The Guidelines for central limit order book cover the following scenarios:
a) Sub-section 6.14.1: New/Cancellation/Modification of Orders
b) Sub-section 6.14.2: Additional Limit Price
c) Sub-section 6.14.3: Classification of an Iceberg Limit Order
d) Sub-section 6.14.4: Peg (or Pegged) Orders
e) Sub-section 6.14.5: Classification of a Stop Order
f) Sub-section 6.14.6: Routed Orders
g) Sub-section 6.14.7: Classification of Strategy Orders
h) Sub-section 6.14.8: Priority Changing
i) Sub-section 6.14.9: Trading phases
6.13.1 New/Cancellation/Modification of Orders (Field 21)
6.13.1.1 Receipt of new order
Even if the order is executed upon its entry in the order book, the first event to be reported is "New Order".
Example 126
Investment Firm X submits a limit buy order for execution (purchase of 1000 shares of the financial instrument at EUR 80.00) to Trading Venue M on 16 January 2018. Information is received by the matching engine of Trading Venue M at 08:05:32.278932(UTC).
