Cross Trade which is executed completely or not. Both sides are treated in the same manner. This is equivalent to an All or None.
Added
FIX.4.3
[CrossAON]
2
=
Cross Trade which is executed partially and the rest is cancelled. One side is fully executed, the other side is partially executed with the remainder being cancelled. This is equivalent to an Immediate or Cancel on the other side.
Added
FIX.4.3
[CrossIOC]
3
=
Cross trade which is partially executed with the unfilled portions remaining active. One side of the cross is fully executed (as denoted with the CrossPrioritization field), but the unfilled portion remains active.
Added
FIX.4.3
[CrossOneSide]
4
=
Cross trade is executed with existing orders with the same price.