FIX 5.0 SP2 : TradeCondition <277> field

Type: MultipleStringValue

Used In

Description

Space-delimited list of conditions describing a trade

Valid values:

0 = Cancel

1 = Implied Trade

2 = Marketplace entered trade

3 = Mult Asset Class Multileg Trade

4 = Multileg-to-Multileg Trade

A = Cash (only) Market

B = Average Price Trade

C = Cash Trade (same day clearing)

D = Next Day (only)Market

E = Opening/Reopening Trade Detail

F = Intraday Trade Detail

G = Rule 127 Trade (NYSE)

H = Rule 155 Trade (AMEX)

I = Sold Last (late reporting)

J = Next Day Trade (next day clearing)

K = Opened (late report of opened trade)

L = Seller

M = Sold (out of sequence)

N = Stopped Stock (guarantee of price but does not execute the order)

P = Imbalance More Buyers (cannot be used in combination with Q)

Q = Imbalance More Sellers (cannot be used in combination with P)

R = Opening Price

Y = Trades resulting from manual/slow quote

Z = Trades resulting from intermarket sweep

S = Bargain Condition (LSE)

T = Converted Price Indicator

U = Exchange Last

V = Final Price of Session

W = Ex-pit

X = Crossed

a = Volume Only

b = Direct Plus

c = Acquisition

d = Bunched

e = Distribution

f = Bunched Sale

g = Split Trade

h = Cancel Stopped

i = Cancel ETH

j = Cancel Stopped ETH

k = Out of Sequence ETH

l = Cancel Last ETH

m = Sold Last Sale ETH

n = Cancel Last

o = Sold Last Sale

p = Cancel Open

q = Cancel Open ETH

r = Opened Sale ETH

s = Cancel Only

t = Cancel Only ETH

u = Late Open ETH

v = Auto Execution ETH

w = Reopen

x = Reopen ETH

y = Adjusted

z = Adjusted ETH

AA = Spread

AB = Spread ETH

AC = Straddle

AD = Straddle ETH

AE = Stopped

AF = Stopped ETH

AG = Regular ETH

AH = Combo

AI = Combo ETH

AJ = Official Closing Price

AK = Prior Reference Price

AL = Stopped Sold Last

AM = Stopped Out of Sequence

AN = Offical Closing Price (duplicate enumeration - use 'AJ' instead)

AO = Crossed (duplicate enumeration - use 'X' instead)

AP = Fast Market

AQ = Automatic Execution

AR = Form T

AS = Basket Index

AT = Burst Basket

AV = Outside Spread

Used In

Onix Solutions