Type: char
Code to qualify IOI use. (see Volume : “Glossary” for value definitions)
Added in protocol FIX.3.0
See in: FIX.4.0, FIX.4.1, FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP2, FIX.5.0SP2 EP240.
Valid values
| Value | Description | Added |
|---|---|---|
| A | All or None (AON) | FIX.3.0 |
| B | Market On Close (MOC) (held to close) | FIX.4.3 |
| C | At the close (around/not held to close) | FIX.3.0 |
| D | VWAP (Volume Weighted Average Price) | FIX.4.3 |
| I | In touch with | FIX.3.0 |
| L | Limit | FIX.3.0 |
| M | More Behind | FIX.3.0 |
| O | At the Open | FIX.3.0 |
| P | Taking a Position | FIX.3.0 |
| Q | At the Market (previously called Current Quote) | FIX.3.0 |
| R | Ready to Trade | FIX.4.2 |
| S | Portfolio Shown | FIX.3.0 |
| T | Through the Day | FIX.3.0 |
| V | Versus | FIX.3.0 |
| W | Indidcation – Working Away | FIX.3.0 |
| X | Crossing Opportunity | FIX.3.0 |
| Y | At the Midpoint | FIX.4.1 |
| Z | Pre-open | FIX.4.1 |