FIX Protocol | Financial Information Exchange protocol (FIX)

Used In

Description

Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer.

Used In

• Execution Report <8>

• Order Cancel Reject <9>

• New Order - Multileg <AB>

• Multileg Order Cancel/Replace Request <AC>

• New Order - Single <D>

• New Order - List <E>

• Order Cancel Request <F>

• Order Cancel/Replace Request <G>

• Order Status Request <H>

• New Order - Cross <s>

• Cross Order Cancel/Replace Request <t>

• Cross Order Cancel Request <u>

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