Tag | Field Name | Data Type | Description | Used in |
---|---|---|---|---|
847 | TargetStrategy AbbrName: TgtStrategy |
int | The target strategy of the order 1000+ = Reserved and available for bi-laterally agreed upon user defined values Valid Values: 1 - VWAP 2 - Participate (i.e. aim to be x percent of the market volume) 3 - Mininize market impact Values "1000" and above are reserved for bilaterally agreed upon user defined enumerations. |
NewOrderSingle OrderCancelReplaceRequest ListOrdGrp NewOrderCross CrossOrderCancelReplaceRequest NewOrderMultileg MultilegOrderCancelReplace ExecutionReport |