Compliance Feed Messages

Eurex Book-or-Cancel orders

You can submit a Book-or-Cancel (BOC) order for Eurex Futures, which immediately deletes the order if any
portion of the order would be filled when entered. To submit a Eurex BOC order, send a New Order Single
(D) message with the following tag values:

• Tag 207 (SecurityExchange) = Eurex (or tag 100 (ExDestination) with the appropriate MIC code)
• Tag 40 (OrdType) = 2 (Limit)
• Tag 18 (ExecInst) = 6 (Participate don’t initiate)
• Tag 59 (TimeInForce) = 0 (Day)

Canceling orders on disconnections

You can request TT FIX to cancel an order when the FIX client logs out
or the TCP connection to the TT FIX Server is lost by adding “o” to the
value of tag 18 (ExecInst), as in 18=o 2. If the
connnect is lost, the TT FIX Server makes a single attempt to cancel all
orders with 18=o that originated over that connection. Orders without
this value will remain in working state.

TT will reject orders with 18=0 when tag 59 (TimeInForce) is either 1
(GTC) or 6 (GTDate).

Note: TT cannot cancel orders when the disconnection
results from a TT FIX Server crash. In this case, FIX users must cancel
the orders manually using the Trade app or by connecting the exchange
directly.

Eurex Book-or-Cancel orders

You can submit a Book-or-Cancel (BOC) order for Eurex Futures, which
immediately deletes the order if any portion of the order would be
filled when entered. To submit a Eurex BOC order, send a New Order
Single (D) message with the following tag values:

• Tag 207 (SecurityExchange) = Eurex (or tag 100 (ExDestination) with
  the appropriate MIC code)
• Tag 40 (OrdType) = 2 (Limit)
• Tag 18 (ExecInst) = 6 (Participate don’t initiate)
• Tag 59 (TimeInForce) = 0 (Day)