| 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] |