Type: int
Type of cross being submitted to a market
Added in protocol FIX.4.3
See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
Valid values
Value | Description | Added |
---|---|---|
1 | Cross Trade which is executed completely or not. Both sides are treated in the same manner. This is equivalent to an All or None. | FIX.4.3 |
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. | FIX.4.3 |
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 (550) field), but the unfilled portion remains active. | FIX.4.3 |
4 | Cross trade is executed with existing orders with the same price. | FIX.4.3 |