Type: char
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.
Added in protocol FIX.2.7
See in: FIX.4.1, FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
Valid values
Value | Description | Added |
---|---|---|
0 | Stay on offerside | 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 bidside | 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 |
I | Institutions only | FIX.3.0 |
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 |
R | Primary peg (primary market – buy at bid/sell at offer) | FIX.3.0 |
S | Suspend | FIX.3.0 |