Type: int

Indicates whether an order is locked and for what reason.

Valid values:

  • 0 = Not locked
  • 1 = Away market better
  • 2 = Three tick locked
  • 3 = Locked by market maker
  • 4 = Directed order lock
  • 5 = Multileg lock

    Lock in the context of multileg orders where legs are executed independently and the entire order is locked until matching information is available for all legs. A multileg order or quote must be matched in its entirety or not at all. For example, one of the legs may be a stock leg sent to a different execution venue that may or may not be able to fill it.

  • 6 = Market order lock
  • 7 = Pre-assignment lock

Used In