Type: char
Defines the type of price protection the customer requires on their order.
Added in protocol FIX.4.4 (EP 22)
See in: FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
Valid values
| Value | Description | Added |
|---|---|---|
| 0 | None | FIX.4.4 |
| 1 | Local (Exchange, ECN, ATS) | FIX.4.4 |
| 2 | National (Across all national markets) | FIX.4.4 |
| 3 | Global (Across all markets) | FIX.4.4 |
Used in messages
- Cross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request) (t)
- Execution Report (8)
- Multileg Order Cancel/Replace (a.k.a. Multileg Order Modification Request) (AC)
- New Order – Cross (s)
- New Order – Multileg (AB)
- New Order – Single (D)
- Order Cancel/Replace Request (a.k.a. Order Modification Request) (G)