EntryPoint: Error Codes. Derivatives Equities. System/Component. Version: Last modified: 11/09/2017

Transcription

1 EntryPoint: Error Codes Derivatives Equities System/Component FX : Last modified: 11/09/2017

2 Contacts Services Development Department (GDS): handles all requests for connectivity setup and general exchange supported services. o bvmfsolution@b3.com.br Certification and Testing Center (CTC): performs certification of all software solutions applying for EntryPoint connectivity. o ctc@b3.com.br Trading Support Department (GSN): provides real time connectivity monitoring and troubleshooting. o tradingsupport@b3.com.br o (option 2) B3 2

3 Index CHANGE LOG... 4 ERROR CODES... 5 B3 3

4 Change Log Date Description Author March 25 th, First version. April 4 th, July 1 st, Updated contacts information. - Added translation for error descriptions that were provided only in Portuguese. - Updated Entry Point error codes from 019xxx to 98xxxx. December 26 th, Added error codes and January 3 rd, May 10 th, August 07 th, November 29 th, Added error codes from to Updated document layout. - Added error codes from to Updated Contacts information. - Changed description of Added error codes from to Added error codes from to Added error codes , , , , , , , , , , , , and Added error codes , and Added error codes from to Updated description of error code Updated description or error September 1 st, Updated description of error code January 11 th, September 1 st, Added error codes and to Added error codes to Added error codes to Added error codes to Added error codes to Added error codes to Added error codes to Added error codes to Added error codes to Added error codes and Added error code Added error codes to Added error codes to Added error codes to Removed error codes to Removed error codes to TAT AYSF B3 4

5 Error Codes Code Error description Matching Engine i Unable to create FIX from VolatilityUpdate message i Unable to send FIX from VolatilityUpdate message Orders may not be entered while the market is closed/paused FIX field missing or incorrect Required field missing FIX field incorrect Price must be greater than zero Invalid order qualifier User not authorized to trade Required field missing 'Stop orders cannot be IOC/FAK' Required field missing 'Display Quantity orders cannot be IOC/FOK' Required field missing 'Stop orders cannot be IOC/FOK' Market price orders not supported by opposite limit Order GTD Expire Date is before the current (or next, if not currently in a session) trading session end date i Cannot modify order because order does not exist i Order not in book Disclosed Quantity cannot be greater than total or remaining quantity Order contract is unknown The Order was submitted with a different SenderCompID than the requesting Cancel The Order was submitted with a different CLOrderID than the CorrelationClOrderID of the requesting Cancel The Order was submitted with a different CLOrderID than the OriginalClOrderID of the requesting Cancel The Order was submitted with a different side than the requesting Cancel The Order was submitted with a different group (tag 55) than the requesting Cancel The Order was submitted with a different security type than the requesting Cancel The Order was submitted with a different account than the requesting Cancel The Order was submitted with a different quantity than the requesting Cancel The Order was submitted with a different TraderID than the requesting Cancel Attempt to cancel an order with a different FirmID than the original order i Attempt to cancel an order with a different SenderLocationID than the original order i Stop price maxi-mini must be greater than or equal to trigger price Stop price maxi-mini must be smaller than or equal to trigger price Sell order stop price must be below last trade price Buy order stop price must be above last trade price The modify was submitted on a different product than the original order i Attempt to modify an order with a different in-flight-fill mitigation status than first modification i Attempt to modify an order currently taking part in an RFC process Attempt to modify an order with a different SenderCompID than the original order Attempt to modify an order with a different TraderID than the original order Attempt to modify an order with a different AccountID than the original order Attempt to modify an order with a different FirmID than the original order Attempt to modify an order with a different SenderLocationID than the original order Disclosed Quantity is not allowed Account or Give Up firm required for DMA customers Disclosed Qty cannot be less than Disclosed Qty Min Acct Type(38) not valid for Tag 581 for DMA customers Give Up not valid for FX Spot contract B3 5

6 Code Error description Matching Engine Visibility Permission Not granted for Executing Trader/Entering Trader Executing Trader doesn't have access to Product Group Attempt to modify market order to some other type Order quantity is outside of the allowable range Account is mandatory for FX SPOT Order On Behalf by DMA customer is not allowed Attempt to modify an order with a different AccountType than the original order Account or Give Up firm required for equities i Order type not permitted while the market is in pre open i Order type not permitted while the market is in PCP Order price is outside limits Qty is not multiple of Round Lot Qty is greater or equal than Maximum Trade Volume Order price is outside bands Order price is outside auction bands Trade outside of short term volatility bands All Legs must have same Lot Types All Legs must have same Tick Increment All Legs must have same Step of Quotation Trade price is outside of static limits COD Not Supported for GTC/ GTD Orders Order not bookable at this time Minimum Quantity was not Filled Order Attributes Not Allowed to Trip an Auction Order type not permitted for group Instrument has an request for cross in progress Order Quantity too low CrossType ineligible for instrument RFQ for Cross is not allowed since contract is not RFQ for Cross eligible DMA CrossOrder Not allowed Cross Order Rejected due to Auction Trigger Validation Trade on Behalf Rejected Market Maker Protection in effect for user <XXXXXXXX> and group <XXXXXX> RFQ rejected, instrument/exchange not tradable RFQ rejected, instrument/exchange not known Error creating contract Business reject: Other Business reject: Unknown ID Business reject: Unknown security Business reject: Unsupported message type Business reject: Application Not Available Business reject: Required field missing Contract claims to be a spread but is missing one or more legs Fix Field Length Exceeds Max Length Special Auction Permissions: 'Order entry not allowed.' Engine did not respond to FAS request Termo message rejected : Unknown instrument Termo message rejected : Exchange (security) closed Termo rejected, instrument/exchange not tradable Termo message rejected: Limits exceeded Termo message rejected: Too late to enter Termo message rejected: Unknown Termo Quote B3 6

7 Code Error description Matching Engine Termo message rejected: Duplicate Termo Quote Termo message rejected: Invalid bid/ask spread Termo message rejected: Invalid price Termo message rejected: Not authorized to termo quote this instrument Termo message rejected: Pass Fix field incorrect Not a valid termo instrument Values don`t match with the original request Current termo request status does not allow rejection Current termo request status does not allow acceptance Wrong type of order book for Termo Wrong type of request for Termo Days to Settlement must be between 16 and Days to Settlement must be between 16 and Instrument not allowed to this market Instrument not allowed to this market Termo Price should be greater than zero Termo messages should not be entered when market is paused Termo messages should not be entered when market is pre open Termo messages should not be entered when market is PCP Termo messages should not be entered when market is no cancel Termo messages should not be entered when market is reserved Termo messages should not be entered when market is forbidden Termo messages should not be entered when market is pre close Termo messages should not be entered when market is pre open Not a valid Termo Underlying Instrument Received a null AdminOperation First trade of day for underlying termo instrument Termo messages should not be entered when market is in final closing call Invalid Cash Trade in TVR Only Buy Entry Request for TVR is accepted There is no bid and ask for underlying contract Invalid price Invalid Cash Trade in TVR Invalid Cash Trade in TVR Invalid Cash Trade in TVR Invalid Cash Trade in TVR Invalid Cash Trade in TVR Order rejected FOK order unmatchable in market Orders may not be entered while the market is closed Order contract is unknown No partial match found for this FAK order Maximum quantity depth for any one price group max may not exceed + Integer.MAX_VALUE i Contract for this order contract is past expiration date and may no longer be traded i Contract for this order has a future activation date and cannot yet be traded Invalid spread price Maximum number of working orders for this contract has been exceeded Order would overwrite existing order on book Order group does not match group of contract Order security type does not match security type of contract Order modify has different side than existing order B3 7

8 Code Error description Matching Engine Contract is not eligible for electronic matching Order contract is not GTC or GTD eligible No Trading Calendar found on or after order GTD Expire Date Tag ExpireDate (432) beyond instrument expiration Tag ExpireDate (432) beyond UDS COMBO earliest leg expiration Order cannot be modified or cancelled while the market is in no cancel Order type not permitted while the market is reserved Order session date is in the past Orders may not be entered while the market is forbidden Quote rejected: Exchange (security) is forbidden Orders may not be entered while the market is preclosed Quote rejected: Exchange (security) is preclosed Orders may not be entered while the market is open Quote rejected: Exchange (security) is forbidden RFQ rejected: Instrument / exchange is open Time in Force (59) not valid for Order Type (40) Good for auction order not allowed On close order not allowed Duplicate Client Order Id for this Session/Contract Good for auction order cancel not allowed On close order cancel not allowed Good for auction order modify not allowed On close order modify not allowed Modify of Order Participating in TOP not allowed Cancel of Order Participating in TOP not allowed Order Type/ Duration combination invalid for auction Order Type / Duration combination invalid Quantity Attribute Not Allowed On Order During Auction Order Entry was unsuccessful. Error Message: Is not possible to send orders with Validity Type 'Market on Auction' with Minimum quantity Max Floor (111) not valid for Time in Force (59) Spread orders may not be entered while the underlying leg market is in non trading state Orders may not be entered while the market is in final closing call Quote rejected: Unknown instrument Quote rejected: Exchange (security) closed Quote rejected: Quote exceeds limit Quote rejected: Too late to enter Quote rejected: Unknown Quote Quote rejected: Duplicate Quote in same message Quote rejected: Invalid bid/ask spread Quote rejected: Invalid price Quote rejected: Not authorized to quote this instrument Quote rejected, resting cancelled: Too many rejects Quote rejected: Duplicate Quote, different ID; Quote rejected, resting cancelled: Quote exceeds limit Quote rejected, resting cancelled: Duplicate Quote Quote rejected, resting cancelled: Invalid bid/ask spread Quote rejected, resting cancelled: Invalid price Quote rejected, resting cancelled: Not authorized to quote this instrument Quote rejected: Unspecified reason i Quote rejected: Exchange (security) is in pre open i Group state does not allow this function B3 8

9 Code Error description Matching Engine Quote rejected: Exchange (security) is in no cancel Quote rejected: Exchange (security) is reserved Contract not eligible for negotiated quote Technical Error: Function not performed Code Error description Options Exercise Requested exercise quantity is more than the available quantity Exercise price not allowed No positions blocked Quantity doesn't match with the original request [Quantity on original request: <quantity on original request>] Exercise must be on maturity date Function not available this time Blocking quantity more than Trade does not belong to the specified firm Firm Id: <XXX> Blocking qty more than available quantity There aren't positions available to exercise Total qty must be the sum of all AllocQty Trade already cancelled or does not exist Trade Id: <XXX> Available quantity to block is zero Invalid Operation for contract type Function closed or suspended Threshold Percentage must be between 0 and Exercise price outside required moneyness Invalid exercise request Id [PosReqId <request id> does not exist] Threshold must be informed in tag ThresholdPercent for automatic exercise requests Threshold must be informed in tag ThresholdAmount for manual exercises Invalid blocking Id to unblock Invalid quantity to unblock On Behalf Operation not allowed during CCR recovery Problem parsing incoming message Exercise quantity should be greater than zero Code Error description Pre-Trade Risk System recovering or starting up Unknown Market Participant Accepted (k1,k2)[<k1>,<k2>] Unknown Market Participant (k1,k2)[<k1>,<k2>] Unknown Instrument (symbol, sec_id, sec_exchange, sec_id_source) [symbol, sec_id, sec_exchange, sec_id_source] Invalid Quantity [<k1>] <= Market Participant is blocked (k1,k2)[<k1>,<k2>] Instrument is blocked (symbol, sec_id, sec_exchange, sec_id_source) [symbol, sec_id, sec_exchange, sec_id_source] Limit is blocked (k1,k2,instrid)[<k1>,<k2>, instrid] Contract [<k1>] is blocked for market participant [<k2>] Duplicate Order (clordid)[clordid] No limits configured for instrument (symbol,sec_id,sec_exchange,sec_id_source)[<k1>,<k2>,<k3>,<k4>] Instrument [<k1>] is blocked for market participant [<k2>] Equivalent instrument [<k1>] is blocked for market participant [<k2>/<k3>] Order quantity [<k1>] > TCI (Max Bid Quantity) [<k2>] for Instrument [<k2>] Order quantity [<k1>] > TVI (Max Offer Quantity) [<k2>] for Instrument [<k3>] Exposed short quantity [<k1>] exceeds limit [<k2>] for Instrument [<k3>] B3 9

10 Code Error description Pre-Trade Risk Exposed long quantity [<k1>] exceeds limit [<k2>] for Instrument [<k3>] Short position [<k1>] exceeds limit [<k2>] for Instrument [<k3>] Long position [<k1>] exceeds limit [<k2>] for Instrument [<k3>] Short position [<k1>] exceeds limit [<k2>] for Equivalent Instrument [<k1>] / [<k2>] Long position [<k1>] exceeds limit [<k2>] for Equivalent Instrument [<k1>] / [<k2>] OMS: Pending modification not found (OrderID)[<k1>] OMS: Order not found (OrderID)[<k1>] OMS: Duplicate Modification (OrderID)[<k1>] No limits configured for instrument (instrumentid)[<k1>] No limits configured for equivalent instrument [<k1>] MegaLiNe: IFM Not Allowed Financial short quantity [<k1>]. k [<k2>] exceeds limit [<k3>] for Instrument [<k4>] Financial long quantity [<k1>]. k [<k2>] exceeds limit [<k3>] for Instrument [<k4>] Financial short position [<k1>]. k [<k2>] exceeds limit [<k3>] for Instrument [<k4>] Financial long position [<k1>]. k [<k2>] exceeds limit [<k3>] for Instrument [<k4>] Financial Order quantity [<k1>]. k [<k2>] > TCI (Max Bid Quantity) [<k3>] for Instrument [<k4>] Financial Order quantity [<k1>]. k [<k2>] > TVI (Max Offer Quantity) [<k3>] for Instrument [<k4>] Code Error description Pre-Trade Risk (New ) [MKTA] Document: Buy/Sell symbol's market not configured [MKTA] Document: Buy not allowed for symbol's market [MKTA] Document: Sell not allowed for symbol's market [TMOX] Document: Max Bid/Offer quantity not configured [TMOC] Document: Max Bid quantity exceeded for single order [TMOV] Document: Max Offer quantity exceeded for single order [SPCI] Document: Order quantity exceeded Max Bid Potential Balance [SPVI] Document: Order quantity exceeded Max Offer Potential Balance [SDP] Document: Order exceeded Max Financial Potential Balance Due [STD] Document: Order quantity exceeded Max Operations Forward Balance [RMKT] Document: Order quantity exceeded Max Market Risk [IRMKT] Document: Order quantity exceeded Max Incremental Market Risk [SPI] Document: Order quantity exceeded Previous Potential Balance [MKTA] Entering trader: Buy/Sell symbol's market not configured [MKTA] Entering trader: Buy not allowed for symbol's market [MKTA] Entering trader: Sell not allowed for symbol's market [TMOX] Entering trader: Max Bid/Offer quantity not configured [TMOC] Entering trader: Max Bid quantity exceeded for single order [TMOV] Entering trader: Max Offer quantity exceeded for single order [SPCI] Entering trader: Order quantity exceeded Max Bid Potential Balance [SPVI] Entering trader: Order quantity exceeded Max Offer Potential Balance [SDP] Entering trader: Order exceeded Max Financial Potential Balance Due [OMS] Unexpected internal error [OMS] Invalid session or symbol [OMS] ClOrdID cannot be empty [OMS] ClOrdID is duplicated [OMS] ClOrdID not found [OMS] OrigClOrdID cannot be empty [OMS] CrossID cannot be empty [OMS] ClOrdID is duplicated within Cross Order [OMS] Cross Order modification is not allowed [OMS] OrderID not found [OMS] OrderID cannot be empty B3 10

11 Code Error description Pre-Trade Risk (New ) [OMS] QuoteReqID cannot be empty [OMS] QuoteReqID is duplicated [OMS] QuoteReqID not found [OMS] QuoteID cannot be empty [OMS] In-Flight modification is not allowed [OMS] Side modification is not allowed [OMS] Entering firm modification is not allowed [OMS] Account modification on DMA order is not allowed [OMS] Account information missing on non-dma order [OMS] Entering trader modification on non-dma order is not allowed [OMS] Received Execution Report Rejection for an active order Code Error description - Pre-Trade Risk Carrying (New ) Broker negotiation blocked Broker not available Broker's capture account not found Broker's segment negotiation blocked Broker segment not available Broker's segment protected mode under activation Account negotiation blocked Account not available Account's protected mode under activation Account mandatory on DMA orders Transient Account is hierarchically blocked on protected mode Document negotiation blocked Document not available Document's protected mode under activation Executor document cannot use default broker profile Entering Trader negotiation blocked Entering Trader not available Entering Trader blocked by SFD overflow Non DMA orders must provide account while in broker's protected mode Entering Trader not authorized to trade accountless orders Entering Trader cannot trade on behalf of other firm's account Symbol not available Symbol internal data corrupted FIX Message Type does not support operations on such symbol Symbol's underlying not found for risk aggregation Symbol's risk unit matrix not available Symbol's reference price missing, market orders not allowed Spread's leg not available Spread's leg internal data corrupted Unexpected internal error during risk evaluation [MKTA] Account: Buy not allowed for symbol's market [MKTA] Account: Sell not allowed for symbol's market [TMOC] Account: Max Bid quantity exceeded for single order [TMOV] Account: Max Offer quantity exceeded for single order [SPCI] Account: Order quantity exceeded Max Bid Potential Balance [SPVI] Account: Order quantity exceeded Max Offer Potential Balance [SDP] Account: Order exceeded Max Financial Potential Balance Due [RMKT] Account: Order quantity exceeded Max Market Risk [IRMKT] Account: Order quantity exceeded Max Incremental Market Risk B3 11

12 Code Error description - Pre-Trade Risk Carrying (New ) [SPI] Account: Order quantity exceeded Previous Potential Balance Code Error description Gateway FIX field missing or incorrect Days to Settlement must be between 16 and Termo Price should be greater than zero Order Rejected Technical Error: Function not performed System recovering or starting up Unknown Instrument (for routing) Invalid Quantity Duplicate Order Missing Account Field Unknown Account Unknown FirmID (for routing) Fixed Rate value must be between 0 and Duplicate FirmID Duplicate Sender Location Duplicate Entering Trader Firm or Account or Trader is missing in non-dma order Firm or Account is missing in DMA order Same Participants on both sides or invalid sides BUY side and SELL side having different FirmIDs BUY side and SELL side trading different assets Invalid Price System Overloaded System Error 1 In some cases, the same error code is used to represent different error scenarios. The client application must be prepared to handle these situations. B3 12