Code Set NameData TypeDescriptionPedigree
DiscretionInstCodeSetchar

Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to.


0=

Related to displayed price

Added FIX.4.2 [RelatedToDisplayedPrice]
1=

Related to market price

Added FIX.4.2 [RelatedToMarketPrice]
2=

Related to primary price

Added FIX.4.2 [RelatedToPrimaryPrice]
3=

Related to local primary price

Added FIX.4.2 [RelatedToLocalPrimaryPrice]
4=

Related to midpoint price

Added FIX.4.2 [RelatedToMidpointPrice]
5=

Related to last trade price

Added FIX.4.2 [RelatedToLastTradePrice]
6=

Related to VWAP

Added FIX.4.4 [RelatedToVWAP]
7=

Average Price Guarantee

Added EP22 [AveragePriceGuarantee]
Added FIX.4.2

Used in fields:
[DiscretionInst]