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.
Valid values
Value | Description | Added |
---|---|---|
1 | Quantity is negotiable | FIX.5.0SP2 (226) |
2 | Allow late bids | FIX.5.0SP2 (226) |
3 | Immediate or counter | FIX.5.0SP2 (226) |
4 | Auto trade | FIX.5.0SP2 (226) |
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 |
E | Axe | FIX.5.0SP2 (184) |
F | Axe on bid | FIX.5.0SP2 (184) |
G | Axe on offer | FIX.5.0SP2 (184) |
H | Client natural working | FIX.5.0SP2 (225) |
I | In touch with | FIX.3.0 |
J | Position wanted | FIX.5.0SP2 (225) |
K | Market making | FIX.5.0SP2 (225) |
L | Limit | FIX.3.0 |
M | More Behind | FIX.3.0 |
N | Client natural block | FIX.5.0SP2 (225) |
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 | Inventory or Portfolio Shown | FIX.3.0 |
T | Through the Day | FIX.3.0 |
U | Unwind | FIX.5.0SP2 (225) |
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 |
a | Automatic spot | FIX.5.0SP2 (226) |
b | Platform calculated spot | FIX.5.0SP2 (226) |
c | Outside spread | FIX.5.0SP2 (225) |
d | Deferred spot | FIX.5.0SP2 (226) |
n | Negotiated spot | FIX.5.0SP2 (226) |