0 | = |
Stay on offerside
|
Added
FIX.2.7 | | [StayOnOfferSide] |
1 | = |
Not held
|
Added
FIX.2.7 | | [NotHeld] |
2 | = |
Work
|
Added
FIX.2.7 | | [Work] |
3 | = |
Go along
|
Added
FIX.2.7 | | [GoAlong] |
4 | = |
Over the day
|
Added
FIX.2.7 | | [OverTheDay] |
5 | = |
Held
|
Added
FIX.2.7 | | [Held] |
6 | = |
Participate don't initiate
|
Added
FIX.2.7 | | [ParticipateDoNotInitiate] |
7 | = |
Strict scale
|
Added
FIX.2.7 | | [StrictScale] |
8 | = |
Try to scale
|
Added
FIX.2.7 | | [TryToScale] |
9 | = |
Stay on bidside
|
Added
FIX.2.7 | | [StayOnBidSide] |
A | = |
No cross (cross is forbidden)
|
Added
FIX.2.7 | | [NoCross] |
B | = |
OK to cross
|
Added
FIX.2.7 | | [OKToCross] |
C | = |
Call first
|
Added
FIX.2.7 | | [CallFirst] |
D | = |
Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
|
Added
FIX.2.7 | | [PercentOfVolume] |
E | = |
Do not increase - DNI
|
Added
FIX.2.7 | | [DoNotIncrease] |
F | = |
Do not reduce - DNR
|
Added
FIX.2.7 | | [DoNotReduce] |
G | = |
All or none - AON
|
Added
FIX.2.7 | | [AllOrNone] |
I | = |
Institutions only
|
Added
FIX.3.0 | | [InstitutionsOnly] |
L | = |
Last peg (last sale)
|
Added
FIX.3.0 | | [LastPeg] |
M | = |
Mid-price peg (midprice of inside quote)
|
Added
FIX.3.0 | | [MidPricePeg] |
N | = |
Non-negotiable
|
Added
FIX.3.0 | | [NonNegotiable] |
O | = |
Opening peg
|
Added
FIX.3.0 | | [OpeningPeg] |
P | = |
Market peg
|
Added
FIX.3.0 | | [MarketPeg] |
R | = |
Primary peg (primary market - buy at bid/sell at offer)
|
Added
FIX.3.0 | | [PrimaryPeg] |
S | = |
Suspend
|
Added
FIX.3.0 | | [Suspend] |
T | = |
Fixed Peg to Local best bid or offer at time of order
|
Added
FIX.4.4
EP35 | | [FixedPegToLocalBestBidOrOfferAtTimeOfOrder] |
U | = |
Customer Display Instruction (Rule11Ac1-1/4)
|
Added
FIX.4.1 | | [CustomerDisplayInstruction] |
V | = |
Netting (for Forex)
|
Added
FIX.4.1 | | [Netting] |
W | = |
Peg to VWAP
|
Added
FIX.4.2 | | [PegToVWAP] |