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UBS MTF would like to announce an update to their current FIX Rules of Engagement.
UBS MTF is implementing support for FIX Field 15 (Currency) on New Order–Single and Order Cancel/Replace messages. This field is optional and this change will not impact Participants who choose not to use this field.
When populated by a Member, UBS MTF will validate the Currency code received against their published reference data for the instrument, and will return the value on corresponding Execution Reports, including New, Partial Fill, Fill, and Cancelled, Replaced, and Rejected types. This will be provided on both Order Entry and Drop Copy sessions. Major/Minor conversion is not performed and the Currency symbol used by UBS MTF for instruments traded in Pence Sterling is GBX.
This change is available now in the UBS MTF Test environment, and UBS MTF requests that Members who intend to send this additional tag certify this with their Deployment and Test team, prior to enablement for their production order entry and drop copy sessions. This will be available in production starting Wednesday, 20th April, and will be rolled out to all production FIX sessions by 30 June 2016, but is not mandatory.
Please contact UBS MTF's Deployment and Test team at dl-dat-uk@ubs.com to arrange certification and production enablement.
Click here to download the updated FIX Rules of Engagement.
