Tag Field Name Data Type Description Used in
18 ExecInst

AbbrName: ExecInst
MultipleCharValue Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

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)
B - OK to cross
C - Call first
D - Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. 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 and l)
I - Institutions only
J - Reinstate on Trading Halt (mutually exclusive with K and m)
K - Cancel on Trading Halt (mutually exclusive with J and m)
L - Last peg (last sale)(Deprecated in FIX 5.0)
M - Mid-price peg (midprice of inside quote)(Deprecated in FIX 5.0)
N - Non-negotiable
O - Opening peg(Deprecated in FIX 5.0)
P - Market peg(Deprecated in FIX 5.0)
Q - Cancel on system failure (mutually exclusive with H and l)
R - Primary peg (primary market - buy at bid/sell at offer)(Deprecated in FIX 5.0)
S - Suspend
T - Fixed Peg to Local best bid or offer at time of order(Deprecated in FIX 5.0)
U - Customer Display Instruction (Rule 11Ac1-1/4)
V - Netting (for Forex)
W - Peg to VWAP(Deprecated in FIX 5.0)
X - Trade Along
Y - Try To Stop
Z - Cancel if not best
a - Trailing Stop Peg(Deprecated in FIX 5.0)
b - Strict Limit (No price improvement)
c - Ignore Price Validity Checks
d - Peg to Limit Price(Deprecated in FIX 5.0)
e - Work to Target Strategy
f - Intermarket Sweep
g - External Routing Allowed
h - External Routing Not Allowed
i - Imbalance Only
j - Single execution requested for block trade
k - Best Execution
l - Suspend on system failure (mutually exclusive with H and Q)
m - Suspend on Trading Halt (mutually exclusive with J and K)
n - Reinstate on connection loss (mutually exclusive with o and p)
o - Cancel on connection loss (mutually exclusive with n and p)
p - Suspend on connection loss (mutually exclusive with n and o)
q - Release from suspension (mutually exclusive with S)
r - Execute as delta neutral using volatility provided
s - Execute as duration neutral
t - Execute as FX neutral
NewOrderSingle
OrderCancelReplaceRequest
ListOrdGrp
MDFullGrp
MDIncGrp
TrdCapRptSideGrp
TrdCapRptAckSideGrp
NewOrderCross
CrossOrderCancelReplaceRequest
NewOrderMultileg
MultilegOrderCancelReplace
ExecutionReport