Update of MFIX Trade and FIFO MFIX Trade services

We would like to introduce new versions of MFIX Trade and FIFO MFIX Trade services.

Key changes:

FIFO MFIX TRADE 1.2

New, optional field FIFOViolationReason (Tag = 5800, Type: int) is added to the Execution Report (35=8) (New, Cancelled, CancelReplace), Order Cancel Reject (35=9) and Order Mass Cancel Report (35=r) messages to indicate that incoming message was processed out of FIFO queue and delayed: 

• 5800 =0 has a meaning that message was processed out of FIFO queue for other reason; 
• 5800=1 has a meaning that incoming message was delayed due to waiting for Trading System reply to the previous message of this FIX session; 

Absence of tag 5800 indicates that incoming message was processed in FIFO queue.

FIFO MFIX TRADE 1.2 and MFIX TRADE 4.7 changes

Only the first received message of multiple messages with identical OrderNo (37) values will be processed and delivered to Matching Engine by a given gateway. Later messages will be rejected via Order Cancel Reject messages at the FIX gateway entry as duplicates. Applies to Order Cancel and Order CancelReplace requests. This limitation is aimed to reduce system load at trading spikes.

New field OrdCancelReason (9947) is added to Execution Report message to transfer reason code of order cancellation as it is Trading System.

Production launch date is scheduled for December 14, 2020. 
UAT environment available for testing. You may find updated service specification on FTP