Type: MultipleCharValue
Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED – See “Replaced Features and Supported Approach” *** (see Volume : “Glossary” for value definitions)
Added in protocol FIX.2.7
See in: FIX.4.0, FIX.4.1, FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
Valid values
Value | Description | Added |
---|---|---|
0 | Stay on offer side | FIX.2.7 |
1 | Not held | FIX.2.7 |
2 | Work | FIX.2.7 |
3 | Go along | FIX.2.7 |
4 | Over the day | FIX.2.7 |
5 | Held | FIX.2.7 |
6 | Participate don’t initiate | FIX.2.7 |
7 | Strict scale | FIX.2.7 |
8 | Try to scale | FIX.2.7 |
9 | Stay on bid side | FIX.2.7 |
A | No cross (cross is forbidden) | FIX.2.7 |
B | OK to cross | FIX.2.7 |
C | Call first | FIX.2.7 |
D | Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage) | FIX.2.7 |
E | Do not increase – DNI | FIX.2.7 |
F | Do not reduce – DNR | FIX.2.7 |
G | All or none – AON | FIX.2.7 |
H | Reinstate on system failue (mutually exclusive with Q) | FIX.4.3 |
I | Institutions only | FIX.3.0 |
J | Reinstate on Trading Halt (mutually exclusive with K) | FIX.4.3 |
K | Cancel on Trading Halt (mutually exclusive with J) | FIX.4.3 |
L | Last peg (last sale) | FIX.3.0 |
M | Mid-price peg (midprice of inside quote) | FIX.3.0 |
N | Non-negotiable | FIX.3.0 |
O | Opening peg | FIX.3.0 |
P | Market peg | FIX.3.0 |
Q | Cancel on system failure (mutually exclusive with H) | FIX.4.3 |
R | Primary peg (primary market – buy at bid/sell at offer) | FIX.3.0 |
S | Suspend | FIX.3.0 |
T | Fixed Peg to Local best bid or offer at time of order | FIX.4.4 (35) |
U | Customer Display Instruction (Rule 11Ac1-1/4) | FIX.4.1 |
V | Netting (for Forex) | FIX.4.1 |
W | Peg to VWAP | FIX.4.2 |
X | Trade Along | FIX.4.3 |
Y | Try To Stop | FIX.4.3 |
Z | Cancel if not best | FIX.4.4 |
a | Trailing Stop Peg | FIX.4.4 |
b | Strict Limit (No price improvement) | FIX.4.4 |
c | Ignore Price Validity Checks | FIX.4.4 |
d | Peg to Limit Price | FIX.4.4 |
e | Work to Target Strategy | FIX.4.4 |
f | Intermarket Sweep | FIX.4.4 (6) |
g | External Routing Allowed | FIX.4.4 (14) |
h | External Routing Not Allowed | FIX.4.4 (14) |
i | Imbalance Only | FIX.4.4 (22) |
j | Single execution requested for block trade | FIX.4.4 (6) |
k | Best Execution | FIX.4.4 (35) |