DescriptionInstructions 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: 0 = Stay on offer side 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 bid side 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) H = Reinstate on system failure (mutually exclusive with Q and l) J = Reinstate on Trading Halt (mutually exclusive with K and m) K = Cancel on Trading Halt (mutually exclusive with J and m) L = Last peg (last sale) (Deprecated in FIX 5.0) M = Mid-price peg (midprice of inside quote) (Deprecated in FIX 5.0) N = Non-negotiable O = Opening peg (Deprecated in FIX 5.0) P = Market peg (Deprecated in FIX 5.0) Q = Cancel on system failure (mutually exclusive with H and l) R = Primary peg (primary market - buy at bid/sell at offer) (Deprecated in FIX 5.0) S = Suspend T = Fixed Peg to Local best bid or offer at time of order (Deprecated in FIX 5.0) U = Customer Display Instruction (Rule 11Ac1-1/4) V = Netting (for Forex) W = Peg to VWAP (Deprecated in FIX 5.0) X = Trade Along Y = Try To Stop a = Trailing Stop Peg (Deprecated in FIX 5.0) b = Strict Limit (No price improvement) c = Ignore Price Validity Checks d = Peg to Limit Price (Deprecated in FIX 5.0) e = Work to Target Strategy h = External Routing Not Allowed i = Imbalance Only j = Single execution requested for block trade k = Best Execution l = Suspend on system failure (mutually exclusive with H and Q) m = Suspend on Trading Halt (mutually exclusive with J and K) n = Reinstate on connection loss (mutually exclusive with o and p) o = Cancel on connection loss (mutually exclusive with n and p) p = Suspend on connection loss (mutually exclusive with n and o) q = Release from suspension (mutually exclusive with S) r = Execute as delta neutral using volatility provided s = Execute as duration neutral *** SOME VALUES HAVE BEEN REPLACED - See: Used In |
|||||
 |
|||||