EntryPoint: Error Codes. Derivatives Equities. System/Component. FX BEI (Equities)

Transcription

1 EntryPoint: Error Codes Derivatives Equities System/Component FX BEI (Equities) Version: Last modified: 09/01/2014

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

3 Index CHANGE LOG... 4 ERROR CODES... 5 BM&FBOVESPA 3

4 Change Log Date Version 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 EP January 3 rd, Added error codes from to EP May 10 th, August 07 th, November 29 th, 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 EP TAT EP EP EP EP EP EP BM&FBOVESPA 4

5 Error Codes Code Error description 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 BM&FBOVESPA 5

6 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 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 BM&FBOVESPA 6

7 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 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 90 BM&FBOVESPA 7

8 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 Contract is not eligible for electronic matching BM&FBOVESPA 8

9 Code Error description 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 BM&FBOVESPA 9

10 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 Quote rejected: Exchange (security) is in no cancel Quote rejected: Exchange (security) is reserved Contract not eligible for negotiated quote Requested exercise quantity is more than the available quantity Exercise price not allowed No positions blocked 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 Exercise price outside required moneyness Invalid blocking Id to unblock Invalid quantity to unblock On Behalf Operation not allowed during CCR recovery Problem parsing incoming message Technical Error: Function not performed 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, BM&FBOVESPA 10

11 Code Error description 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>] 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>] Missing PartyRole 26 - Correspondent Broker Missing PartyRole 36 - Entering Trader Missing Account Field Unknown Account ii TCS INDISPONIVEL (TCS unavailable) ii FUNCAO INTERDITADA (Function forbidden) ii REFERENCIA PERDIDA TCS (Lost TCS reference) ii DECLARACAO INEXISTENTE (Unknown declaration) BM&FBOVESPA 11

12 ii FUNCAO INCORRETA (Incorrect function) ii DECLARACAO INTERDITADA (Declaration forbidden) ii DECLARACAO INEXISTENTE NO DIA (Unknown declaration) ii DECLARACAO JA ANULADA (Declaration already canceled) ii DECLARACAO JA REJEITADA (Declaration already rejected) ii DECLARACAO JA ANULADA (Declaration already canceled) ii DECLARACAO JA REJEITADA (Declaration already rejected) MARKET IN SURVEILLANCE INTERVENTION : REQUEST REJECTED ii CODIGO INVALIDO (Invalid code) ii CODIGO INTERDITADO (Code forbidden) ii MODO DE COTACAO INVALIDO (Invalid quotation mode) ii VALOR INDEFINIDO (Undefined value) ii CODIGO INVALIDO (Invalid code) ii CODIGO RESERVADO OU SUSPENSO (Code is reserved or suspense) ii CODIGO INVALIDO (Invalid code) ii CODIGO VWAP PROIBIDO (Forbidden VWAP code) ii CODIGO NÃO É UM FUNDO (Code is not a fund) ii SENTIDO INVALIDO (Invalid direction) ii SENTIDO NAO AUTORIZADO (Direction not allowed) ii OPERACAO DEVE SER DIRETA ii DECLARANTE COMPRADOR INVALIDO (Invalid buyer initiator) ii DECLARANTE COMPRADOR INTERDITADO (Forbidden buyer initiator) ii DECLARANTE INVALIDO (Invalid initiator) ii DECLARANTE VENDEDOR INVALIDO (Invalid seller initiator) ii DECLARANTE VENDEDOR INTERDITADO (Forbidden seller initiator) ii DECLARANTE DESCONHECIDO (Unknown initiator) ii DECLARANTE AUSENTE (Missing initiator) ii DECLARANTE INVALIDO (Invalid initiator) ii DECLARANTE NAO VALIDO (Invalid initiator) ii VENDEDOR AUSENTE (Seller is missing) ii COMPRADOR AUSENTE (Buyer is missing) ii SEM CONEXAO DECLARANTE/GRUPO ii DECLARANTE PROIBIDO NESTE GRUPO ii CONTRAPARTE INVALIDA (Invalid counterparty) ii CONTRAPARTE PROIBIDA (Forbidden counterparty) ii CONTRAPARTE DESCONHECIDA (Unknown counterparty) ii CONTRAPARTE COMPRADORA DIFERENTE (Illegal buying counterparty) ii CONTRAPARTE VENDEDORA DIFERENTE (Illegal selling counterparty) ii COMPRADOR E VENDEDOR DEVEM SER IGUAIS (Buyer and Seller must be equal) BM&FBOVESPA 12

13 ii COMPRADOR E VENDEDOR DEVEM SER DIFERENTES (Buyer and Seller must be different) ii CONTRAPARTE PROIBIDA NESTE GRUPO (Counterparty forbidden for this group) ii COMPRADOR INVALIDO (Invalid buyer) ii SEM CONEXAO DECLARANTE COMPRADOR ii COMPRADOR PROIBIDO (Forbidden buyer) ii VENDEDOR INVALIDO (Invalid seller) ii SEM CONEXAO DECLARANTE VENDEDOR ii VENDEDOR PROIBIDO (Forbidden seller) ii CLIENTE INVALIDO (Invalid customer) ii CLEARING MODO INVALIDO (invalid Clearing mode) ii LIQUIDACAO INVALIDA (Invalid settlement) ii TIPO DE OPERACAO SEM LIQUIDACAO (Operation type without settlement) ii LIQUIDACAO INVALIDA (Invalid settlement) ii LIQUIDACAO NAO E NUMERICA (Settlement must be numeric) ii TIPO DE OPERACAO INVALIDA PARA TIPO DE MERCADO (Operation type invalid for the market) ii VALOR INCORRETO PARA TIPO DE OPERACAO ii TIPO DE OPERACAO PROIBIDA (Forbidden operation type) ii TIPO DE OPERACAO INVALIDA (Invalid operation type) ii TIPO DE OPERACAO PROIBIDA (Forbidden operation type) ii CODIGO INVALIDO PARA TIPO DE MERCADO VWAP ii TIPO DE OPERAÇÃO INVALIDO PARA CODIGO VWAP ii PRECO VWAP IGUAL A ZERO ii OPERAÇÃO INVALIDA PARA ESTADO DO INSTRUMENTO ii VOLUME < MINIMO ii VOLUME < PERCENTUAL DO CAPITAL ii VOLUME < QUANTIDADE MINIMA ii VOLUME < PERCENTUAL DO CAPITAL E QUANTIDADE ii VOLUME < LIMITE DE CAPITAL ii QUANTIDADE INVALIDA ii INVALID QUANTITY FOR THE LOT SIZE ii THE LOT SIZE EQUAL ZERO ii PRECO NAO NUMERICO ii PRECO DIFERENTE DE ZERO ii SEM VENDEDOR NO VISTA ii SEM COMPRADOR NO VISTA ii PRECO FORA DO SPREAD ii PRECO INVALIDO ii PRECO > MAXIMO AUTORIZADO ii IGUAL A ZERO BM&FBOVESPA 13

14 ii PRECO VWAP INVALIDO - PREÇO DE REFERÊNCIA PARA ESTE PERÍODO É ii PRECO INVALIDO ii GRUPO PROIBIDO ii MERCADO FINANCEIRO AUSENTE ii MODO DE COTACAO AUSENTE ii NENHUM NEGÓCIO NO VISTA ii MERCADO FINANCEIRO INVALIDO ii MERCADO FINANCEIRO PROIBIDO ii MERCADO FINANCEIRO ENCERRADO ii TAXA NAO NUMERICA ii TIPO DE CONTRATO INVALIDO ii TAXA INVALIDA ii TAXA INVALIDA ii TAXA PROIBIDA PARA DIRETO ii TIPO DE CONTRATO INCORRETO ii FORMATO INVALIDO ii FUNCAO INVALIDA PARA STATUS DA DECLARACAO ii FUNCAO INVALIDA PARA STATUS DO NEGOCIO ii FORMATO DE DECLARACAO INVALIDO ii TECLA INVALIDA ii COMENTARIO INCOMPLETO ii TIPO DE CONTA INCORRETO ii TIPO DE CONTA INCORRETO ii NUMERO DE CLIENTE INVALIDO ii OPERADOR NÃO PREENCHIDO ii PERIODO INICIAL VWAP INVALIDO ii PERIODO FINAL VWAP INVALIDO ii PERIODO INVALIDO PARA VWAP (INICIAL>FINAL) ii PERIODO VWAP INFERIOR AO MINIMO PERMITIDO ii ATRASO DA GRAVAÇÃO INCORRETA ii FORMATO DE TEMPO INVALIDO ii PERIODO PROIBIDO PARA ESTE TIPO DE OPERACAO ii NO LTP ON THE CENTRAL MARKET ii NO ROW IN TABLE TPRICE_CHECK_PERCENT FOR PRICE CHECKING ii CONTRAPARTE DESCONHECIDA ii CONTRAPARTE PROIBIDA ii CONTRAPARTE PROIBIDA NESTE GRUPO ii SENTIDO INICIAL INVALIDO ii HORA SUPERIOR AO FIXING BM&FBOVESPA 14

15 ii SEM CONEXAO ENTRE O DECLARANTE E O FUNDO ii CONTRAPARTE NÃO E UM FUNDO ii DECLARANTE INVALIDO ii QUANTIDADE INVALIDA ii QUANTIDADE INVALIDA ii FUNCAO INVALIDA ii CONTRAPARTE INVALIDA ii PASSAGEM INVALIDA ii ERRO DESCONHECIDO ii ERRO DE SQL NA TABELA DE DECLARANTES - TINTER ii ERRO DE SQL NA TABELA DE INSTRUMENTOS - TVAL ii ERRO DE SQL NA TABELA DE GRUPOS - TGRC ii ERRO DE SQL NOS PARTICIPANTES POR GRUPOS - TINGR ii ERRO DE SQL NA CONEXAO DOS PARTICIPANTES - TINCL ii ERRO DE SQL NA CONEXAO DOS PARTICIPANTES - TINGI ii ERRO DE SQL FETCH CURSOR ii ERRO DE SQL FECHAMENTO CURSOR ii ERRO DE ABERTURA DE SQL ii ERRO DE SQL NA TABELA - TSEANCE ii ERRO DE SQL NA TABELA - TPUB ii ERRO DE SQL NA TABELA DOMAIN: TDOMAIN ii ERRO DE SQL NA TABELA CALCULO: TCALCULO ii ERRO DE SQL NA TABELA DE CONTROLE: TCONTROLE ii ERRO DE SQL NA TABELA DE HORA: THORAIRE ii ERRO DE SQL NA TABELA NATURE: TNATURE ii ERRO DE SQL NA TABELA DE MENSAGENS: TMSGEXT ii ERRO DE SQL NA TABELA DE ERRO: TREJET ii ERRO DE SQL NA TABELA DE MENSAGENS: TALERT ii ERRO DE SQL NA TABELA DE ERRO: TCOURSHIST ii ERRO DE SQL NA TABELA DE MENSAGENS: TPROFIL ii PARTICIPANTE AUSENTE NA TABELA - TINTER ii PARTICIPANTE INVALIDO NA TABELA - TINTER ii INSTRUMENTO AUSENTE NA TABELA - TVAL ii GRUPO AUSENTE NA TABELA - TGRC ii CODIGO PARTICIPANTE AUSENTE NA TABELA - TINTER ii PARTICIPANTE AUSENTE NA TABELA - TINGR ii SEM CONEXAO NA TABELA - TINCL ii SEM CONEXAO NA TABELA - TINGI ii COLUNA DESCONHECIDA NA TABELA - TSEANCE BM&FBOVESPA 15

16 ii COLUNA DESCONHECIDA NA TABELA - TPUB ii COLUNA DESCONHECIDA NA TABELA - TDOMAINE ii COLUNA DESCONHECIDA NA TABELA - TDEVISE ii COLUNA DESCONHECIDA NA TABELA - TCALCUL ii COLUNA DESCONHECIDA NA TABELA - TCONTROLE ii COLUNA DESCONHECIDA NA TABELA - THORAIRE ii COLUNA DESCONHECIDA NA TABELA - TNATURE ii COLUNA DESCONHECIDA NA TABELA - TREJET ii COLUNA DESCONHECIDA NA TABELA - TMSGEXT ii COLUNA DESCONHECIDA NA TABELA - TALERT ii COLUNA DESCONHECIDA NA TABELA - TCOURSHIST ii COLUNA DESCONHECIDA NA TABELA - TPROFIL ii FUNCAO PROIBIDA PELO STATUS DO INSTRUMENTO ii FUNCAO PROIBIDA PELO STATUS DO GRUPO ii PARTICIPANTE JA EXISTE ii BOC CODE JA EXISTE ii PARTICIPANTE JA DEFINIDO ii CONEXAO JA EXISTENTE ii CONEXAO JA EXISTENTE ii FUNCAO PROIBIDA PELO STATUS DO PARTICIPANTE ii CONEXAO JA EXISTENTE ii CONEXAO JA EXISTENTE ii CONEXAO JA EXISTENTE ii CONEXAO JA EXISTENTE ii NEGOCIO(S) EXISTENTE(S) PARA ESTE MEMBRO ii INDICADOR INVALIDO ii TIPO DE PARTICIPANTE DESCONHECIDO ii PARTICIPANTE INTERDITADO PARA ESTA FUNCAO ii CODIGO DE SLE AUSENTE NA MENSAGEM ii CODIGO DE SLE AUSENTE NA MENSAGEM ii INDICADOR DE PARTICIPANTE ZERADO ii CODIGO DE SLE AUSENTE ii CODIGO DE INSTRUMENTO AUSENTE NA MENSAGEM ii CODIGO DE GRUPO AUSENTE NA MENSAGEM ii ACESSO DEFAULT DIFERENTE ii ERRO DE SQL NA TABELA TINTERFUND ii ERRO DE SQL NA TABELA DE ERRO: T_RFVAL5J ii ERRO DE SQL NA TABELA DE ERRO: T_MARK_SEG ii ERRO DE SQL NA TABELA TPRICE_CHECK_PERCENT BM&FBOVESPA 16

17 ii SQL ERROR ON EXT. MESSAGE TABLE : T_MESSAGE_NSC ii COLUNA DESCONHECIDA NA TABELA - TINTERFUND ii COLUNA DESCONHECIDA NA TABELA - T_RFVAL5J ii COLUNA DESCONHECIDA NA TABELA - T_MARK_SEG ii COLUNA DESCONHECIDA NA TABELA - TPRICE_CHECK_PERCENT NO ROW IN TABLE : T_MESSAGE_NSC Duplicated order identification Unknown order Account cannot be modified OrderQty must be greater than CumQty Quantity cannot be zero Account is missing Operation in progress: cannot modify/cancel Account not found Broker not found Unknown Account and/or Broker Invalid Account Invalid Account Invalid Broker code HUB connection failure At The Opening validity is forbidden in trading port Entering Trader not found GTD orders must contain ExpireDate Entering Firm not found SessionID (Trading Port) not found Buy and Sell Traders must be the same Buy and Sell Brokers must be the same Buy and Sell Trading Ports must be the same Buy and Sell Quantities must be the same Cross orders are allowed only on Sender Location as BMVF or AUTO At The Opening validity available only for Market With Leftover As Limit orders No route found for incoming message Sender Location not found Entering Trader value must be between 70 and 299 (EntryPoint) ClOrdID from sell and buy sides can't be equal Buy and Sell Sender Location must be the same Invalid SecurityExchange - accepted only BVMF Invalid SecurityRequestType Invalid Sender Location BM&FBOVESPA 17

18 Code Error description Unknown Quote QuoteID/QuoteReqID not found Invalid PositionQty Contra Firm not found This session is not allowed to perform the requested operation This Order Validity can only be associated with Market Orders Order Validity At the Close not allowed Trying to set the field: <NAME> with value: <VALUE> which is narrower in length than the field declaration: <LENGTH>. The data type: <DATA_TYPE> cannot be padded Trying to set the field: <NAME> with value: <VALUE> which is wider in length than the field declaration: <LENGTH> Message <MESSAGE_NAME> was not found in the data dictionary Incorrect MMTP timestamp format Decimal locator is wider than 1 char: <DECIMAL_LOCATOR> Invalid decimal locator: <DECIMAL_LOCATOR> Price Vs. Decimal Locator count mismatch The function code position has an invalid value: <VALUE>. It should be greater or equal to 1, and smaller than the message length Cannot create unknown message: <MESSAGE_NAME> Mapping not found for value: <VALUE> Mapping not found for value: <VALUE> Unsupported target <NAME> Error in alternate-source-format: <EXCEPTION> Error in source-format: <EXCEPTION> Index <POSITION> is larger than the current field width Length <LENGTH> is larger than the current field width Input price invalid: <VALUE> The price overflows the maximum MMTP price width (9) <VALUE> Invalid Session name, it should end with valid numeric content (EntryPoint) This FIX session is not a valid Desk session (EntryPoint) Fixed Rate value must be between 0 and ii Número de Cliente Inválido (Invalid account number) This instrument doesn t exist Unknown function Forbidden function for broker type Group state doesn t allow this function Instrument state doesn t allow this function Quantities must be numeric Price format is not valid A mandatory area is not or bad filled BM&FBOVESPA 18

19 Invalid Hour area format Group not authorized for this broker Mandatory field is not filled Field is bad filled Unknown group of instrument Tick expression format is invalid This instrument doesn t allow this function Instrument must belong to BOO group Only one broker authorized on buy side for BOO group Broker not authorized to enter an order on this side of BOO Group The Group is already a BOO Group The Group is already a non-boo Group Min Price is Mandatory Tick Limit Modification is invalid BOO group action code is bad filled The Group must not contain instruments Valuation indicator group must be 0 or Valuation indicator unchanged SLE code already exists in Database Field ORDER DISCLOSED QUANTITY is bad filled Field MEMBER ID is bad filled Field TECHNICAL ORIGIN is bad filled Field ORDER CONFIRMATION FLAG is bad filled Field PREOPENING ORDER FLAG is bad filled Field ORIGINAL TRIGGER PRICE is bad filled Field ORDER VALIDITY DURATION is bad filled Field TYPE OF CLEARING ACCOUNT is bad filled Field CLIENT ACCOUNT NUMBER is bad filled Field CLIENT ACCOUNT NUMBER must be filled for CLIENT orders Field TRADE ORDER NUMBER is bad filled Field ORIGINAL ORDER DATE is bad filled Field BRANCH CODE is bad filled Field BANK CODE is different from MEMBER ID Field TYPE OF CLEARING ACCOUNT (2nd ag) is bad filled Field CLIENT ACCOUNT NUMBER (2nd ag) is bad filled Field CLIENT ACCOUNT NUMBER (2nd ag) must be filled for CLIENT orders Field TRADE ORDER NUMBER (2nd ag) is bad filled Field ORIGINAL ORDER DATE (2nd ag) is bad filled Field BRANCH CODE (2nd ag) is bad filled BM&FBOVESPA 19

20 Field BANK CODE (2nd ag) is different from MEMBER ID ACCOUNT is not active ACCOUNT (2nd ag) is not active Field CLIENT ACCOUNT NUMBER is bad filled Either BANK CODE or BRANCH CODE is filled with blank Price is invalid according to quotation range Reference Price is invalid according to quotation range One threshold is invalid according to quotation range Field <ID of clearing system member> (1st ag) is bad filled Filler (1st ag) contains binary data Field <Free Text> (1st ag) contains binary data Field <Posting action for an order> (1st ag) is bad filled Field <Clearing of operation mode> (1st ag) is bad filled Field <ID of clearing system member> (2nd ag) is bad filled Filler (2nd ag) contains binary data Field <Free Text> (2nd ag) contains binary data Field <Posting action for an order> (2nd ag) is bad filled Field <Clearing of operation mode> (2nd ag) is bad filled Field <short sell indicator> is bad filled Insufficient balance for designated instrument Nationality group cannot own more than n% Investor category cannot own more than n% Trader cannot trade more than a certain amount Investor suspended Investor status invalid it must be filled with Investor/Broker does not hold enough qty to sell order Investor suspended in bid side Investor suspended in ask side Order origin does not match the account origin Investor not found in link investor / account Unknown Investor in credit check data base Unknown broker indicators in credit check data base No broker/account found in credit check data base (tccpositions) Short sell qty to decrement is greater than total qty owned Ownership qty to decrement is greater than total qty owned No %Ownership for this instrument This instrument does not exist in stock check control No Short-selling positions for this instrument Credit Limit Cap exceeded BM&FBOVESPA 20