TimeInForce <59> field

FIX 5.0 SP2 EP276

Description

Type: char

Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders.

Valid values:

0 = Day (or session)
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate Or Cancel (IOC)
4 = Fill Or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date (GTD)
7 = At the Close
8 = Good Through Crossing
9 = At Crossing
A = Good for Time (GFT)
An order that is valid for a pre-defined time period expressed with ExposureDuration <1629> and (optionally) ExposureDurationUnit <1916>.
B = Good for Auction (GFA)
An order that is valid for an auction initiated by a trading firm (see AuctionType <1803> for examples.
C = Good for this Month (GFM)
An order that is valid until the end of the current month, i.e. from the time of order submission until the end of the last trading day of the current month.

Used In