ExecInst <18> field – FIX 4.1 – FIX Dictionary

Used In

Description

Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space.

Valid values:

1 = Not held

2 = Work

3 = Go along

4 = Over the day

5 = Held

6 = Participate don't initiate

7 = Strict scale

8 = Try to scale

9 = Stay on bidside

0 = Stay on offerside

A = No cross (cross is forbidden)

B = OK to cross

C = Call first

D = Percent of volume '(indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)'

E = Do not increase - DNI

F = Do not reduce - DNR

G = All or none - AON

I = Institutions only

L = Last peg (last sale)

M = Mid-price peg (midprice of inside quote)

N = Non-negotiable

O = Opening peg

P = Market peg

R = Primary peg (primary market - buy at bid/sell at offer)

S = Suspend

U = Customer Display Instruction (Rule11Ac1-1/4)

V = Netting (for Forex)

Used In

• Execution Report <8>

• New Order - Single <D>

• New Order - List <E>

• Order Cancel/Replace Request <G>