Description
Type: int
Indicates whether an order is locked and for what reason.
Valid values:
- 0 = Not locked
- 1 = Away market better
- 2 = Three tick locked
- 3 = Locked by market maker
- 4 = Directed order lock
-
5 = Multileg lock
Lock in the context of multileg orders where legs are executed independently and the entire order is locked until matching information is available for all legs. A multileg order or quote must be matched in its entirety or not at all. For example, one of the legs may be a stock leg sent to a different execution venue that may or may not be able to fill it.
- 6 = Market order lock
- 7 = Pre-assignment lock