Tag |
Field Name |
Req'd |
Comments |
388 |
DiscretionInst |
N |
What the discretionary price is related to (e.g. primary price, display price etc) |
389 |
DiscretionOffsetValue |
N |
Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType |
841 |
DiscretionMoveType |
N |
Describes whether discretion price is static/fixed or floats |
842 |
DiscretionOffsetType |
N |
Type of Discretion Offset (e.g. price offset, tick offset etc) |
843 |
DiscretionLimitType |
N |
Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc) |
844 |
DiscretionRoundDirection |
N |
If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive) |
846 |
DiscretionScope |
N |
The scope of "related to" price of the discretion (e.g. local, global etc) |