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Intermarket sweep order fix tag


intermarket sweep order fix tag

Imbalance Only 'IOC immediate or Cancel 'LOO limit On Open 'LOC limit on Close 'MAO market at Open 'MAC market at Close 'MOO market on Open 'MOC'.
Valid values: 0 Stay on offer side 1 Not held 2 Work 3 Go along 4 Over the day 5 Held 6 Participant don't initiate 7 Strict scale 8 Try to scale 9 Stay on bid side, a No cross (cross is forbidden) a Trailing.
Scale 'TMO' Time Order 'TS' Trailing Stop 'WRK' Work 'A' Phone simple 'B' Phone complex 'C' FCM provided screen 'D' Other provided screen 'E' Client provided platform controlled by FCM 'F' Client provided platform direct to exchange 'G' FCM API or FIX 'H' Algo engine.Note: All existing values need to be modified to add a group,.g.Valid values: 'ADD add-on Order 'AON all or None 'CNH cash Not Held 'DIR directed Order 'E.W exchange for Physical Transaction 'FOK fill or Kill 'IO'.For OrderHandlingInstSource (1032) 1 (nasd oats valid values are (as of oats Phase 3 as provided by nasd.Cancel on Trading Halt (mutually exclusive with J) 'L last peg (last sale) 'M mid-price peg (midprice of inside") 'N non-negotiable 'O' Opening peg 'P' Market peg 'Q' Cancel on System Failure (mutually exclusive with H) 'R' Primary peg (primary market - buy.
Used In, description, instructions for order handling on exchange trading floor.
Market On Close 'MQT minimum Quantity 'NH not Held 'OVD over the Day 'PEG pegged 'RSV reserve Size Order 'S.W stop Stock Transaction 'SCL'.
some values have been replaced - See "Replaced Features and Supported Approach" * (see Volume : "Glossary" for value definitions).
A specific percentage) 'E do not increase - DNI 'F do not reduce - DNR 'G all or none - AON 'H reinstate on System Failure (mutually exclusive with Q) 'I institutions only 'J reinstate on Trading Halt (mutually exclusive with K) 'K'.Note: This field and its values have no bearing on the ExecInst and TimeInForce fields.This field and its values are intended for compliance reporting and/or billing purposes only.No material contained herein can be copied or otherwise used without the express permission of the copyright holder.R Primary peg (primary market - buy at bid/sell at offer).Valid values: '0 stay on offerside '1 not held '2 work '3 go along '4 over the day '5 held '6'.See also m/oats/PhaseIII for a complete lis, for OrderHandlingInstSrc (1032) 2 (FIA Execution Source Code, only one enumeration value may be specified).These values should not be used instead of ExecInst or TimeInForce.Percent of volume (indicates that the sender does not want to be all of the volume on the floor.N Non-negotiable, o Opening peg, p Market peg, q Cancel on system failure (mutually exclusive with H).C Call first d Peg to Limit Price, d Percent of volume (indicates that the sender does not want to be all of the volume on the floor.




[L_RANDNUM-10-999]
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