Type: int
The target strategy of the order
1000+ = Reserved and available for bi-laterally agreed upon user defined values
Added in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.
Valid values
Value | Description | Added |
---|---|---|
1 | VWAP | FIX.4.4 |
2 | Participate (i.e. aim to be x percent of the market volume) | FIX.4.4 |
3 | Mininize market impact | FIX.4.4 |