Type: MultipleStringValue
Space-delimited list of conditions describing a trade
Added in protocol FIX.4.2
See in: FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
Valid values
Value | Description | Added |
---|---|---|
0 | Cancel | FIX.4.4 (7) |
A | Cash (only) Market | FIX.4.2 |
AA | Spread | FIX.4.4 (7) |
AB | Spread ETH | FIX.4.4 (7) |
AC | Straddle | FIX.4.4 (7) |
AD | Straddle ETH | FIX.4.4 (7) |
AE | Stopped | FIX.4.4 (7) |
AF | Stopped ETH | FIX.4.4 (7) |
AG | Regular ETH | FIX.4.4 (7) |
AH | Combo | FIX.4.4 (7) |
AI | Combo ETH | FIX.4.4 (7) |
AJ | Official Closing Price | FIX.4.4 (7) |
AK | Prior Reference Price | FIX.4.4 (7) |
AL | Stopped Sold Last | FIX.4.4 (7) |
AM | Stopped Out of Sequence | FIX.4.4 (7) |
AN | Offical Closing Price | FIX.4.4 (7) |
AO | Crossed (duplicate enumeration – use ‘X’ instead) | FIX.4.4 (7) |
AP | Fast Market | FIX.4.4 (7) |
AQ | Automatic Execution | FIX.4.4 (7) |
AR | Form T | FIX.4.4 (7) |
AS | Basket Index | FIX.4.4 (7) |
AT | Burst Basket | FIX.4.4 (7) |
B | Average Price Trade | FIX.4.2 |
C | Cash Trade (same day clearing) | FIX.4.2 |
D | Next Day (only)Market | FIX.4.2 |
E | Opening/Reopening Trade Detail | FIX.4.2 |
F | Intraday Trade Detail | FIX.4.2 |
G | Rule 127 Trade (NYSE) | FIX.4.2 |
H | Rule 155 Trade (AMEX) | FIX.4.2 |
I | Sold Last (late reporting) | FIX.4.2 |
J | Next Day Trade (next day clearing) | FIX.4.2 |
K | Opened (late report of opened trade) | FIX.4.2 |
L | Seller | FIX.4.2 |
M | Sold (out of sequence) | FIX.4.2 |
N | Stopped Stock (guarantee of price but does not execute the order) | FIX.4.2 |
P | Imbalance More Buyers (cannot be used in combination with Q) | FIX.4.3 |
Q | Imbalance More Sellers (cannot be used in combination with P) | FIX.4.3 |
R | Opening Price | FIX.4.3 |
S | Bargain Condition (LSE) | FIX.4.4 (7) |
T | Converted Price Indicator | FIX.4.4 (7) |
U | Exchange Last | FIX.4.4 (7) |
V | Final Price of Session | FIX.4.4 (7) |
W | Ex-pit | FIX.4.4 (7) |
X | Crossed | FIX.4.4 (7) |
Y | Trades resulting from manual/slow quote | FIX.4.4 (6) |
Z | Trades resulting from intermarket sweep | FIX.4.4 (6) |
a | Volume Only | FIX.4.4 (7) |
b | Direct Plus | FIX.4.4 (7) |
c | Acquisition | FIX.4.4 (7) |
d | Bunched | FIX.4.4 (7) |
e | Distribution | FIX.4.4 (7) |
f | Bunched Sale | FIX.4.4 (7) |
g | Split Trade | FIX.4.4 (7) |
h | Cancel Stopped | FIX.4.4 (7) |
i | Cancel ETH | FIX.4.4 (7) |
j | Cancel Stopped ETH | FIX.4.4 (7) |
k | Out of Sequence ETH | FIX.4.4 (7) |
l | Cancel Last ETH | FIX.4.4 (7) |
m | Sold Last Sale ETH | FIX.4.4 (7) |
n | Cancel Last | FIX.4.4 (7) |
o | Sold Last Sale | FIX.4.4 (7) |
p | Cancel Open | FIX.4.4 (7) |
q | Cancel Open ETH | FIX.4.4 (7) |
r | Opened Sale ETH | FIX.4.4 (7) |
s | Cancel Only | FIX.4.4 (7) |
t | Cancel Only ETH | FIX.4.4 (7) |
u | Late Open ETH | FIX.4.4 (7) |
v | Auto Execution ETH | FIX.4.4 (7) |
w | Reopen | FIX.4.4 (7) |
x | Reopen ETH | FIX.4.4 (7) |
y | Adjusted | FIX.4.4 (7) |
z | Adjusted ETH | FIX.4.4 (7) |