| 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] |
| 0 | = |
Stay on offerside
|
Added
FIX.2.7 | | [StayOnOfferSide] |
| 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] |
| H | = |
Reinstate on System Failure (mutually exclusive with Q)
|
Added
FIX.4.3 | | [ReinstateOnSystemFailure] |
| I | = |
Institutions only
|
Added
FIX.3.0 | | [InstitutionsOnly] |
| J | = |
Reinstate on Trading Halt (mutually exclusive with K)
|
Added
FIX.4.3 | | [ReinstateOnTradingHalt] |
| K | = |
Cancel on Trading Halt (mutually exclusive with L)
|
Added
FIX.4.3 | | [CancelOnTradingHalt] |
| 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] |
| Q | = |
Cancel on System Failure (mutually exclusive with H)
|
Added
FIX.4.3 | | [CancelOnSystemFailure] |
| R | = |
Primary peg (primary market - buy at bid/sell at offer)
|
Added
FIX.3.0 | | [PrimaryPeg] |
| S | = |
Suspend
|
Added
FIX.3.0 | | [Suspend] |
| 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] |
| X | = |
Trade Along
|
Added
FIX.4.3 | | [TradeAlong] |
| Y | = |
Try to Stop
|
Added
FIX.4.3 | | [TryToStop] |
| Z | = |
Cancel if Not Best
|
Added
FIX.4.4 | | [CancelIfNotBest] |
| a | = |
Trailing Stop Peg
|
Added
FIX.4.4 | | [TrailingStopPeg] |
| b | = |
Strict Limit (No Price Improvement)
|
Added
FIX.4.4 | | [StrictLimit] |
| c | = |
Ignore Price Validity Checks
|
Added
FIX.4.4 | | [IgnorePriceValidityChecks] |
| d | = |
Peg to Limit Price
|
Added
FIX.4.4 | | [PegToLimitPrice] |
| e | = |
Work to Target Strategy
|
Added
FIX.4.4 | | [WorkToTargetStrategy] |