Description

Type: int

Specifies the type of action to be taken when trading is halted.

Valid values:

  • 0 = Order/quote cancellation

    Orders or quotes have to be entered again once trading resumes. Equivalent to orders submitted with ExecInst <18>=K (Cancel on trading halt).

  • 1 = Order/quote suspension

    Orders or quotes remain in the orderbook but need to be released, e.g. with ExecInst <18>=q (Release), to become active again after trading resumes. Equivalent to orders submitted with ExecInst <18>=m (Suspend on trading halt).

  • 2 = Execution halted

    Can be used by brokers to indicate that order execution services are not available due to a trading halt. Existing orders are neither cancelled nor suspended and will automatically be available for execution when trading resumes.

Used In