| 0 | = |
Stay on offer side
| [StayOnOfferSide] | |
| 1 | = |
Not held
| [NotHeld] | |
| 2 | = |
Work
| [Work] | |
| 3 | = |
Go along
| [GoAlong] | |
| 4 | = |
Over the day
| [OverTheDay] | |
| 5 | = |
Held
| [Held] | |
| 6 | = |
Participate don't initiate
| [ParticipateDoNotInitiate] | |
| 7 | = |
Strict scale
| [StrictScale] | |
| 8 | = |
Try to scale
| [TryToScale] | |
| 9 | = |
Stay on bid side
| [StayOnBidSide] | |
| A | = |
No cross (cross is forbidden)
| [NoCross] | |
| B | = |
OK to cross
| [OKToCross] | |
| C | = |
Call first
| [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)
| [PercentOfVolume] | |
| E | = |
Do not increase - DNI
| [DoNotIncrease] | |
| F | = |
Do not reduce - DNR
| [DoNotReduce] | |
| G | = |
All or none - AON
| [AllOrNone] | |
| H | = |
Reinstate on system failure (mutually exclusive with Q and l)
| [ReinstateOnSystemFailure] | |
| I | = |
Institutions only
| [InstitutionsOnly] | |
| J | = |
Reinstate on Trading Halt (mutually exclusive with K and m)
| [ReinstateOnTradingHalt] | |
| K | = |
Cancel on Trading Halt (mutually exclusive with J and m)
| [CancelOnTradingHalt] | |
| L | = |
Last peg (last sale)
| [LastPeg] |
Deprecated
FIX.5.0 |
| M | = |
Mid-price peg (midprice of inside quote)
| [MidPricePeg] |
Deprecated
FIX.5.0 |
| N | = |
Non-negotiable
| [NonNegotiable] | |
| O | = |
Opening peg
| [OpeningPeg] |
Deprecated
FIX.5.0 |
| P | = |
Market peg
| [MarketPeg] |
Deprecated
FIX.5.0 |
| Q | = |
Cancel on system failure (mutually exclusive with H and l)
| [CancelOnSystemFailure] | |
| R | = |
Primary peg (primary market - buy at bid/sell at offer)
| [PrimaryPeg] |
Deprecated
FIX.5.0 |
| S | = |
Suspend
| [Suspend] | |
| T | = |
Fixed Peg to Local best bid or offer at time of order
| [FixedPegToLocalBestBidOrOfferAtTimeOfOrder] |
Deprecated
FIX.5.0 |
| U | = |
Customer Display Instruction (Rule 11Ac1-1/4)
| [CustomerDisplayInstruction] | |
| V | = |
Netting (for Forex)
| [Netting] | |
| W | = |
Peg to VWAP
| [PegToVWAP] |
Deprecated
FIX.5.0 |
| X | = |
Trade Along
| [TradeAlong] | |
| Y | = |
Try To Stop
| [TryToStop] | |
| Z | = |
Cancel if not best
| [CancelIfNotBest] | |
| a | = |
Trailing Stop Peg
| [TrailingStopPeg] |
Deprecated
FIX.5.0 |
| b | = |
Strict Limit (No price improvement)
| [StrictLimit] | |
| c | = |
Ignore Price Validity Checks
| [IgnorePriceValidityChecks] | |
| d | = |
Peg to Limit Price
| [PegToLimitPrice] |
Deprecated
FIX.5.0 |
| e | = |
Work to Target Strategy
| [WorkToTargetStrategy] | |
| f | = |
Intermarket Sweep
| [IntermarketSweep] | |
| g | = |
External Routing Allowed
| [ExternalRoutingAllowed] | |
| h | = |
External Routing Not Allowed
| [ExternalRoutingNotAllowed] | |
| i | = |
Imbalance Only
| [ImbalanceOnly] | |
| j | = |
Single execution requested for block trade
| [SingleExecutionRequestedForBlockTrade] | |
| k | = |
Best Execution
| [BestExecution] | |
| l | = |
Suspend on system failure (mutually exclusive with H and Q)
| [SuspendOnSystemFailure] | |
| m | = |
Suspend on Trading Halt (mutually exclusive with J and K)
| [SuspendOnTradingHalt] | |
| n | = |
Reinstate on connection loss (mutually exclusive with o and p)
| [ReinstateOnConnectionLoss] | |
| o | = |
Cancel on connection loss (mutually exclusive with n and p)
| [CancelOnConnectionLoss] | |
| p | = |
Suspend on connection loss (mutually exclusive with n and o)
| [SuspendOnConnectionLoss] | |
| q | = |
Release from suspension (mutually exclusive with S)
| [ReleaseFromSuspension] | |
| r | = |
Execute as delta neutral using volatility provided
| [ExecuteAsDeltaNeutral] | |
| s | = |
Execute as duration neutral
| [ExecuteAsDurationNeutral] | |
| t | = |
Execute as FX neutral
| [ExecuteAsFXNeutral] | |