51 | Invalid order value (breaches pre trade Global MGC) | ER | FixGateway | |||
| 32 | 32 | 51 | Invalid order value (breaches pre trade Global MNC) | ER | FixGateway | |||
| 33 | 33 | 55 | Invalid order value (breaches pre trade Instrument MGC) | ER | FixGateway | |||
| 34 | 34 | 55 | Invalid order value (breaches pre trade Instrument MNC) | ER | FixGateway | |||
| 35 | 35 | 57 | Trading not allowed for user by pre trade risk controller | ER | FixGateway | |||
| 36 | 36 | 31 | Duplicate risk controller setup | ER | FixGateway | |||
| 37 | 37 | 27 | Reference Price unavailable | ER | FixGateway | |||
| 38 | 38 | 55 | Invalid order value (> pre trade max cross order value) | ER | FixGateway | |||
| 39 | 39 | 53 | Invalid order value (> pre trade max BTF order value) | ER | FixGateway | |||
| 40 | 40 | 53 | Invalid order value (> pre trade max RFQ order value) | ER | FixGateway | |||
| 41 | 41 | 56 | Invalid order value (> pre trade max priced order value) | ER | FixGateway | |||
| 42 | 42 | 58 | Invalid order value (> pre trade max unpriced order value) | ER | FixGateway | |||
| 43 | 43 | 48 | Restricted order type for the instrument (Cross) | ER | FixGateway | |||
| 44 | 44 | 46 | Restricted order type for the instrument (BTF) | ER | FixGateway | |||
| 45 | 45 | 46 | Restricted order type for the instrument (RFQ) | ER | FixGateway | |||
| 46 | 46 | 49 | Restricted order type for the instrument (Priced) | ER | FixGateway | |||
| 47 | 47 | 52 | Restricted order type for the instrument (Un-priced) | ER | FixGateway | |||
| 0 | 11 | 400 (Other) | BR | Indices Feed | ||||
| 0 | 40 | 403 (Incorrect data format for this tag) | BR | Indices Feed | ||||
| 0 | 35 | 404 (Value is invalid for this tag) | BR | Indices Feed | ||||
| 0 | 35 | 450 (Request limit for day reached) | BR | Indices Feed | ||||
| 1 | 10 | Unknown ID | BR | Indices Feed | ||||
| 5 | 36 | Conditionally required field missing | BR | Indices Feed | ||||
| 1928 | 59 | Internal Error. Max active order limit reached for user for matching thread | QSR|ER | MatchingEngine | ||||
| 1937 | 50 | Reference price unavailable for iceberg validation | ER | MatchingEngine | ||||
| 1948 | 50 | Value cannot be determined (ref price unavailable) | ER | MatchingEngine | ||||
| 140151 | 41 | Price point does not exist on contra side | ER | MatchingEngine | ||||
| 140251 | 37 | Cross Orders suspended for Instrument | ER | MatchingEngine | ||||
| 1000 | 99 | 51 | Invalid order quantity (less than or equal to zero) | ER | MatchingEngine | |||
| 1001 | 99 | 51 | Invalid order quantity (less than minimum quantity) | ER | MatchingEngine | |||
| 1002 | 99 | 45 | Invalid order size (not multiple of lot size) | ER|OCR | MatchingEngine | |||
| 1003 | 54 | Invalid order quantity (greater than maximum quantity) | ER|OCR | MatchingEngine | ||||
| 1004 | 99 | 22 | Invalid order quantity | ER|OCR | MatchingEngine | |||
| 1007 | 50 | Invalid order size (< minimum reserve order value) | ER|OCR | MatchingEngine | ||||
| 1008 | 49 | Invalid order size (< minimum reserve order size) | ER | MatchingEngine | ||||
| 1015 | 51 | Invalid order value (< minimum iceberg order value) | ER|OCR | MatchingEngine | ||||
| 1100 | 29 | Invalid display size (< zero) | ER | MatchingEngine | ||||
| 1101 | 99 | 54 | Invalid display quantity (greater than order quantity) | ER|OCR | MatchingEngine | |||
| 1102 | 99 | 51 | Invalid display quantity (not multiple of lot size) | ER|OCR | MatchingEngine | |||
| 1103 | 99 | 20 | Invalid display size | ER|OCR | MatchingEngine | |||
| 1105 | 38 | Iceberg orders disabled for instrument | ER|OCR | MatchingEngine | ||||
| 1106 | 43 | Fully hidden orders disabled for instrument | ER | MatchingEngine | ||||
| 1107 | 51 | New hidden orders not permitted during auction call | ER | MatchingEngine | ||||
| 1150 | 99 | 54 | Invalid minimum quantity (greater than order quantity) | ER|OCR | MatchingEngine | |||
| 1151 | 99 | 51 | Invalid minimum quantity (not multiple of lot size) | ER|OCR | MatchingEngine | |||
| 1154 | 43 | Minimum fill orders disabled for instrument | ER | MatchingEngine | ||||
| 1201 | 99 | 42 | Invalid limit price (not multiple of tick) | ER|OCR|QSR|QRR | MatchingEngine | |||
| 1202 | 1202 | 41 | Invalid limit price (price band breached) | ER | MatchingEngine | |||
| 1203 | 99 | 37 | Invalid limit price (> maximum price) | ER|OCR | MatchingEngine | |||
| 1204 | 99 | 37 | Invalid limit price (< minimum price) | ER|OCR | MatchingEngine | |||
| 1207 | 48 | Invalid limit price (not equal to closing price) | ER | MatchingEngine | ||||
| 1301 | 99 | 49 | Invalid trigger price (not multiple of tick) | OCR|ER | MatchingEngine | |||
| 1400 | 99 | 28 | Invalid order type (unknown) | ER | MatchingEngine | |||
| 1401 | 99 | 59 | Invalid order type (market/stop/MIT order with limit price) | OCR|ER | MatchingEngine | |||
| 1402 | 99 | 60 | Invalid order type (market or limit order with a stop price) | ER|OCR | MatchingEngine | |||
| 1403 | 37 | Market orders disabled for instrument | ER | MatchingEngine | ||||
| 1404 | 35 | Stop orders disabled for instrument | ER | MatchingEngine | ||||
| 1405 | 51 | Market to limit orders disabled for this instrument | ER | MatchingEngine | ||||
| 1407 | 49 | Stop orders are not permitted during this session | ER | MatchingEngine | ||||
| 1408 | 54 | Market orders are not permitted during an auction call | ER | MatchingEngine | ||||
| 1427 | 59 | Internal error. Maximum stop order limit reached for instrument | ER | MatchingEngine | ||||
| 1500 | 99 | 21 | Invalid TIF (unknown) | ER | MatchingEngine | |||
| 1501 | 99 | 29 | Invalid expire time (elapsed) | ER|OCR | MatchingEngine | |||
| 1502 | 47 | Invalid expire time (time is for a future date) | ER|OCR | MatchingEngine | ||||
| 1503 | 99 | 29 | Invalid expire date (elapsed) | ER|OCR | MatchingEngine | |||
| 1505 | 47 | Invalid TIF (OPG stop/MIT orders not permitted) | ER | MatchingEngine | ||||
| 1506 | 58 | Invalid TIF (IOC & FOK not permitted during auction calls) | ER | MatchingEngine | ||||
| 1507 | 60 | Invalid TIF (OPG not permitted outside opening auction call) | QSR|ER|OCR | MatchingEngine | ||||
| 1508 | 99 | 33 | Invalid TIF (invalid date format) | ER | MatchingEngine | |||
| 1509 | 99 | 27 | No time qualifier specified | ER | MatchingEngine | |||
| 1511 | 38 | Invalid TIF (GFA orders not supported) | ER | MatchingEngine | ||||
| 1513 | 43 | Invalid TIF (ATC stop orders not permitted) | ER | MatchingEngine | ||||
| 1514 | 43 | Invalid TIF (GFA stop orders not permitted) | ER | MatchingEngine | ||||
| 1515 | 41 | Invalid TIF (not allowed for the session) | ER | MatchingEngine | ||||
| 1516 | 34 | GTD orders disabled for instrument | ER | MatchingEngine | ||||
| 1517 | 34 | GTT orders disabled for instrument | QSR|ER | MatchingEngine | ||||
| 1518 | 34 | FOK orders disabled for instrument | ER | MatchingEngine | ||||
| 1519 | 34 | GTC orders disabled for instrument | ER | MatchingEngine | ||||
| 1520 | 34 | OPG orders disabled for instrument | QSR|ER | MatchingEngine | ||||
| 1521 | 34 | ATC orders disabled for instrument | ER | MatchingEngine | ||||
| 1523 | 43 | Invalid TIF (CPX stop orders not permitted) | ER | MatchingEngine | ||||
| 1524 | 47 | Invalid TIF (not permitted during this session) | ER|OCR | MatchingEngine | ||||
| 1526 | 34 | CPX orders disabled for instrument | ER | MatchingEngine | ||||
| 1527 | 60 | Internal error. Maximum parked order limit reached for instrument | ER | MatchingEngine | ||||
| 1528 | 34 | IOC orders disabled for instrument | ER | MatchingEngine | ||||
| 1550 | 99 | 20 | Expired (end of day) | ER | MatchingEngine | |||
| 1700 | 58 | Invalid clearing details (details not provided or invalid) | ER | MatchingEngine | ||||
| 1800 | 9 | 53 | User not registered to submit interest for instrument | ER|QA | MatchingEngine | |||
| 1801 | 9 | 53 | User not registered to submit interest for (Owner ID) | ER|QSR | MatchingEngine | |||
| 1802 | 1802 | 42 | Invalid order type for sponsored user (market order) | ER | MatchingEngine | |||
| 1803 | 54 | Invalid order type for sponsored user (stop/MIT order) | ER | MatchingEngine | ||||
| 1804 | 35 | Invalid order type for user (quote) | ER|QSR | MatchingEngine | ||||
| 1806 | 49 | %s not registered to submit orders for instrument | ER | MatchingEngine | ||||
| 1900 | 99 | 12 | Invalid side | ER|QSR | MatchingEngine | |||
| 1901 | 99 | 25 | Invalid order status (%d) | ER | MatchingEngine | |||
| 1902 | 99 | 50 | Received Prior to First Trading Date of instrument | ER|QRR | MatchingEngine | |||
| 1903 | 99 | 39 | Last Trading Date of instrument elapsed | ER|QRR | MatchingEngine | |||
| 1904 | 22 | Invalid order capacity | ER | MatchingEngine | ||||
| 1905 | 99 | 60 | Internal error. Invalid instrument set up (no tick structure) | ER | MatchingEngine | |||
| 1906 | 35 | Short sales disabled for instrument | ER | MatchingEngine | ||||
| 1907 | 36 | Named orders disabled for instrument | ER | MatchingEngine | ||||
| 1908 | 42 | Only named orders permitted for order book | ER | MatchingEngine | ||||
| 1912 | 1912 | 50 | Monitoring drop copy user not connected | ER | MatchingEngine | |||
| 1914 | 20 | Invalid order source | ER | MatchingEngine | ||||
| 1927 | 57 | Internal error. Maximum active order limit reached for matching thread | QSR|ER | MatchingEngine | ||||
| 2000 | 5 | 53 | Order not found (too late to cancel or unknown order) | OCR|QSR|QA | MatchingEngine | |||
| 2001 | 99 | 43 | User not registered to mass cancel interest | MCR|OMCR|MQA | MatchingEngine | |||
| 2002 | 99 | 52 | User not registered to mass cancel interest for firm | MCR|OMCR|MQA | MatchingEngine | |||
| 2003 | 99 | 35 | Unknown user (submitting Trader ID) | MCR|OMCR|MQA | MatchingEngine | |||
| 2004 | 99 | 18 | Unknown instrument | MCR|MQA | MatchingEngine | |||
| 2005 | 99 | 18 | Unknown underlying | MCR|MQA | MatchingEngine | |||
| 2006 | 99 | 15 | Unknown segment | MCR|OMCR|MQA | MatchingEngine | |||
| 2007 | 99 | 12 | Unknown firm | MCR|OMCR|MQA | MatchingEngine | |||
| 2008 | 99 | 25 | Unknown clearing mnemonic | MCR|OMCR|MQA | MatchingEngine | |||
| 2009 | 99 | 30 | Unknown user (target Owner ID) | MCR|OMCR|MQA | MatchingEngine | |||
| 2010 | 99 | 31 | Unknown user (target Trader ID) | MCR|OMCR|MQA | MatchingEngine | |||
| 2011 | 99 | 24 | Invalid mass cancel type | MCR|OMCR|MQA | MatchingEngine | |||
| 2012 | 99 | 35 | No orders for instrument/underlying | MCR|OMCR|MQA | MatchingEngine | |||
| 2014 | 15 | Unknown Node ID | - | MatchingEngine | ||||
| 2099 | 99 | 5 | Other | MCR|OMCR|MQA | MatchingEngine | |||
| 3000 | 99 | 50 | Invalid order quantity (less than filled quantity) | OCR | MatchingEngine | |||
| 3010 | 3010 | 25 | Unsupported TIF amendment | QSR|ER|OCR | MatchingEngine | |||
| 3100 | 99 | 35 | Invalid display size (> order size) | OCR | MatchingEngine | |||
| 3101 | 60 | Conversion of fully hidden order to iceberg order prohibited | OCR | MatchingEngine | ||||
| 3102 | 60 | Conversion of fully hidden order to fully visible prohibited | OCR | MatchingEngine | ||||
| 3103 | 60 | Conversion of iceberg order to fully hidden order prohibited | OCR | MatchingEngine | ||||
| 3104 | 60 | Conversion of fully visible order to fully hidden prohibited | OCR | MatchingEngine | ||||
| 3700 | 99 | 45 | Invalid owner (different from original order) | OCR | MatchingEngine | |||
| 3800 | 9 | 53 | User not registered to manage interest for instrument | OCR | MatchingEngine | |||
| 3801 | 9 | 45 | User not registered to manage interest for %s | OCR|QSR | MatchingEngine | |||
| 3900 | 99 | 44 | Invalid side (different from original order) | OCR | MatchingEngine | |||
| 3903 | 54 | Stop/MIT orders may not be amended during this session | OCR | MatchingEngine | ||||
| 3904 | 57 | Price change not allowed while taking part in CPX session | OCR | MatchingEngine | ||||
| 3905 | 60 | Price change must match the closing price during CPX session | OCR | MatchingEngine | ||||
| 3906 | 29 | Order type may not be amended | OCR | MatchingEngine | ||||
| 3907 | 61 | Trigger price of an elected stop/MIT order may not be amended | OCR | MatchingEngine | ||||
| 4000 | 52 | Invalid bid quantity (greater than maximum quantity) | QSR|ER | MatchingEngine | ||||
| 4001 | 54 | Invalid offer quantity (greater than maximum quantity) | QSR|ER | MatchingEngine | ||||
| 4002 | 43 | Invalid bid size (not multiple of lot size) | QSR|ER | MatchingEngine | ||||
| 4003 | 45 | Invalid offer size (not multiple of lot size) | QSR|ER | MatchingEngine | ||||
| 4004 | 27 | Invalid Level ID <Level ID> | - | MatchingEngine | ||||
| 4005 | 33 | Invalid bid size (< minimum size) | QSR|ER | MatchingEngine | ||||
| 4006 | 35 | Invalid offer size (< minimum size) | QSR|ER | MatchingEngine | ||||
| 4202 | 8 | 40 | Invalid bid price (not multiple of tick) | QSR|ER | MatchingEngine | |||
| 4203 | 8 | 42 | Invalid offer price (not multiple of tick) | QSR|ER | MatchingEngine | |||
| 4204 | 7 | 48 | Invalid offer price (quote is locked or crossed) | QSR|ER | MatchingEngine | |||
| 4305 | 51 | Invalid quote prices (exceeds maximum quote spread) | QSR|ER | MatchingEngine | ||||
| 4800 | 9 | 51 | User not registered to submit quotes for instrument | QSR|ER | MatchingEngine | |||
| 4902 | 99 | 31 | Quote is same as previous quote | QSR|ER | MatchingEngine | |||
| 4904 | 99 | 46 | Invalid quote (not submitted as a limit order) | QSR|ER | MatchingEngine | |||
| 4905 | 49 | %s not registered to submit quotes for instrument | QSR|ER | MatchingEngine | ||||
| 4906 | 99 | 56 | Invalid quote (amend order message used to update quote) | QSR|ER | MatchingEngine | |||
| 4910 | 39 | Quotes not permitted during CPX session | QSR|ER | MatchingEngine | ||||
| 4908 | 30 | Quotes disabled for instrument | QSR|ER | MatchingEngine | ||||
| 6000 | 99 | 49 | User not registered to submit RFQs for instrument | QRR|QSR | MatchingEngine | |||
| 6002 | 99 | 50 | Received Prior to First Trading Date of instrument | ER|QSR | MatchingEngine | |||
| 6003 | 99 | 39 | Last Trading Date of instrument elapsed | ER|QSR | MatchingEngine | |||
| 6005 | 16 | RFQs not allowed | QRR | MatchingEngine | ||||
| 6007 | 38 | Private RFQs not allowed for this book | QRR | MatchingEngine | ||||
| 6008 | 39 | Only private RFQs allowed for this book | QRR|QSR | MatchingEngine | ||||
| 6009 | 24 | Private RFQs not allowed | QRR | MatchingEngine | ||||
| 6010 | 23 | Public RFQs not allowed | QRR | MatchingEngine | ||||
| 6011 | 33 | Instrument not in Regular Trading | QRR|QA | MatchingEngine | ||||
| 6012 | 22 | Duplicate Quote Req ID | QRR | MatchingEngine | ||||
| 6013 | 35 | Invalid market maker for instrument | QRR | MatchingEngine | ||||
| 6015 | 40 | Private quotes not allowed for this book | QA | MatchingEngine | ||||
| 6018 | 45 | Have to specify at least one side for a quote | QA|ER | MatchingEngine | ||||
| 6019 | 36 | Price should be zero if size is zero | QA|ER | MatchingEngine | ||||
| 6021 | 57 | Cannot amend a single sided quote to a double sided quote | QA|ER | MatchingEngine | ||||
| 6022 | 57 | Cannot amend a double sided quote to a single sided quote | QA|ER | MatchingEngine | ||||
| 6023 | 46 | Side of a single sided quote cannot be amended | ER|QA | MatchingEngine | ||||
| 6024 | 45 | No market makers for the specified instrument | QRR | MatchingEngine | ||||
| 6026 | 27 | Already elapsed expiry time | QRR | MatchingEngine | ||||
| 6027 | 32 | Expiry Time is for a future date | QRR | MatchingEngine | ||||
| 6028 | 15 | Invalid Session | QRR|QSR | MatchingEngine | ||||
| 6029 | 14 | Invalid RFQ ID | QSR|QSR | MatchingEngine | ||||
| 6031 | 33 | Discrepancy in trade terms. Price | QSR | MatchingEngine | ||||
| 6032 | 35 | Size larger than contra-party quote | QSR | MatchingEngine | ||||
| 6034 | 23 | RFQ is already rejected | QA|ER | MatchingEngine | ||||
| 6035 | 37 | Invalid value for Quote Response Type | BR | MatchingEngine | ||||
| 6036 | 30 | Invalid symbol for negotiation | QSR | MatchingEngine | ||||
| 6037 | 28 | Invalid side for negotiation | QSR | MatchingEngine | ||||
| 6038 | 31 | Discrepancy in negotiation Side | QA|ER | MatchingEngine | ||||
| 6044 | 35 | Size cannot be zero for negotiation | QSR | MatchingEngine | ||||
| 6045 | 38 | Quantity is too large to be negotiated | QA|ER | MatchingEngine | ||||
| 6046 | 23 | A Live quote is present | QA | MatchingEngine | ||||
| 6047 | 24 | Rejected by market maker | QRR | MatchingEngine | ||||
| 6049 | 56 | Invalid or unsupported party role for trade negotiations | BR | MatchingEngine | ||||
| 6050 | 36 | Size should be zero if price is zero | QA|ER | MatchingEngine | ||||
| 6053 | 11 | Unknown RFQ | QA|QR|QSR|ER | MatchingEngine | ||||
| 6054 | 40 | Anonymous RFQ negotiation is in progress | QRR | MatchingEngine | ||||
| 6055 | 13 | Unknown quote | QSR | MatchingEngine | ||||
| 6056 | 54 | Expiry Time exceeds private quote negotiation duration | QRR | MatchingEngine | ||||
| 6057 | 37 | Normal Book is not in Regular Trading | QRR|QA|ER | MatchingEngine | ||||
| 6059 | 38 | Both Bid ID and Offer ID are specified | QSR | MatchingEngine | ||||
| 6063 | 26 | No Normal book is attached | QRR | MatchingEngine | ||||
| 6064 | 47 | Price cannot be specified when matching at best | QSR | MatchingEngine | ||||
| 6065 | 27 | No Bid /offer to match with | QSR | MatchingEngine | ||||
| 6066 | 43 | Invalid quantity (not multiple of lot size) | QRR|QSR | MatchingEngine | ||||
| 6067 | 37 | User not authorized to cancel the RFQ | QSR | MatchingEngine | ||||
| 6068 | 30 | Not invited to the negotiation | ER|QA | MatchingEngine | ||||
| 6069 | 43 | Preferred Market Makers should be specified | QRR | MatchingEngine | ||||
| 6070 | 43 | Exceeds the number of allowed Market Makers | QRR | MatchingEngine | ||||
| 6073 | 40 | RFQ value is less than the RFQ Min Value | QRR | MatchingEngine | ||||
| 6074 | 40 | Bid value is less than the RFQ Min Value | QA|ER | MatchingEngine | ||||
| 6075 | 60 | RFQ value cannot be determined (ref price unavailable) | QRR | MatchingEngine | ||||
| 6076 | 59 | Invalid RFQ/RFQ quote value (> maximum RFQ/RFQ quote value) | QRR|ER | MatchingEngine | ||||
| 6077 | 40 | Ask value is less than the RFQ Min Value | ER|QA | MatchingEngine | ||||
| 6090 | 39 | Auto RFQ Execution strategy unavailable | QRR | MatchingEngine | ||||
| 6091 | 55 | Submitting an RFQ with the following Quote Request Types when the Auto RFQ strategy = sub LIS Auction or LIS Winner Takes All 1. Automatic (Named) 2. Automatic (Anonymous) |
QRR | MatchingEngine | ||||
| 6092 | 28 | Submitting an Auto RFQ when the Auto RFQ Strategy = Sub LIS Auction or LIS Winner Takes All and Pre Trade LIS is not available or 0 | QRR | MatchingEngine | ||||
| 6098 | 46 | Bid value is less than the RFQ Min Value | ER|QA | MatchingEngine | ||||
| 6099 | 46 | Ask value is less than the RFQ Min Value | ER|QA | MatchingEngine | ||||
| 8001 | 25 | Duplicate client order ID | ER | MatchingEngine | ||||
| 9000 | 99 | 18 | Unknown instrument | OCR|QA|QRR | MatchingEngine | |||
| 9001 | 99 | 18 | Unknown order book | ER|QSR|QRR | MatchingEngine | |||
| 9002 | 17 | Instrument halted | ER|OCR|QSR|MQA | MatchingEngine | ||||
| 9003 | 99 | 30 | Instrument halted or suspended | ER|QSR|MQA | MatchingEngine | |||
| 9004 | 99 | 44 | Instrument halted (last trading day reached) | ER|QSR|MQA | MatchingEngine | |||
| 9005 | 2 | 16 | market is closed | ER|QSR|MQA|QRR|OCR | MatchingEngine | |||
| 9006 | 99 | 36 | Instrument halted (market suspended) | ER|QSR|MQA | MatchingEngine | |||
| 9007 | 99 | 43 | Instrument halted (invalid trading session) | ER|QSR|MQA | MatchingEngine | |||
| 9008 | 2 | 17 | Session is closed | ER|QSR|MQA|QRR|OCR | MatchingEngine | |||
| 9009 | 99 | 47 | Instrument halted (order book in invalid state) | ER|QSR|MQA | MatchingEngine | |||
| 9011 | 32 | Instrument in Post-Close session | ER|QSR|MQA | MatchingEngine | ||||
| 9012 | 99 | 34 | Instrument halted (invalid set up) | ER|QSR|MQA | MatchingEngine | |||
| 9013 | 99 | 45 | Instrument halted (invalid order book set up) | ER|QSR|MQA | MatchingEngine | |||
| 9014 | 33 | Instrument in Pre-Trading session | ER|QSR|MQA|OCR | MatchingEngine | ||||
| 9015 | 47 | Instrument in Closing Price Publication Session | ER|QSR|MQA | MatchingEngine | ||||
| 9100 | 9 | 23 | Unknown user (Owner ID) | ER|QSR|MQA|QRR|OCR|QA | MatchingEngine | |||
| 9101 | 9 | 24 | Unknown user (Trader ID) | ER|QSR|MQA | MatchingEngine | |||
| 9103 | 9 | 13 | User inactive | ER|QSR|MQA | MatchingEngine | |||
| 9104 | 9 | 43 | Invalid user (not attached to trading firm) | ER|QSR|MQA | MatchingEngine | |||
| 9201 | 99 | 25 | Invalid new order message | ER|QSR | MatchingEngine | |||
| 9202 | 99 | 27 | Invalid amend order message | ER|QSR | MatchingEngine | |||
| 9203 | 99 | 28 | Invalid cancel order message | ER|QSR | MatchingEngine | |||
| 9205 | 9205 | 60 | Invalid order management request. (Not the active partition) | ER|QSR|MQA | MatchingEngine | |||
| 111001 | 99 | 28 | Invalid qty (>max order qty) | ER|QSR | MatchingEngine | |||
| 111101 | 99 | 56 | Invalid display size (pegged orders cannot be displayed) | ER | MatchingEngine | |||
| 111102 | 99 | 35 | Invalid display size (> order size) | ER | MatchingEngine | |||
| 111103 | 99 | 52 | Invalid order (un priced order with hidden quantity) | ER|OCR | MatchingEngine | |||
| 111104 | 42 | Icebergs and Hidden Orders are not allowed | ER|OCR | MatchingEngine | ||||
| 111106 | 49 | Invalid display value (< minimum disclosed value) | ER|OCR | MatchingEngine | ||||
| 111201 | 111201 | 60 | Invalid limit price (not equal to the closing auction price) | ER | MatchingEngine | |||
| 111204 | 51 | Cross Order Price Outside Reference Price Tolerance | ER | MatchingEngine | ||||
| 111205 | 40 | Ref Price tolerance cannot be determined | ER | MatchingEngine | ||||
| 111206 | 44 | Price outside allowed spread for Cross Order | ER | MatchingEngine | ||||
| 111207 | 111207 | 40 | Volume weighted BBO cannot be determined | ER | MatchingEngine | |||
| 111300 | 99 | 56 | Invalid amend (cannot amend stop price of elected order) | OCR | MatchingEngine | |||
| 111402 | 99 | 47 | Invalid order type (not allowed in the session) | ER | MatchingEngine | |||
| 111403 | 99 | 56 | Invalid order type (pegged orders cannot be stop orders) | ER | MatchingEngine | |||
| 111405 | 99 | 58 | Invalid order (maximum number of stop order limit reached) | ER | MatchingEngine | |||
| 111406 | 99 | 42 | Invalid order type for user (Pegged Order) | ER | MatchingEngine | |||
| 111408 | 111408 | 38 | Invalid Order Type (not valid for CPX) | ER | MatchingEngine | |||
| 111409 | 45 | Invalid TIF (CPX Pegged orders not permitted) | ER | MatchingEngine | ||||
| 111415 | 111415 | 35 | BTF Orders suspended for instrument | ER | MatchingEngine | |||
| 111500 | 99 | 32 | Invalid amend (cannot amend TIF) | OCR | MatchingEngine | |||
| 111501 | 99 | 48 | Invalid TIF (relevant session elapsed/not found) | ER | MatchingEngine | |||
| 111502 | 99 | 41 | Invalid TIF (not allowed for the session) | ER|OCR|QSR | MatchingEngine | |||
| 111503 | 99 | 43 | Invalid TIF (maximum order duration is set) | ER | MatchingEngine | |||
| 111504 | 99 | 56 | Invalid expiry date (maximum order duration is violated) | ER | MatchingEngine | |||
| 111505 | 99 | 52 | Invalid TIF (not allowed for stop/stop limit orders) | ER | MatchingEngine | |||
| 111506 | 99 | 45 | Invalid TIF (not permitted for pegged orders) | ER | MatchingEngine | |||
| 111507 | 111507 | 54 | Invalid TIF (GFS market to limit orders not permitted) | ER | MatchingEngine | |||
| 111508 | 111508 | 43 | Invalid TIF (GFS stop orders not permitted) | ER | MatchingEngine | |||
| 111509 | 111509 | 34 | GFS Orders Disables for Instrument | ER | MatchingEngine | |||
| 111600 | 99 | 44 | Invalid session (cannot enter orders/quotes) | ER|QSR | MatchingEngine | |||
| 111602 | 99 | 52 | Invalid session (Only aggressive orders are allowed) | ER | MatchingEngine | |||
| 111801 | 9 | 34 | No active clearing setup available | ER|QSR|QRR | MatchingEngine | |||
| 111900 | 99 | 30 | Invalid account type (unknown) | ER|QSR | MatchingEngine | |||
| 111901 | 99 | 26 | Invalid capacity (unknown) | ER|QSR | MatchingEngine | |||
| 111902 | 99 | 33 | No internal mid-point established | ER | MatchingEngine | |||
| 111903 | 111903 | 47 | Invalid Capacity (Capacity Conversion Disabled) | ER | MatchingEngine | |||
| 111905 | 111905 | 39 | Invalid Capacity (Not a Sponsored User) | ER | MatchingEngine | |||
| 111906 | 111906 | 43 | Passive Only Orders Disabled for Instrument | ER|OCR | MatchingEngine | |||
| 111908 | 111908 | 40 | Passive Only Indicator not Valid for TIF | ER|OCR | MatchingEngine | |||
| 111911 | 111911 | 47 | Invalid Passive Only Indicator for Hidden Order | ER|OCR | MatchingEngine | |||
| 112000 | 40 | Reduced due to Self Execution Prevention | ER | MatchingEngine | ||||
| 113100 | 47 | Invalid amend (hidden to iceberg/fully visible) | OCR | MatchingEngine | ||||
| 113200 | 113200 | 58 | Invalid Amend (Order Amendments are not allowed during CPP | OCR | MatchingEngine | |||
| 113201 | 113201 | 59 | Invalid Amendment (price is not equal to the closing price) | OCR | MatchingEngine | |||
| 113700 | 113700 | 45 | Invalid Amend (Cannot amend Client Reference) | OCR | MatchingEngine | |||
| 114003 | 99 | 43 | Invalid bid size (not multiple of lot size) | QSR|ER | MatchingEngine | |||
| 114004 | 99 | 41 | Invalid bid size (< exchange market size) | QSR|ER | MatchingEngine | |||
| 114005 | 99 | 45 | Invalid offer size (not multiple of lot size) | QSR|ER | MatchingEngine | |||
| 114008 | 99 | 28 | Invalid bid size (> max qty) | QSR|ER | MatchingEngine | |||
| 114009 | 99 | 30 | Invalid offer size (> max qty) | QSR|ER | MatchingEngine | |||
| 114202 | 8 | 48 | Invalid offer price (quote is locked or crossed) | QSR|ER | MatchingEngine | |||
| 114300 | 99 | 45 | Invalid quote (TIF is not allowed for quotes) | QSR|ER | MatchingEngine | |||
| 114400 | 99 | 41 | Invalid quote (quote type is not allowed) | QSR|ER | MatchingEngine | |||
| 114401 | 99 | 41 | Invalid quote (quote type is not allowed) | QSR|ER | MatchingEngine | |||
| 114500 | 114500 | 40 | Invalid Session (Quotes are not allowed) | QSR|ER | MatchingEngine | |||
| 114800 | 49 | Invalid quote (both bid and offer sizes are zero) | QSR|ER | MatchingEngine | ||||
| 114801 | 55 | Invalid quote (no privileges to submit this quote type) | QSR|ER | MatchingEngine | ||||
| 114900 | 99 | 30 | Invalid account type (unknown) | QSR | MatchingEngine | |||
| 114901 | 99 | 26 | Invalid capacity (unknown) | ER|QSR | MatchingEngine | |||
| 114902 | 7 | 57 | Invalid quote spread (> max spread floor or max spread %) | QSR|ER | MatchingEngine | |||
| 114903 | 7 | 41 | Invalid quote spread (> max spread floor) | QSR|ER | MatchingEngine | |||
| 114904 | 7 | 37 | Invalid quote spread (> max spread %) | QSR|ER | MatchingEngine | |||
| 130001 | 44 | Quantity Not Matched for Committed Cross/BTF | ER | MatchingEngine | ||||
| 130002 | 39 | Invalid Order Size (< Minimum BTF Size) | ER | MatchingEngine | ||||
| 130003 | 43 | Quantity Not Matched for Internal Cross/BTF | ER | MatchingEngine | ||||
| 130008 | 49 | Invalid order value (less than minimum BTF value) | ER | MatchingEngine | ||||
| 130152 | 41 | Price Not Matched for Committed Cross/BTF | ER | MatchingEngine | ||||
| 130153 | 37 | Price Outside BBO for Cross/BTF Order | ER | MatchingEngine | ||||
| 130252 | 34 | GFA Orders Disabled for Instrument | ER|QSR | MatchingEngine | ||||
| 130254 | 48 | Duplicate Cross ID specified for Cross/BTF Order | ER | MatchingEngine | ||||
| 130306 | 28 | Day Orders are not permitted | ER | MatchingEngine | ||||
| 130353 | 50 | Invalid Session (Cross/BTF Orders are Not Allowed) | ER | MatchingEngine | ||||
| 130401 | 22 | Invalid Executing Firm | ER | MatchingEngine | ||||
| 130504 | 43 | Firm ID Not Matched for Committed Cross/BTF | ER | MatchingEngine | ||||
| 130505 | 41 | Firm ID Not Specified for Cross/BTF Order | ER | MatchingEngine | ||||
| 130506 | 49 | Cannot Enter Cross/BTF Orders (BBO Not Available) | ER | MatchingEngine | ||||
| 130507 | 61 | Capacity combination not allowed for Int Cross/BTF order | ER | MatchingEngine | ||||
| 130509 | 42 | Firm ID Not Matched for Internal Cross/BTF | ER | MatchingEngine | ||||
| 130515 | 47 | ClOrdID Not Specified for Internal Cross Orders | SR|R | MatchingEngine | ||||
| 130516 | 29 | Both Buy Sell ClOrdIDs Stated | SR|R | MatchingEngine | ||||
| 130518 | 21 | Incorrect Party Roles | SR|R | MatchingEngine | ||||
| 130519 | 21 | ClOrdID not Specified | SR|R | MatchingEngine | ||||
| 130520 | 56 | Internal error. Maximum number of active Orders per book limit reached | ER|QSR | MatchingEngine | ||||
| 130454 | 51 | Trading Party Not Authorized to Submit Named Orders | ER | MatchingEngine | ||||
| 130603 | 32 | Order too small to set new touch | ER|OCR | MatchingEngine | ||||
| 130701 | 29 | Cannot Amend Cross/BTF Orders | OCR | MatchingEngine | ||||
| 130951 | 42 | Cannot amend/cancel user name/trader group | OCR|QSR | MatchingEngine | ||||
| 131002 | 52 | Invalid RFQ quantity (greater than Max Quantity RFQ) | QRR | MatchingEngine | ||||
| 131003 | 49 | Invalid RFQ quantity (less than Min Quantity RFQ) | QRR | MatchingEngine | ||||
| 131004 | 19 | Invalid Contra Firm | MatchingEngine | |||||
| 131005 | 22 | BBO is not established | QA|QSR|ER | MatchingEngine | ||||
| 131006 | 57 | Bid size/Offer Size is less than the initial RFQ quantity | QA|ER | MatchingEngine | ||||
| 131007 | 37 | Invalid instrument ID for negotiation | MatchingEngine | |||||
| 131008 | 60 | Size should be greater than or equal to the initial RFQ size | QSR | MatchingEngine | ||||
| 131009 | 44 | Executable price is outside the market price | QSR | MatchingEngine | ||||
| 131010 | 35 | Capacity combination is not allowed | QA|ER | MatchingEngine | ||||
| 131011 | 40 | Invalid RFQ price (not multiple of tick) | MatchingEngine | |||||
| 131012 | 49 | Required party role for trade negotiation missing | BR | MatchingEngine | ||||
| 131013 | 30 | Not invited to the negotiation | MatchingEngine | |||||
| 131014 | 60 | Quantity not equal to the RFQ quantity when matching at best | QSR | MatchingEngine | ||||
| 131015 | 21 | The TIF has to Be DAY | QA | MatchingEngine | ||||
| 131016 | 43 | Bid Ask Prices are out of allowed tolerance | QA|ER | MatchingEngine | ||||
| 131018 | 46 | Private quotes not allowed for this quote type | QA | MatchingEngine | ||||
| 131019 | 45 | Public quotes not allowed for this quote type | QA | MatchingEngine | ||||
| 131020 | 48 | Select and match execution policy is not allowed | QSR | MatchingEngine | ||||
| 131021 | 36 | Best execution policy is not allowed | QSR | MatchingEngine | ||||
| 131022 | 41 | Side cannot be disclosed for auction RFQs | QRR | MatchingEngine | ||||
| 113101 | 42 | Invalid Amend (cannot amend randomization) | OCR | MatchingEngine | ||||
| 9015 | 47 | Instrument in Closing Price Publication session | ER|OCR | MatchingEngine | ||||
| 119200 | 46 | Order Expired due to Self Execution Prevention | ER|OCR|QSR | MatchingEngine | ||||
| 113102 | 44 | Randomization is disabled for the instrument | ER|OCR | MatchingEngine | ||||
| 131502 | 51 | Trading Party Not Authorized to Submit Named Quotes | QSR|ER | MatchingEngine | ||||
| 111002 | 43 | Invalid Quantity (>Max Cross/BTF Order Qty) | ER | MatchingEngine | ||||
| 111421 | 41 | Stop limit orders disabled for instrument | ER | MatchingEngine | ||||
| 121003 | 121003 | 36 | Invalid MES (less than minimum size) | ER|OCR | MatchingEngine | |||
| 121007 | 121007 | 35 | Minimum Quantity Cannot be negative | ER|OCR | MatchingEngine | |||
| 121010 | 121010 | 48 | Invalid MES (does not support TIF or Order Type) | ER | MatchingEngine | |||
| 123201 | 123201 | 32 | Invalid amend (cannot amend MES) | OCR | MatchingEngine | |||
| 1005 | 42 | Order/Quote exceeds maximum order/quote value | ER|OCR|QSR | MatchingEngine | ||||
| 111904 | 22 | Invalid quote capacity | QSR|ER | MatchingEngine | ||||
| 111419 | 42 | Invalid order size (> maximum cross value) | ER | MatchingEngine | ||||
| 111420 | 40 | Invalid order size (> maximum BTF value) | ER | MatchingEngine | ||||
| 130525 | 49 | Executing user (Owner ID) not from executing firm | ER | MatchingEngine | ||||
| 130526 | 43 | Contra user (Owner ID) not from contra firm | ER | MatchingEngine | ||||
| 131252 | 28 | Day Quotes are not permitted | QSR|ER | MatchingEngine | ||||
| 140252 | 29 | Pegged Orders are not allowed | ER | MatchingEngine | ||||
| 14354 | 52 | Executing party and counter party cannot be the same | ER | MatchingEngine | ||||
| 14355 | 61 | Pre-trade transparency cannot be determined for the RFQ value | QRR | MatchingEngine | ||||
| 6041 | 12 | Unknown firm | QRR | MatchingEngine | ||||
| a | 22 | CompID Inactive/Locked | Login Response | MITCHGateway | ||||
| a | 31 | Segment or Symbol Not Specified | Snapshot Response | MITCHGateway | ||||
| b | 19 | Login Limit Reached | Login Response | MITCHGateway | ||||
| b | 21 | Request Limit Reached | Snapshot Response | MITCHGateway | ||||
| c | 19 | Service Unavailable | Login Response | MITCHGateway | ||||
| c | 24 | Concurrent Limit Reached | Snapshot Response | MITCHGateway | ||||
| d | 24 | Unsupported Message Type | Snapshot Response|Replay Response | MITCHGateway | ||||
| D | 21 | Request Limit Reached | Replay Response | MITCHGateway | ||||
| e | 14 | Failed (Other) | Snapshot Response|Login Response | MITCHGateway | ||||
| I | 25 | Invalid Market Data Group | Replay Response | MITCHGateway | ||||
| O | 12 | Out of Range | Snapshot Response|Replay Response | MITCHGateway | ||||
| U | 18 | Replay Unavailable | Replay Response | MITCHGateway | ||||
| U | 20 | Snapshot Unavailable | Snapshot Response | MITCHGateway | ||||
| -1 | 37 | User is in pending login/logout state | LR | NativeGateway | ||||
| 3 | 3 | 29 | NON_COMPLIANT_NEW_CREDENTIALS | LR | NativeGateway | |||
| 6 | 6 | 14 | Firm suspended | LR | NativeGateway | |||
| 8 | 8 | 12 | User locked | LR | NativeGateway | |||
| 9 | 9 | 15 | Account Expired | LR | NativeGateway | |||
| 55 | 55 | 55 | User attached node or one or more upper nodes suspended | LR | NativeGateway | |||
| 100 | 33 | Not logged into real-time channel | LR | NativeGateway | ||||
| 101 | 101 | 22 | Invalid message length | R | NativeGateway | |||
| 102 | 102 | 21 | Message not supported | R | NativeGateway | |||
| 103 | 103 | 23 | Invalid message version | R | NativeGateway | |||
| 105 | 105 | 29 | Login request being processed | R | NativeGateway | |||
| 107 | 107 | 13 | Not logged in | R | NativeGateway | |||
| 115 | 115 | 22 | Required field not set | NativeGateway | ||||
| 200 | 200 | 24 | Instrument index not set | NativeGateway | ||||
| 201 | 201 | 15 | Segment not set | NativeGateway | ||||
| 203 | 203 | 20 | Invalid request type | NativeGateway | ||||
| 111 | 111 | 23 | Invalid field specified | R | NativeGateway | |||
| 114 | 114 | 37 | ‘None’ is not allowed for short codes | R | NativeGateway | |||
| 626 | 626 | 14 | User suspended | LR | NativeGateway | |||
| 630 | 630 | 23 | System is in End of Day | LR | NativeGateway | |||
| 1006 | 60 | Invalid order size (will breach maximum gross consideration) | ER|OCR | NativeGateway | ||||
| 9902 | 24 | Invalid buy/sell ClOrdID | R | NativeGateway | ||||
| 9903 | 46 | Internal Error. Concurrent login limit reached | LR | NativeGateway | ||||
| 9904 | 53 | Invalid gateway (not configured for sponsored access) | LR | NativeGateway | ||||
| 9905 | 39 | System Unavailable (to sponsored users) | LR | NativeGateway | ||||
| 9906 | 35 | Authentication system not available | LR | NativeGateway | ||||
| 9907 | 27 | Value not allowed for field | R | NativeGateway | ||||
| 9908 | 22 | Invalid value in field | R | NativeGateway | ||||
| 9910 | 23 | Required field is empty | R | NativeGateway | ||||
| 9911 | 28 | Native message not supported | R | NativeGateway | ||||
| 9912 | 41 | Invalid message length for native message | R | NativeGateway | ||||
| 9914 | 26 | Invalid character in field | R | NativeGateway | ||||
| 9918 | 30 | Order Qty/Display Qty mismatch | R | NativeGateway | ||||
| 9990 | 29 | Maximum message rate exceeded | R | NativeGateway | ||||
| 9998 | 28 | Matching partition suspended | BR | NativeGateway | ||||
| 9999 | 16 | System suspended | BR | NativeGateway | ||||
| 115001 | 33 | System Unavailable (to PTR users) | LR | NativeGateway | ||||
| 31 | 31 | 51 | Invalid order value (breaches pre trade Global MGC) | ER | NativeGateway | |||
| 32 | 32 | 51 | Invalid order value (breaches pre trade Global MNC) | ER | NativeGateway | |||
| 33 | 33 | 55 | Invalid order value (breaches pre trade Instrument MGC) | ER | NativeGateway | |||
| 34 | 34 | 55 | Invalid order value (breaches pre trade Instrument MNC) | ER | NativeGateway | |||
| 35 | 35 | 57 | Trading not allowed for user by pre trade risk controller | ER | NativeGateway | |||
| 36 | 36 | 31 | Duplicate risk controller setup | ER | NativeGateway | |||
| 37 | 37 | 27 | Reference Price unavailable | ER | NativeGateway | |||
| 38 | 38 | 55 | Invalid order value (> pre trade max cross order value) | ER | NativeGateway | |||
| 39 | 39 | 53 | Invalid order value (> pre trade max BTF order value) | ER | NativeGateway | |||
| 40 | 40 | 53 | Invalid order value (> pre trade max RFQ order value) | ER | NativeGateway | |||
| 41 | 41 | 56 | Invalid order value (> pre trade max priced order value) | ER | NativeGateway | |||
| 42 | 42 | 58 | Invalid order value (> pre trade max unpriced order value) | ER | NativeGateway | |||
| 43 | 43 | 48 | Restricted order type for the instrument (Cross) | ER | NativeGateway | |||
| 44 | 44 | 46 | Restricted order type for the instrument (BTF) | ER | NativeGateway | |||
| 45 | 45 | 46 | Restricted order type for the instrument (RFQ) | ER | NativeGateway | |||
| 46 | 46 | 49 | Restricted order type for the instrument (Priced) | ER | NativeGateway | |||
| 47 | 47 | 52 | Restricted order type for the instrument (Un-priced) | ER | NativeGateway | |||
| 4 | 25 | Application not available | TCR Ack | PostTradeGateway | ||||
| 9 | 14 | Not Authorized | TCRR Ack | PostTradeGateway | ||||
| 100 | 31 | Cannot Match Selection Criteria | TCRR Ack | PostTradeGateway | ||||
| 500 | 29 | Request Limit for Day Reached | TCRR Ack | PostTradeGateway | ||||
| 7002 | 99 | 18 | Invalid trade time | TCR Ack | PostTradeGateway | |||
| 7048 | 24 | Trade time not specified | TCR Ack | PostTradeGateway | ||||
| 7801 | 25 | FirmTradeID not specified | TCR Ack | PostTradeGateway | ||||
| 7803 | 33 | Off-book trade type not specified | TCR Ack | PostTradeGateway | ||||
| 7806 | 45 | Order capacity not specified (executing firm) | TCR Ack | PostTradeGateway | ||||
| 7807 | 42 | Order capacity not specified (contra firm) | TCR Ack | PostTradeGateway | ||||
| 7816 | 12 | Invalid Side | TCR Ack | PostTradeGateway | ||||
| 101 | 101 | 54 | Capacity / Clearing Account specified for counterparty | TCR Ack | PostTradeGateway | |||
| 1 | 1 | 20 | Required tag missing | SR | PostTradeGateway | |||
| 2 | 2 | 37 | Tag not defined for this message type | SR | PostTradeGateway | |||
| 2 | 2 | 18 | Unknown instrument | TCR Ack | PostTradeGateway | |||
| 5 | 5 | 47 | Value is incorrect (out of range) for this tag. | SR | PostTradeGateway | |||
| 6 | 6 | 31 | Incorrect data format for value | SR | PostTradeGateway | |||
| 14 | 35 | Tag specified out of required order | SR | PostTradeGateway | ||||
| 15 | 35 | Repeating group fields out of order | SR | PostTradeGateway | ||||
| 16 | 46 | Incorrect NumInGroup count for repeating group | SR | PostTradeGateway | ||||
| 117027 | 36 | Executing Trader Group not specified | TCR Ack | PostTradeGateway | ||||
| 117028 | 39 | Counterparty Trader Group not specified | TCR Ack | PostTradeGateway | ||||
| 7818 | 21 | Invalid PartyIDSource | TCR Ack | PostTradeGateway | ||||
| 7819 | 17 | Invalid PartyRole | TCR Ack | PostTradeGateway | ||||
| 7000 | 99 | 28 | Invalid trade price (≤ zero) | TCR Ack | PTTPS | |||
| 7001 | 99 | 27 | Invalid trade size (≤ zero) | TCR Ack | PTTPS | |||
| 7002 | 99 | 18 | Invalid trade time | TCR Ack | PTTPS | |||
| 7003 | 99 | 27 | Invalid off-book trade type | TCR Ack | PTTPS | |||
| 7004 | 99 | 16 | Unknown Trade ID | TCR Ack | PTTPS | |||
| 7005 | 1 | 22 | Unknown executing firm | TCR Ack | PTTPS | |||
| 7006 | 1 | 19 | Unknown contra firm | TCR Ack | PTTPS | |||
| 7007 | 1 | 33 | Unknown executing user (Owner ID) | TCR Ack | PTTPS | |||
| 7008 | 1 | 34 | Unknown executing user (Trader ID) | TCR Ack | PTTPS | |||
| 7009 | 99 | 30 | Unknown contra user (Owner ID) | TCR Ack | PTTPS | |||
| 7010 | 99 | 34 | Unknown contra user (Default User) | TCR Ack | PTTPS | |||
| 7011 | 3 | 58 | User not registered to submit trade reports for instrument | TCR Ack | PTTPS | |||
| 7012 | 3 | 55 | User not registered to submit third party trade reports | TCR Ack | PTTPS | |||
| 7013 | 99 | 53 | Executing firm not registered to submit trade reports | TCR Ack | PTTPS | |||
| 7014 | 99 | 50 | Contra firm not registered to submit trade reports | TCR Ack | PTTPS | |||
| 7015 | 99 | 60 | Not registered to trade report for executing firm (Owner ID) | TCR Ack | PTTPS | |||
| 7016 | 99 | 57 | Not registered to trade report for contra firm (Owner ID) | TCR Ack | PTTPS | |||
| 7016 | 99 | 54 | Not registered to submit trade reports for contra firm | TCR Ack | PTTPS | |||
| 7017 | 99 | 40 | User not authorised to pre-release trade | TCR Ack | PTTPS | |||
| 7018 | 99 | 35 | User not authorised to cancel trade | TCR Ack | PTTPS | |||
| 7019 | 99 | 23 | Trade already cancelled | TCR Ack | PTTPS | |||
| 7020 | 99 | 23 | Trade already published | TCR Ack | PTTPS | |||
| 7021 | 99 | 29 | Invalid trade reporting model | TCR Ack | PTTPS | |||
| 7022 | 99 | 37 | Unknown executing user (Default User) | TCR Ack | PTTPS | |||
| 7023 | 99 | 29 | Trade exempt from publication | TCR Ack | PTTPS | |||
| 7024 | 99 | 49 | Executing user (Owner ID) not from executing firm | TCR Ack | PTTPS | |||
| 7025 | 99 | 43 | Contra user (Owner ID) not from contra firm | TCR Ack | PTTPS | |||
| 7026 | 99 | 57 | Executing firm and contra firm included for a single side | TCR Ack | PTTPS | |||
| 7027 | 18 | Unknown instrument | TCR Ack | PTTPS | ||||
| 7029 | 19 | Invalid contra firm | TCR Ack | PTTPS | ||||
| 7030 | 23 | Invalid settlement date | TCR Ack | PTTPS | ||||
| 7043 | 35 | Invalid trade size (> maximum size) | TCR Ack | PTTPS | ||||
| 7053 | 39 | Third party trade reports not permitted | TCR Ack | PTTPS | ||||
| 7054 | 28 | Invalid side for contra firm | TCR Ack | PTTPS | ||||
| 7056 | 39 | Invalid trade size (must be an integer) | TCR Ack | PTTPS | ||||
| 7058 | 31 | Invalid side for executing firm | TCR Ack | PTTPS | ||||
| 7061 | 23 | Duplicate Firm Trade ID | TCR Ack | PTTPS | ||||
| 7066 | 60 | Trader not registered to submit/manage trades for instrument | TCR Ack | PTTPS | ||||
| 7067 | 55 | User not registered to cancel third party trade reports | TCR Ack | PTTPS | ||||
| 7068 | 60 | User not registered to pre-release third party trade reports | TCR Ack | PTTPS | ||||
| 7500 | 99 | 39 | Trade reporting disabled for instrument | TCR Ack | PTTPS | |||
| 7501 | 99 | 55 | Trade reporting disabled for instrument (no order book) | TCR Ack | PTTPS | |||
| 7502 | 99 | 52 | Off-book trade reporting prohibited (not in session) | PTTPS | ||||
| 7503 | 99 | 17 | Instrument halted | TCR Ack | PTTPS | |||
| 7504 | 20 | Instrument suspended | TCR Ack | PTTPS | ||||
| 7506 | 99 | 32 | Instrument in Post Close Session | TCR Ack | PTTPS | |||
| 7507 | 50 | Received Prior to First Trading Date of instrument | TCR Ack | PTTPS | ||||
| 7508 | 39 | Last Trading Date of instrument elapsed | TCR Ack | PTTPS | ||||
| 7601 | 99 | 42 | Cancel request for trade already submitted | TCR Ack | PTTPS | |||
| 7801 | 25 | FirmTradeID not specified | TCR Ack | PTTPS | ||||
| 7804 | 19 | Price not specified | TCR Ack | PTTPS | ||||
| 7805 | 18 | Size not specified | TCR Ack | PTTPS | ||||
| 7825 | 24 | NoPartyIDs not specified | TCR Ack | PTTPS | ||||
| 7900 | 99 | 42 | Invalid instrument set up (no delay table) | TCR Ack | PTTPS | |||
| 7901 | 99 | 51 | Invalid instrument set up (no trade sub type table) | TCR Ack | PTTPS | |||
| 7902 | 99 | 43 | Invalid system set up (no trade type table) | TCR Ack | PTTPS | |||
| 7903 | 99 | 50 | Invalid instrument set up (empty trade type table) | TCR Ack | PTTPS | |||
| 7904 | 99 | 55 | Invalid instrument set up (unsupported reporting model) | TCR Ack | PTTPS | |||
| 7906 | 49 | Invalid instrument set up (undefined share class) | TCR Ack | PTTPS | ||||
| 7907 | 55 | Invalid instrument set up (threshold range not defined) | TCR Ack | PTTPS | ||||
| 7909 | 58 | Third party trade reports not supported by reporting model | TCR Ack | PTTPS | ||||
| 117001 | 99 | 60 | User not eligible for specified Capacity/TT/Instrument Group | TCR Ack | PTTPS | |||
| 117003 | 99 | 52 | Invalid Instrument with no closing price maintained. | TCR Ack | PTTPS | |||
| 117004 | 99 | 23 | Invalid settlement date | TCR Ack | PTTPS | |||
| 117005 | 99 | 40 | Invalid instrument without a delay model | TCR Ack | PTTPS | |||
| 117006 | 99 | 43 | Invalid Instrument with invalid delay model | TCR Ack | PTTPS | |||
| 117007 | 99 | 25 | Trade Reporting time over | PTTPS | ||||
| 117008 | 99 | 45 | Invalid TrdSubType(829) for zero priced trade | TCR Ack | PTTPS | |||
| 141653 | 54 | Invalid Firm(Contra-Firm & Executing firm is the same) | TCR Ack | PTTPS | ||||
| 141658 | 54 | SettlCurrency entered is not a valid ISO currency code | TCR Ack | PTTPS | ||||
| 141661 | 53 | Trade Cancellations are not allowed during Post Close | TCR Ack | PTTPS | ||||
| 141662 | 50 | Invalid Instrument/Trade Type/Capacity combination | TCR Ack | PTTPS | ||||
| 141663 | 28 | Invalid Tag specified in TCR | TCR Ack | PTTPS | ||||
| 141666 | 29 | Settlement date not specified | TCR Ack | PTTPS | ||||
| 131651 | 19 | Price Band Breached | TCR Ack | PTTPS | ||||
| 117009 | 32 | Invalid size(Value out of range) | TCR Ack | PTTPS | ||||
| 117010 | 48 | Invalid Price/Original Price(Value out of range) | TCR Ack | PTTPS | ||||
| 141665 | 46 | Pre-Release of trades not allowed (Post Close) | TCR Ack | PTTPS | ||||
| 117013 | 55 | Third Party Reporting(Invalid capacity or account type) | TCR Ack | PTTPS | ||||
| 111901 | 26 | Invalid capacity (unknown) | TCR Ack | PTTPS | ||||
| 117025 | 37 | Invalid Late Correction(Current Date) | TCR Ack | PTTPS | ||||
| 117026 | 33 | Invalid Post Contra(Current Date) | TCR Ack | PTTPS | ||||
| 001909 | 55 | Invalid Transact Time (Prior to the First Trading Date) | TCR Ack | PTTPS | ||||
| 0 | 11 | 400 (Other) | BR | RNS Feed | ||||
| 0 | 40 | 403 (Incorrect data format for this tag) | BR | RNS Feed | ||||
| 0 | 35 | 404 (Value is invalid for this tag) | BR | RNS Feed | ||||
| 0 | 35 | 450 (Request limit for day reached) | BR | RNS Feed | ||||
| 1 | 10 | Unknown ID | BR | RNS Feed | ||||
| 5 | 36 | Conditionally required field missing | BR | RNS Feed | ||||
| 6 | Not permissioned to manage the risk of the user | BF | DropCopyGateway | |||||
| 6 | Not permissioned to manage user status | BF | DropCopyGateway | |||||
| 6 | No change to the user status | BF | DropCopyGateway | |||||
| 6 | You are not authorized to perform this action | BF | DropCopyGateway | |||||
| 6 | User node suspended | BF | DropCopyGateway | |||||
| 3 | User not recognized | BF | DropCopyGateway | |||||
| 0 | Maximum allowed activation count breached | BR | DropCopyGateway | |||||
| 0 | Maximum allowed suspension count breached | BR | DropCopyGateway | |||||
| 0 | Message rate exceeded | BR | DropCopyGateway | |||||
| 0 | A request by the user is already pending | BR | DropCopyGateway | |||||
| 8 | Message Rate Exceeded | BR | FixGateway | |||||
| 5 | 47 | Expire Time or Expire Date required for TIF = 6 | BR | FixGateway | ||||
| 9108 | 54 | Internal error. User Log-on Pending at Matching System | ER|QSR|MQA | MatchingEngine | ||||
| 0 | 0 | 32 | Incorrect value for RFQMinQuotes | BR | FixGateway | |||
| 0 | 0 | 37 | Incorrect value for RFQExecutionDelay | BR | FixGateway | |||
| 6080 | 23 | Manual RFQs not allowed | QRR | MatchingEngine | ||||
| 6081 | 26 | Automatic RFQs not allowed | QRR | MatchingEngine | ||||
| 6082 | 31 | Side not specified for auto RFQ | QRR | MatchingEngine | ||||
| 6083 | 45 | RFQ execution falls after the expiration time | QRR | MatchingEngine | ||||
| 6084 | 43 | Quote's price is worse than the limit price | QSR | MatchingEngine | ||||
| 6085 | 35 | Cannot execute an auto RFQ manually | QSR | MatchingEngine | ||||
| 6086 | 29 | RFQ quantity is not amendable | QSR | MatchingEngine | ||||
| 6087 | 28 | No change to the limit price | QSR | MatchingEngine | ||||
| 6088 | 37 | User not authorized to modify the RFQ | QSR | MatchingEngine | ||||
| 6089 | 22 | Duplicate Quote Msg ID | QSR | MatchingEngine | ||||
| 1812 | 36 | Expired (Attached to Negative group) | ER | MatchingEngine | ||||
| 6100 | 35 | RFQ is not eligible to be published | QSR | MatchingEngine | ||||
| 6101 | 24 | RFQ is already published | QSR | MatchingEngine | ||||
| 114308 | 27 | Unsupported order amendment | OCR | MatchingEngine | ||||
| 111208 | 111208 | 41 | Invalid limit price (<0 zero for offset orders) | ER|OCR | MatchingEngine | |||
| 111529 | 111529 | 37 | Offset orders disabled for instrument | ER | MatchingEngine | |||
| 111530 | 111530 | 28 | Invalid TIF for offset order | ER | MatchingEngine | |||
| 111429 | 111429 | 49 | Invalid order type (non-offset order with offset) | ER | MatchingEngine | |||
| 111432 | 111432 | 45 | Unsupported order type for Offset Orders | ER | MatchingEngine | |||
| 111807 | 111807 | 52 | Invalid order type for sponsored user (offset order) | ER | MatchingEngine | |||
| 114308 | 114308 | 27 | Unsupported order amendment | ER | MatchingEngine | |||
| 111921 | 51 | Invalid offset (value outside of the allowed range) | ER|OCR | MatchingEngine | ||||
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