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.5.0, FIX.5.0SP1, FIX.5.0SP2.
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 | FIX.2.7 |
B | OK to cross | FIX.2.7 |
C | Call first | FIX.2.7 |
D | Percent of volume | 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 failure | FIX.4.3 |
I | Institutions only | FIX.3.0 |
J | Reinstate on trading halt | FIX.4.3 |
K | Cancel on trading halt | 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 | FIX.4.3 |
R | Primary peg | 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 | 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 | 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) |
l | Suspend on system failure | FIX.5.0 (58) |
m | Suspend on trading halt | FIX.5.0 (58) |
n | Reinstate on connection loss | FIX.5.0 (58) |
o | Cancel on connection loss | FIX.5.0 (58) |
p | Suspend on connection loss | FIX.5.0 (58) |
q | Release | FIX.5.0 (58) |
r | Execute as delta neutral using volatility provided | FIX.5.0 (59) |
s | Execute as duration neutral | FIX.5.0 (59) |
t | Execute as FX neutral | FIX.5.0 (59) |
u | Minimum guaranteed fill eligible | FIX.5.0SP2 (101) |
v | Bypass non-displayed liquidity | FIX.5.0SP2 (101) |
w | Lock | FIX.5.0SP2 (131) |
x | Ignore notional value checks | FIX.5.0SP2 (134) |
y | Trade at reference price | FIX.5.0SP2 (210) |