FIX 5.0 SP1 : DiscretionInst <388> field

Type: char

Used In

Description

Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to.

Valid values:

0 = Related to displayed price

1 = Related to market price

2 = Related to primary price

3 = Related to local primary price

4 = Related to midpoint price

5 = Related to last trade price

6 = Related to VWAP

7 = Average Price Guarantee

Used In

Onix Solutions