FIX Version FIX.5.0SP2 Extension Pack EP166

Approval Date 2013-01-31T00:00:00

Description SEC OrdType Extension





Enumerations

Updated Enumerations

TagValueSymbolicNameGroupSortDescriptionElaborationDeprecated
403Stop3Stop/Stop Loss.A stop order that is triggered as a result of a trade in the market at which point the stopped order becomes a market order.
404StopLimit4Stop Limit.A stop limit order that is triggered as a result of a trade in the market at which point the stopped order becomes a limit order.

Enumerations Added

TagValueSymbolicNameGroupSortDescriptionElaboration
40RStopOnBidOrOffer25Stop on Bid or OfferA stop order that is triggered by a bid or offer price movement (quote) at which point the stopped order becomes a market order, also known as "stop on quote" in some markets (e.g. US markets). In the US equities market it is common to trigger a stop off the National Best Bid or Offer (NBBO).
40SStopLimitOnBidOrOffer26Stop Limit on Bid or OfferA stop order that is triggered by a bid or offer price movement (quote) at which point the stopped order becomes a limit order, also known as "stop limit on quote" in some markets (e.g. US markets). In the US equities market it is common to trigger a stop off the National Best Bid or Offer (NBBO).