Appendix E – Additional / Market-Specific Reason Codes#

Code

Description

A1

Reg SHO restriction

A2

Price band violation

A3

LULD (Limit Up / Limit Down) condition

A4

Market access risk control breach

A5

Internal system action

A6

Order not allowed in current market state

A7

Opening imbalance restrictions

A8

Closing imbalance restrictions

A9

Auction / cross-specific limitation

A10

Other market-specific restriction