0 | = |
Stay on offer side
|
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 bid side
|
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] |
H | = |
Reinstate on system failure (mutually exclusive with Q and l)
|
Added
FIX.4.3 | | [ReinstateOnSystemFailure] |
I | = |
Institutions only
|
Added
FIX.3.0 | | [InstitutionsOnly] |
J | = |
Reinstate on Trading Halt (mutually exclusive with K and m)
|
Added
FIX.4.3 | | [ReinstateOnTradingHalt] |
K | = |
Cancel on Trading Halt (mutually exclusive with J and m)
|
Added
FIX.4.3 | | [CancelOnTradingHalt] |
L | = |
Last peg (last sale)
|
Added
FIX.3.0 |
Depr
FIX.5.0 | [LastPeg] |
M | = |
Mid-price peg (midprice of inside quote)
|
Added
FIX.3.0 |
Depr
FIX.5.0 | [MidPricePeg] |
N | = |
Non-negotiable
|
Added
FIX.3.0 | | [NonNegotiable] |
O | = |
Opening peg
|
Added
FIX.3.0 |
Depr
FIX.5.0 | [OpeningPeg] |
P | = |
Market peg
|
Added
FIX.3.0 |
Depr
FIX.5.0 | [MarketPeg] |
Q | = |
Cancel on system failure (mutually exclusive with H and l)
|
Added
FIX.4.3 | | [CancelOnSystemFailure] |
R | = |
Primary peg (primary market - buy at bid/sell at offer)
|
Added
FIX.3.0 |
Depr
FIX.5.0 | [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 |
Depr
FIX.5.0 | [FixedPegToLocalBestBidOrOfferAtTimeOfOrder] |
U | = |
Customer Display Instruction (Rule 11Ac1-1/4)
|
Added
FIX.4.1 | | [CustomerDisplayInstruction] |
V | = |
Netting (for Forex)
|
Added
FIX.4.1 | | [Netting] |
W | = |
Peg to VWAP
|
Added
FIX.4.2 |
Depr
FIX.5.0 | [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 |
Depr
FIX.5.0 | [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 |
Depr
FIX.5.0 | [PegToLimitPrice] |
e | = |
Work to Target Strategy
|
Added
FIX.4.4 | | [WorkToTargetStrategy] |
f | = |
Intermarket Sweep
|
Added
FIX.4.4
EP6 | | [IntermarketSweep] |
g | = |
External Routing Allowed
|
Added
FIX.4.4
EP14 | | [ExternalRoutingAllowed] |
h | = |
External Routing Not Allowed
|
Added
FIX.4.4
EP14 | | [ExternalRoutingNotAllowed] |
i | = |
Imbalance Only
|
Added
FIX.4.4
EP22 | | [ImbalanceOnly] |
j | = |
Single execution requested for block trade
|
Added
FIX.4.4
EP6 | | [SingleExecutionRequestedForBlockTrade] |
k | = |
Best Execution
|
Added
FIX.4.4
EP35 | | [BestExecution] |
l | = |
Suspend on system failure (mutually exclusive with H and Q)
|
Added
FIX.5.0
EP58 | | [SuspendOnSystemFailure] |
m | = |
Suspend on Trading Halt (mutually exclusive with J and K)
|
Added
FIX.5.0
EP58 | | [SuspendOnTradingHalt] |
n | = |
Reinstate on connection loss (mutually exclusive with o and p)
|
Added
FIX.5.0
EP58 | | [ReinstateOnConnectionLoss] |
o | = |
Cancel on connection loss (mutually exclusive with n and p)
|
Added
FIX.5.0
EP58 | | [CancelOnConnectionLoss] |
p | = |
Suspend on connection loss (mutually exclusive with n and o)
|
Added
FIX.5.0
EP58 | | [SuspendOnConnectionLoss] |
q | = |
Release from suspension (mutually exclusive with S)
|
Added
FIX.5.0
EP58 | | [ReleaseFromSuspension] |
r | = |
Execute as delta neutral using volatility provided
|
Added
FIX.5.0
EP59 | | [ExecuteAsDeltaNeutral] |
s | = |
Execute as duration neutral
|
Added
FIX.5.0
EP59 | | [ExecuteAsDurationNeutral] |
t | = |
Execute as FX neutral
|
Added
FIX.5.0
EP59 | | [ExecuteAsFXNeutral] |