FIX 4.0 : ExecInst <18> field

Type: char

Used In

Description

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.

Valid values:

0 = Stay on offerside

1 = Not held

2 = Work

3 = Go along

4 = Over the day

5 = Held

6 = Participate don't initiate

7 = Strict scale

8 = Try to scale

9 = Stay on bidside

A = No cross

B = OK to cross

C = Call first

D = Percent of volume

E = Do not increase - DNI

F = Do not reduce - DNR

G = All or none - AON

I = Institutions only

L = Last peg (last sale)

M = Mid-price peg (midprice of inside quote)

N = Non-negotiable

O = Opening peg

P = Market peg

R = Primary peg (primary market - buy at bid/sell at offer)

S = Suspend

Used In

Onix Solutions