BItS Trading Station
Orders and trades register layouts
BIT MIT markets
BIt SYSTEMS
March 2012
Version 2.0 - DRAFT
Revision History
Date
18/02/2009
28/03/2012
Version
1
2.0
Changes
Trade Elect Phase 2 – First Release.
Migration to MIT market platform
- 23
-
Index
1
Introduction ......................................................................................................................................... 4
1.1
1.2
1.3
2
Purpose ............................................................................................................. 4
Validity ............................................................................................................. 4
References ........................................................................................................ 4
General system features ...................................................................................................................... 5
2.1
Contents Description ........................................................................................ 5
2.2
How to get the data ........................................................................................... 5
2.3
Data management ............................................................................................. 5
2.4
File format ........................................................................................................ 6
2.5
APIs functions .................................................................................................. 6
2.5.1 Order/Trade subscription layout ................................................................... 6
2.5.2 Order/Trade inquiry layout ........................................................................... 6
2.5.3 Order/Trade notification layout .................................................................... 7
2.5.4 Data dictionary ............................................................................................. 7
3
Data layout descriptions ...................................................................................................................... 8
3.1
3.2
3.3
Fields description.............................................................................................. 9
Market error code mapping ............................................................................ 14
BTS server error code mapping ...................................................................... 23
- 33
-
1 Introduction
1.1 Purpose
The purpose of this document is supply the orders and trades register layouts description. These data are produced by the BitS Trading Station application servers for operation in BIT markets (Borsa Italiana Markets).
1.2 Validity
The information contained in this document are related to the multimarket BItS Trading
Station application for the BIT
1.3 References
[1]
BIt Systems S.p.A.
“BIt Systems User's Guide 2.2.0”
[2]
Borsa Italiana S.p.A.
"Il Regolamento dei mercati organizzati e gestiti dalla Borsa Italiana S.p.A."
http://www.borsaitalia.it/it/mercati/homepage/regolamentieistruzioni/
[3]
Borsa Italiana S.p.A.
“Istruzioni al Regolamento dei Mercati organizzati e gestiti da Borsa
Italiana S.p.A.”
http://www.borsaitalia.it/it/mercati/homepage/regolamentieistruzioni/
[4]
Borsa Italiana S.p.A.
“Regolamento del Nuovo Mercato organizzato e gestito dalla
Borsa Italiana S.p.A.”
http://www.borsaitalia.it/it/mercati/homepage/regolamentieistruzioni/
[5]
Borsa Italiana S.p.A.
“Istruzioni al regolamento del Nuovo Mercato organizzato e gestito dalla
Borsa Italiana S.p.A.”
http://www.borsaitalia.it/it/mercati/homepage/regolamentieistruzioni/
2 General system features
2.1 Contents Description
The BTS server daily produce and update in real-time a log file in ASCII format. It contains all the information related to the transactions executed through the BTS system.
It contains:
 Order inserted, modified and deleted;
 Notification messages related to order inserted, modified and deleted;
 Order notification messages related to order executed;
 Local or market order reject messages;
The sequence of these messages is chronological. The log-file record format is unique
and it does not depend on the kind of message received. The information contained in
each message allows to rebuild the original order, including its parameters; that information are needed from the middle office and risk management systems during the
business day.
2.2 How to get the data
The files are available in three ways:
1. for consultation: it is possible to consult the file directly from the browser;
2. through HTTPS: downloading files via HTTPS;
3. through interconnection (APIs): you can get the same information through APIs
The IP address and the credential that would be used will be provide.
The file above indicated will be available in a standard web route (for example
https://213.92.94.178/8081/Registro%20Ordini%20e%20Contratti/).
2.3 Data management
The files (and the data flow) are created at system start up following the characteristics
mentioned in the configuration file and they are updated in real time using APPEND
operations.
The file field 29 is a progressive number that allows to identify uniquely a record in the
sequence. For instance, if a user proprietary system access periodically to the file (for
example each 5 minutes) or query the system through APIs, it should store the last record number of the last record read and start from the next one in the following elaboration.
The system guarantees that the previous records will never modified (only append operations).
The fields are divided by a separator (the character ‘|’) and they have a fixed length obtained adding spaces (on the left for numeric fields, on the right for string fields).
2.4 File format
The system create a different file for each combination of <company, market, business
day> available through HTTPS.
The file naming is:
export_<MARKET>_<COMPANY>_<YYYYMMDD>.txt where
 MARKET is the market considered (it assumes the values BIT_NT)
 COMPANY is CED code of the company;
 YYYYMMDD is the business day.
Example: export_BIT_NT_8081_20050830.txt
2.5 APIs functions
In order to integrate the backoffice information, three APIs classes are available:
1. A subscription (1569) class: when you subscribe the backoffice information you
will receive asynchronous data through callbacks;
2. A inquire (1571) class : you can query all the backoffice data;
3. A response (1570) class : it contains the data coming from the inquiry and the
subscription class.
2.5.1 Order/Trade subscription layout
Class Name: 1569
Input Fields: SeqNum; Market.
This class has to be subscripted with SeqNum = 1 in order to receive all the contracts
made in the business date including the ones made form the market opening till the subscription. If you want to minimize the data flow in recovery time, you can ask data from
the next entry starting from the last one you received setting SeqNum to the last SeqNum you receive + 1.
2.5.2 Order/Trade inquiry layout
Class Name: 1571
Input Fields: Market.
You can use this class to receive synchronously all the business date data.
2.5.3 Order/Trade notification layout
Class Name: 1570
Output Fields: SeqNum; Market; Data.
2.5.4 Data dictionary
SeqNum: it is a string that contains an integer (the first number of the sequence is 1)
Market: it is a string that contains the values: BIT and it represent the market that you
what to query.
Data: It contains the data according with the format layout described in the chapter
“Data Layout descriptions”.
3 Data layout descriptions
The following table describes the file layout for all events (order insert, modify, delete,
executions, …) for operation on BIT.
N°
1
2
Field
User ID
Instrument
Len Description
20 BTS user
12 Market Instrument Identifier
Market answer = A
Execution notification = R
1 Error from the market = C
Error from BTS = G
Market Notification = B
If message type = A
3
Message type
4
Answer type
1
5
Function type
1
6
Side
1
7
Quantity
20
8
Price type
1
9
Price
21
10
Parameter
1
11
Validity date
8
Deletion confirm = 1 (requested by the
user)
Order deleted = 2
Insert confirm = 4
If message type = A
Insert = 0
Delete = 1
Modify = 2
Buy = 0
Sell = 1
Total order quantity
Market = M
Limit = L
Market to Limit = K
Stop = S
Stop Limit = X
If price type = L
Order Price
Good Till Cancel = R
Good Till Day = J
Fill and Kill = E
Good Till Time = D
All or None (Fill or kill) = K
At Open = O
At Close = C
Good For Auction = L
Validity date for GTT (YYYYMMDD)
12
13
Validity Time
Displayed quantity
14
Account Type
15
16
17
Client order ref.
Order ID
PDN ID
18
Modified PDN ID
19
20
21
22
23
24
Trade ID
Insert Time
Trade Time
Remaining quantity
Executed Quantity
Execution Price
25
Counterparty code
26
27
Sequence number
TraderID
28
Clearing Account
29
Trade Type
30
31
32
Request Category
Reject Code
Reject Time
33
Reject Command Type
34
Free info
35
SubMarket
36
Care Order ID
6 Validity time for GTT (HHMMSS)
20 Quantity displayed in the market
Third Party Account = C
1
Own Account = N
10 Free-format Text Field sent to the market
25 Order Identifier
12 Order Identifier assigned by the market
Modified Order Identifier assigned by the
12
market.
12 Contract Identifier (message type = R)
14 Order Insert Time (Message type = A)
14 Trade Execution Time (Message type = R)
20 Remaining Order Quantity
20 Trade Quantity (Message type = R)
21 Trade Price (Message type = R)
Code of the Counterparty user of the trade
11 (Message type = R) (for markets where it
is enabled)
6 Message Sequence Number
11 TraderID
Client = C
1
House = H
(Message type = R)
1 Trade Executed = ' '
Trade Deleted = A
1 Simple Order = O
10 Code of rejection
14 Time of rejection notified by the market
Answer on order insert = 0
1 Answer on order cancel = 1
Answer on order modify = 2
20 Internal Free-format Text Field
SubMarket. (MTA, AIM, MAC, MOT,
10
ecc.)
25 Care Order Identifier
3.1 Fields description
1.
User ID
Identifier of the BTS client user who entered the curent order (BTS client login
name)
2.
Instrument
Native market code of an instrument
3.
Message type
A = Market answer
B = Market notification
C = Error from the market
G = Error from BTS server
R = Execution notification
Records with type set to ‘G’ are orders inserted via the BTS client, but locally refused by the BTS server and they are not to be sent to the market.
If the market surveillance or the central system deletes a trade, a record with type
‘R’ and Trade Type (field 29) set to ’A’ will be added.
4.
Answer type
1 = Deletion confirm
2 = Order deleted
4 = Insert confirm
If the user or an OAA (market supervisor user) has issued the deletion request,
the message is 1.
If the market surveillance has deleted the order, the Answer type is 2.
5.
Function type
If the “Message type” is A
0 = Insert
1 = Delete
2 = Modify
This field specifies if the order has been inserted, modified or deleted.
6.
Side
0 = Buy
1 = Sell
7.
Quantity
It is the order or trade quantity.
8.
Price type
M = Market
L = Limit
K = Market to Limit
S = Stop
X = Stop Limit
9.
Price
If Price type is set to ‘L’, it contains the order price.
10.
Parameter
R = Good Till cancel
J = Good Till Day
E = Fill and Kill
D = Good Till Time
K = All or none (Fill or kill)
O = At Open
C = At Close
L = Good For Auction
11.
Validity date
If Parameter is set to ‘D’, it contains the expiry date in the format YYYYMMDD.
12.
Validity time
If Parameter is set to ‘D’, contains the expiry time in the format HHMMSS
13.
Displayed quantity
Quantity displayed in the market for iceberg orders.
14.
Account type
It is a combination of account type and customer code.
The default value for this field is C (Third party account).
C = Third party account
N = Own account
15.
Client order ref
The user can specify this field when entering an order. This value is added to
each record related to the order.
16.
Order ID
Order identifier assigned by the BTS platform.
17.
PDN ID
Order identifier assigned by the market (unique per instrument).
In case of a modify notification it contains the new order identifier, whereas field
18 contains the native order number.
If you receive a market error code (field 3 equal to ‘C’), this field contains the
market error code. For further information look at “Market error code mapping”.
18.
Modified PDN ID
In case of a modify notification it contains the native order identifier.
If it is a message type R for an iceberg order, it contains the new PDN identifier.
19.
Trade ID
It contains the market trade number (unique per instrument). In case of a delete
notification, it contains the trade identifier of the deleted contract.
20.
Insert Time
It contains the order insert time for Message type ‘A’, returned by the market or
the deletion time returned by the market (format YYYYMMDDHHMMSS).
21.
Trade Time
It contains the trade execution time for Message type ‘R’ (format
YYYYMMDDHHMMSS).
22.
Remaining quantity
It contains the remaining order quantity.
If the message is related to a cancel operation (Message type ‘A’ and Answer
type ‘1’), it contains the quantity of the deleted order.
23.
Executed quantity
It contains the executed order quantity for Message type ‘R’ .
24.
Execution price
It contains the trade execution price
25.
Counterparty code
It contains the market counterparty code for Message type ‘R’. If the message is
related to a cancel operation, the field is empty.
26.
Sequence number
It contains the message sequence number (unique in the BTS platform) of market
answers.
27.
TraderID
It identifies the trader who entered the order.
28.
Clearing Account
It contains the settlement account for the order.
C = Client
H = House
29.
Trade Type
It is used to distinguish a trade from a trade deletion for Message type ‘R’..
30.
Request Category
It identifies whether the order insert is a normal order.
O = Simple Order
31.
Reject Code
It contains the rejection code of the order returned by the market.
32.
Time Reject
It contains the time of the reject returned by the market.
33.
Reject Command Type
0 = Answer on order insert
1 = Answer on order cancel
2 = Answer on order modify
34.
Free Info
Free field available on order insertion added to each record related to the order.
35.
SubMarket
A code which identifies a BIT sub-market (MTA, AIM, etc.).
36.
Care Order ID
Identifier of the care order who is parent order of the current order.
3.2 Market error code mapping
The codes described in this section are contained in field 31 Reject Code (and in field
17 PDN ID) if the error message was generated by the central market system (field 3
Message Type set to ‘C’).
Error Code
000001
000002
000004
000005
000006
000008
000009
000010
000011
000014
000015
000016
000017
000019
000020
000022
000023
000024
000026
000027
000028
000029
000030
000031
000032
000033
000050
000051
000052
000053
000054
000055
000056
000057
Description
Invalid User ID or password
ALREADY_LOGGED
USER_NOT_FOUND
FLAGGED_FOR_DELETION
BROKER_SUSPENDED
ACCOUNT_LOCKED
ACCOUNT_EXPIRED
UNAUTHORIZED_MACHINE
UNAUTHORIZED_FE
MIN_PSWD_LEN
MAX_PSWD_LEN
MIN_PSWD_DIGITS
MIN_PSWD_DIFF
INVALID_PROCESS
NO_TIME_ZONE
USER_LOGGEDIN
USER_NOT_LOGGEDIN
INIT_USER_LOGIN
PAM_SAME_AS_OLD
PAM_PALINDROME
PAM_CASE_CHANGES_ONLY
PAM_TOO_SIMILAR
PAM_TOO_SIMPLE
PAM_ROTATED_VERSION
USER_NOT_LOCKED
INVALID_FE_VERSION
LOGIN_CONTEXT_NOT_FOUND
INVALID_LOGIN_PRIV_CODE
MISMATCH_IN_CONTEXT_ID
ROLE_FLAGGED_FOR_DELETE
NODE_SUSPENDED
NODE_HIERARCHY_SUSPENDED
NODE_FLG_DELETE
NODE_HIERARCHY_FLG_DELETE
000100
000101
000102
000103
000105
000107
000115
000200
000201
000203
000624
000625
000626
000627
000628
000630
001000
001001
001002
001003
001004
001005
001006
001007
001008
001100
001101
001102
001103
001104
001105
001106
001107
001108
001150
001151
001152
001153
001154
001155
001201
001202
Cannot login to recovery channel without logged in to real time
channel
Invalid message length
Message not supported
Invalid message version
Login request being processed
Not logged in
Required field not set
Instrument index not set
Segment not set
Invalid request type
UNAUTHORIZED_GATEWAY
USER_ROLE_NOT_FOUND
ACCOUNT_SUSPENDED
ACCOUNT_DELETED
ACCOUNT_INACTIVATED
SYSTEM_END_OF_DAY
Invalid order size (= zero)
Invalid order size (< minimum size)
Invalid order size (not multiple of lot size)
Invalid order size (> maximum size)
Invalid order size
Invalid order size (> maximum order value)
Invalid order size (will breach maximum gross consideration)
Invalid order size (< minimum reserve order value)
Invalid order size (< minimum reserve order size)
Invalid display size (< zero)
Invalid display size (> order size)
Invalid display size (not multiple of lot size)
Invalid display size
Orders with hidden size not permitted during auction call
Iceberg orders disabled for instrument
Fully hidden orders disabled for instrument
New hidden orders not permitted during auction call
Orders with hidden sizes not permitted for order book
Invalid minimum size (> order size)
Invalid minimum size (not multiple of lot size)
Orders with minimum size not permitted during auction call
Orders with minimum size not permitted during Pause session
Minimum fill orders disabled for instrument
Orders with minimum size not permitted for order book
Invalid limit price (not multiple of tick)
Invalid limit price (price band breached)
001203
001204
001205
001206
001207
001300
001301
001400
001401
001402
001403
001404
001405
001406
001407
001408
001409
001427
001500
001501
001502
001503
001505
001506
001507
001508
001509
001511
001513
001514
001515
001516
001517
001518
001519
001520
001521
001522
001523
001524
001525
001526
Invalid limit price (> maximum price)
Invalid limit price (< minimum price)
Invalid limit price (short sale failed tick test)
Invalid limit price (short sale failed bid test)
Invalid limit price (not equal to closing price)
Invalid stop price (= zero)
Invalid stop price (not multiple of tick)
Invalid order type (unknown)
Invalid order type (market or stop order with a limit price)
Invalid order type (market or limit order with a stop price)
Market orders disabled for instrument
Stop orders disabled for instrument
Market to limit orders disabled for instrument
Invalid order type (market to limit order with limit price)
Stop orders are not permitted during this session
Market orders are not permitted during an auction call
Invalid type (only limit orders permitted for order book)
Maximum stop order limit reached for instrument
Invalid TIF (unknown)
Invalid expire time (elapsed)
Invalid expire time (time is for a future date)
Invalid expire date (elapsed)
Invalid TIF (OPG stop orders not permitted)
Invalid TIF (IOC & FOK not permitted during auction calls)
Invalid TIF (OPG not permitted outside opening auction call)
Invalid TIF (invalid date format)
No time qualifier specified
Invalid TIF (GFA orders not supported)
Invalid TIF (ATC stop orders not permitted)
Invalid TIF (GFA stop orders not permitted)
Invalid TIF (IOC & FOK not permitted during Pause session)
GTD orders disabled for instrument
GTT orders disabled for instrument
FOK orders disabled for instrument
GTC orders disabled for instrument
OPG orders disabled for instrument
ATC orders disabled for instrument
Invalid TIF (Not permitted for order book)
Invalid TIF (CPX stop orders not permitted)
Invalid TIF (not permitted during CPX session)
Invalid TIF (GFA market to limit orders not permitted)
CPX orders disabled for instrument
001527
001550
001700
001800
001801
001802
001803
001804
001806
001808
001809
001900
001901
001902
001903
001904
001905
001906
001907
001908
001909
001910
001911
001912
001913
001914
001915
001927
002000
002001
002002
002003
002004
002005
002006
002007
002008
002009
002010
002011
002012
002014
Maximum parked order limit reached for instrument
Expired (end of day)
Invalid clearing details (details not provided or invalid)
User not registered to submit interest for instrument
User not registered to submit interest for
Invalid order type for sponsored user (market order)
Invalid order type for sponsored user (stop order)
Invalid order type for sponsored user (quote)
Not registered to submit orders for instrument
Invalid order for sponsored user (multi-legged instrument)
Invalid order for sponsored user (market to limit order)
Invalid side
Invalid order status
Received Prior to First Trading Date of instrument
Last Trading Date of instrument elapsed
Invalid order capacity
Invalid instrument set up (no tick structure)
Short sales disabled for instrument
Named orders disabled for instrument
Only named orders permitted for order book
Short sales disabled (reference price unavailable)
Short sale market order failed tick test (invalid best bid)
Short sale market orders disabled (bid test enabled)
Monitoring user from sponsoring firm not connected
Monitoring user from sponsoring firm disconnected
Invalid order source
Invalid side (Sell short sales not permitted for order book)
Maximum active order limit reached for matching thread
Order not found (too late to cancel or unknown order)
User not registered to mass cancel interest
User not registered to mass cancel interest for firm
Unknown user (submitting Trader ID)
Unknown instrument
Unknown underlying
Unknown segment
Unknown firm
Unknown clearing mnemonic
Unknown user (target Owner ID)
Unknown user (target Trader ID)
Invalid mass cancel type
No orders for instrument/underlying
Unknown Node ID
002099
003000
003100
003101
003102
003103
003104
003700
003800
003801
003900
003902
003903
003904
003905
003906
003907
004000
004001
004002
004003
004004
004005
004006
004200
004201
004202
004203
004204
004205
004300
004302
004303
004305
004306
004307
004800
004900
004901
004902
004904
004905
Other
Invalid order size (< filled size)
Invalid display size (> order size)
Conversion of fully hidden order to iceberg order prohibited
Conversion of fully hidden order to fully visible prohibited
Conversion of iceberg order to fully hidden order prohibited
Conversion of fully visible order to fully hidden prohibited
Invalid owner (different from original order)
User not registered to manage interest for instrument
User not registered to manage interest for
Invalid side (different from original order)
Side may not be amended (order is a short sale)
Stop orders may not be amended during this session
Price amendment prohibited (order eligible for CPX session)
Invalid price (price may not be better than closing price)
Order type may not be amended
Stop price of an elected stop order may not be amended
Invalid bid size (> maximum size)
Invalid offer size (> maximum size)
Invalid bid size (not multiple of lot size)
Invalid offer size (not multiple of lot size)
Invalid Level ID <Level ID>
Invalid bid size (< minimum size)
Invalid offer size (< minimum size)
Invalid bid price (= zero)
Invalid offer price (= zero)
Invalid bid price (not multiple of tick)
Invalid offer price (not multiple of tick)
Invalid offer price (quote is locked or crossed)
Exceeds maximum quote spread
Invalid time qualifier (unknown)
Invalid expire time (elapsed)
Invalid TIF (OPG quotes not permitted for order book)
Invalid quote price (Exceeds maximum quote spread)
Invalid TIF (GFA Quotes are not supported)
Anonymity indication may not be amended
User not registered to submit quotes for instrument
Quote does not include a bid
Quote does not include an offer
Quote is same as previous quote
Invalid quote (not submitted as a limit order)
Invalid quote (submitted with stop price)
004906
004907
004908
004909
004910
006000
006002
006003
008001
009000
009001
009002
009003
009004
009005
009006
009007
009008
009009
009011
009012
009013
009014
009015
009100
009101
009102
009103
009104
009105
009200
009201
009202
009203
009900
009901
009903
009904
009905
009906
009990
009996
Invalid quote (amend order message used to update quote)
Invalid quote (submitted in an agency capacity)
Quotes disabled for instrument
Mass quotes not permitted for order book
Quotes not permitted during CPX session
User not registered to submit RFQs for instrument
Received Prior to First Trading Date of instrument
Last Trading Date of instrument elapsed
Invalid client order ID
Unknown instrument
Unknown order book
Instrument halted
Instrument halted or suspended
Instrument halted (last trading day reached)
Market is closed
Instrument halted (market suspended)
Instrument halted (invalid trading session)
Session is closed
Instrument halted (order book in invalid state)
Instrument in Post-Close session
Instrument halted (invalid set up)
Instrument halted (invalid order book set up)
Instrument in Pre-Trading session
Instrument in Closing Price Publication session
Unknown user (Owner ID)
Unknown user (Trader ID)
User suspended
User inactive
Invalid user (not attached to trading firm)
Firm inactive
Invalid trading session (unknown)
Invalid new order message
Invalid amend order message
Invalid cancel order message
Required field is missing
Field validation failed
Concurrent login limit reached
Invalid gateway (not configured for sponsored access)
System unavailable (to sponsored users)
Logons not allowed at this time
Maximum message rate exceeded
Quote locked or crossed
009998
009999
010010
111000
111001
111101
111102
111103
111300
111400
111401
111402
111403
111404
111405
111406
111500
111501
111502
111503
111504
111505
111506
111600
111601
111602
111800
111801
111900
111901
111902
114000
114001
114003
114004
114005
114006
114007
114008
114009
114200
114201
Matching partition suspended
System suspended
Unknown Segment
Invalid reserve value (< minimum reserve order value)
Invalid qty (>max order qty)
Invalid display size (pegged orders cannot be displayed)
Invalid display size (> order size)
Invalid order (unpriced order with hidden quantity)
Invalid amend (cannot amend stop price of elected order)
Invalid order type (named orders are not allowed)
Invalid order type (stop/stop limit orders are not allowed)
Invalid order type (not allowed in the session)
Invalid order type (pegged orders cannot be stop orders)
Invalid amend (cannot amend order type)
Invalid order (maximum number of stop order limit reached)
Invalid order type for sponsored user (pegged order)
Invalid amend (cannot amend TIF)
Invalid TIF (relevant session elapsed/not found)
Invalid TIF (not allowed for the session)
Invalid TIF (maximum order duration is set)
Invalid expiry date (maximum order duration is violated)
Invalid TIF (not allowed for stop/stop limit orders)
Invalid TIF (not permitted for pegged orders)
Invalid session (cannot enter orders/quotes)
Invalid session (orders are not allowed)
Invalid session (aggressive orders are not allowed)
Invalid session (cannot cancel/amend orders/quotes)
Invalid clearing set up (clearing information not defined)
Invalid account type (unknown)
Invalid capacity (unknown)
No internal mid-point established
Invalid bid size (< minimum quote size)
Invalid offer size (< minimum quote size)
Invalid bid size (not multiple of lot size)
Invalid bid size (< exchange market size)
Invalid offer size (not multiple of lot size)
Invalid bid size (< exchange market size)
Invalid offer size (< exchange market size)
Invalid bid size (> max qty)
Invalid offer size (> max qty)
Invalid bid price (not multiple of tick)
Invalid offer price (not multiple of tick)
114202
114300
114400
114401
114800
114801
114802
114900
114901
114902
114903
114904
130001
130002
130003
130004
130151
130152
130153
130251
130252
130253
130254
130301
130302
130303
130304
130305
130351
130352
130353
130401
130451
130452
130453
130454
130455
130456
130501
130503
130504
130505
Invalid offer price (quote is locked or crossed)
Invalid quote (TIF is not allowed for quotes)
Invalid quote (quote type is not allowed)
Invalid quote (quote type is not allowed)
Invalid quote (both bid and offer sizes are zero)
Invalid quote (no privileges to submit this quote type)
Invalid clearing set up (clearing information not defined)
Invalid account type (unknown)
Invalid capacity (unknown)
Invalid quote spread (> max spread floor or max spread %)
Invalid quote spread (> max spread floor)
Invalid quote spread (> max spread %)
Quantity Not Matched for Committed Cross/BTF
Invalid Order Size (< Minimum BTF Size)
Quantity Not Matched for Internal Cross/BTF
Accounting OPA Limit Order Qty is Less Than Cum Contra Qty
Limit Price Not Matching OPA Price
Price Not Matched for Committed Cross/BTF
Price Outside BBO for Cross/BTF Order
Invalid Order Type for OPA
GFA Orders Disabled for Instrument
MTL Orders Not Allowed During Continuous Trading
Duplicate Cross ID specified for Cross/BTF Order
Only GTC Orders Allowed for OPA Auction
Invalid TIF for Orders in TAH
Invalid TIF (Only DAY Allowed for Committed Cross/BTF)
ExpireTime amendment not allowed for Order's TIF
ExpireDate amendment not allowed for Order's TIF
Instrument in Trading Stop
Instrument in Resume Order Deletion Period
Invalid Session (Cross/BTF Order are Not Allowed)
Invalid Trading Party
Trading Party Only Authorized to Submit Limit Orders
Trading Party Only Authorized to Submit Market Orders
Trading Party Only Authorized to One Limit Order
Trading Party Not Authorized to Submit Named Orders
Not Allowed to Enter Buy Orders for OPA
Not Allowed to Enter Sell Orders for OPA
Limit Order for OPA Only Allowed on Last Trading Day
Instrument ID Not Matched for Committed Cross/BTF
Firm ID Not Matched for Committed Cross/BTF
Firm ID Not Specified for Cross/BTF Order
130506
130507
130508
130509
130510
130511
130515
130516
130517
130518
130519
130520
130521
130522
130601
130602
130701
130951
131250
131251
131351
131352
131501
131502
Cannot Enter Cross/BTF Orders (BBO Not Available)
Principal vs Principal Internal Cross/BTF Order Not Allowed
Cross Id Not Specified
Firm ID Not Matched for Internal Cross/BTF
Market Orders for OPA Not Allowed on Last Trading Day
Cross Type Not Specified
ClOrdID Not Specified
Committed Cross Orders Cannot Have Both Buy Sell ClOrdIDs
A Committed Cross Order Already Received for the Same Side
Incorrect Party Roles
ClOrdID not Specified
Maximum number of Stop Orders per book breached
Active order limit per thread breached
Active Order limit per trader per thread breached
Only Order Qty and Client ID of an OPA Order Can be Amended
Can't Amend/Cancel Mkt Orders for Accounting OPA on Last Day
Cannot Amend Cross/BTF Orders
Cannot amend user name/trader group
Cannot Amend Quote Qualifier for Quotes
Invalid TIF for Quotes in TAH
Quotes Allowed during Auction Calls Only
Cannot Amend Pre Trade Anonymity
Trading Party Not Authorized to Submit Anonymous Quotes
Trading Party Not Authorized to Submit Named Quotes
3.3 BTS server error code mapping
The codes described in this section are contained in field 31 Reject Code, (and in field
17 PDN ID) if the error message was generated by the BTS server (Message type ’G’).
Error code
Description
AUS00001
AUS00002
AUS00003
AUS00004
AUS00005
AUS00006
MMS00001
Maximum order number per second reached
Maximum daily quantity reached
Maximum order quantity reached
Maximum order deviation reached
Maximum order amount reached
Maximum order daily amount reached
General error