On Tuesday, December 12, 2023, MEMX released new versions of its MEMO FIX, MEMO SBE, and FIX Drop Specifications. Version 1.12 can be found here using the “upcoming version” link. Release dates for the MEMX Development Environment (MDE) and Production to follow. Updates are listed below and in the specification Errata included in the download:
MEMO FIX v1.12
- Added LocateBroker field (tag 5700) to the following messages:
- NewOrderSingle
- ExecutionReport – Pending New
- ExecutionReport – New Order Acknowledge
- OrderCancelReplaceRequest
- ExecutionReport – Pending Replace
- ExecutionReport – Replaced
- Added the following RejectReason and CxlRejReason codes:
- MissingLocateBroker
- InvalidLocateBroker
MEMO SBE v1.12
- Added LocateBroker field (tag 5700) to the following messages:
- NewOrderSingle
- ExecutionReport – Pending New
- ExecutionReport – New Order Acknowledge
- OrderCancelReplaceRequest
- ExecutionReport – Pending Replace
- ExecutionReport – Replaced
- Additional codes added to CancelRejectReasonCode and OrderRejectReasonCode:
- MissingLocateBroker
- InvalidLocateBroker
- Added information about message encoding: That MEMO SBE allows clients with word alignment restrictions, to supply up to 7 extra bytes after the content of the SBE message.
FIX Drop v1.12
- Added OrderCapacity field (tag 528) to ExecutionReport – Trade message
- Added LocateBroker field (tag 5700) to the following messages:
- ExecutionReport – New Order Acknowledge
- ExecutionReport – Rejected Order
- ExecutionReport – Replaced
- ExecutionReport – Order Cancel Rejected
- ExecutionReport – Trade
- Added the following RejectReason and CxlRejReason codes:
- MissingLocateBroker
- InvalidLocateBroker
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