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.5.0SP1, 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 | Indication – Working Away | FIX.3.0 |
X | Crossing Opportunity | FIX.3.0 |
Y | At the Midpoint | FIX.4.1 |
Z | Pre-open | FIX.4.1 |