On February 16, 2022, MEMX has released new versions of its MEMO FIX and MEMO SBE specifications. The new 1.8 versions can be downloaded here using the “Upcoming version” link. This specification update includes a new Cancel Reason and new Reject Reasons as listed below. Note: the MEMX MDE test environment already has this update and the production environment will include this update starting Tuesday February 22, 2022.
MEMO FIX Version 1.8
- Cancel Reason – InvalidClOrdid (value=21)
- Cancel Reject Reason – InvalidClOrdid (value=130)
MEMO SBE Version 1.8
- Order Reject Reason – InvalidClOrdid (value=90)
- Cancel Reject Reason – InvalidClOrdid (value=34)
- Mass Cancel Reject Reason :
- InvalidClOrdid (value=9)
- InvalidLowerPrice (value=10)
- InvalidHigherPrice (value=11)
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