How does the exchange handle trade reversals?
Trade Reversals are done by the market supervision. A negative quantity will be entered by the market supervision. I would suggest to contact the Eurex Clearing Helpdesk regarding how the exchange handle this. The tel.no. is +49-(0) 69-2 11-1 12 50. From the values point a negative fee can be seen in the subscribe trade confirmation stream. Trade Reversals are assigned a new transaction id (trnIdNo) and have negative fees (trnFeeAmnt). In addition, the buyCod is the opposite of the actual trade, i.e. a buy trade that’s reversed is a sell in the trade reversal transaction.
