CHX Direct Access Server (DAS) Link Specification 5.6.17 SNAPsm AOO – Sell Midpoint Peg – No Limit Tag Field Name Value 54 Side 2 (Sell) 38 OrderQty 10000 55 Symbol IBM 40 OrdType P (Peg) 59 TimeInForce If specified, 0 = Day is only allowable value. 18 ExecInst M (Midpoint Peg) 7400 CHXOrdType 9 (SNAPsm Auction Only Order) If the NBBO used to price the SNAPsm auction is: 79.96 – 79.98, this order will be priced at 79.97 79.96 – 79.97, this order will be priced at 79.965 80.00 – 80.01, this order will be priced at 80.005 Print Date: 12/10/15 8:37 AM (79.96 + 79.98)/2 = 79.97 (79.96 + 79.97)/2 = 79.965 (80.00 + 80.01)/2 = 80.005 CHX Proprietary and Confidential Page 29 (35) .