www.amex.com/amextrader
This notice is to inform Members and Member organizations of upcoming data changes to the AEMI Merged Order Logs (AMOL). AMOLs contain data for T+1
New Execution Qualifier Value in AMOL:
There will be a new Execution Qualifier field value in AMOL resulting from an impact to an AEMI FIX change effective March 10, 2008. for the Exchange Amex Only Orders that are submitted from off-floor via the Financial Information eXchange (FIX) protocol for all equity and ETF products.
A new Execution Qualifier with a value of 6 will be added to reflect the change.
| Business Name | Description and/or Valid Values | Format | Start Position |
| Execution Qualifier |
0 = None |
Number {1} | 369 |
What is an Amex Only Order?
An Amex Only Order (AOO) is a round-lot or partial round-lot limit or market order to buy or sell that is posted or executed, in whole or in part, only at the Amex. In the event that any portion of an AOO would be required, under Regulation NMS, to route to another market to avoid a trade-through or a locked or crossed market, then that portion of the AOO will automatically be cancelled by Amex systems. In addition, in the event that Auto-Ex is disabled during the regular trading session, all AOOs submitted to or resting on the AEMI book will be cancelled.
The AOO provides the market participant with control over routing decisions for the order. By using this order type, the market participant is certain of either trading immediately against the contra side of the Amex market, posting all or part of the order on the AEMI order book, or the order being cancelled.
FIX specifications and change details:
Please refer to AmexTrader.com > Systems Information > Fix http://www.amex.com/amextrader/sysInfo/FIX/sysInfo_FIX_specifications.jsp.
The AMOL report distribution with AOO changes will be available to Members and Member organizations on August 25, 2008, effective trade date August 22, 2008 (20080822).
Format Change for Branch Sequence Field in AMOL
FROM:
| Business Name | Description and/or Valid Values | Format | Start Position |
| Branch Sequence Number | Sequence number assigned to the Branch Code by the Firm (Format: NNNNNN, right aligned and left padded with zeroes | Number {5} | 97 |
TO:
| Business Name | Description and/or Valid Values | Format | Start Position |
| Branch Sequence Number | Sequence number assigned to the Branch Code by the Firm (Format: NNNNNN, right aligned and left padded with zeroes | Varchar2 {5} | 97 |
This is to reflect incoming data format change from the data source. The report distribution with changes will be available to Members and Member organizations by September 2008.
Please make coding changes to your batch processes where impacted by the above updates.
Contacts
Support Category
AEMI Post Trade Report - Category Contact Test file request, testing and change questions Janette Lachica Transaction Services and inquiries on FIX documents Robert Malvino and Jason Rodner Report data questions and issues Amex Help Desk Report transmission issues (i.e. failed transmission, delays, etc.) Amex Help Desk (day);
Amex Operations (evening)Other reporting questions and issues Amex Help Desk
Contact Phone Janette Lachica 212.306.1377 janette.lachica@amex.com Robert Malvino - Transaction Services 212.306.1606 robert.malvino@amex.com Jason Rodner - Transaction Services 212.306.1957 jason.rodner@amex.com Amex Help Desk 212.306.1110 aemi-preproduction-support@amex.com Amex Operations 212.306.1100 operations@amex.com or DL - [Amex] Operations Desktop Support N/A general@ticket.amex.com or General Ticket (Tech Support) Directory Information 212.306.1000 N/A