Type: int
Type of cross being submitted to a market
Added in protocol FIX.4.3
See in: FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.
Valid values
| Value | Description | Added |
|---|---|---|
| 1 | All-or-none cross | FIX.4.3 |
| 2 | Immediate-or-cancel cross | FIX.4.3 |
| 3 | One sided cross | FIX.4.3 |
| 4 | Cross executed against book | FIX.4.3 |
| 5 | Basis cross | FIX.5.0SP2 (EP 101) |
| 6 | Contingent cross | FIX.5.0SP2 (EP 101) |
| 7 | Volume-weighted-average-price (VWAP) cross | FIX.5.0SP2 (EP 101) |
| 8 | Special trading session cross | FIX.5.0SP2 (EP 101) |
| 9 | Customer to customer cross | FIX.5.0SP2 (EP 131) |