Tag | Field Name | AbbrName | Req'd | Comments | ||
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388 | DiscretionInst | DsctnInst | What the discretionary price is related to (e.g. primary price, display price etc) |
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389 | DiscretionOffsetValue | OfstValu | Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType |
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841 | DiscretionMoveType | MoveTyp | Describes whether discretion price is static/fixed or floats |
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842 | DiscretionOffsetType | OfstTyp | Type of Discretion Offset (e.g. price offset, tick offset etc) |
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843 | DiscretionLimitType | LimitTyp | Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc) |
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844 | DiscretionRoundDirection | RndDir | If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive) |
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846 | DiscretionScope | Scope | The scope of "related to" price of the discretion (e.g. local, global etc) |
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Used in the following messages and components | ExecutionReport NewOrderSingle OrderCancelReplaceRequest NewOrderCross CrossOrderCancelReplaceRequest NewOrderMultileg MultilegOrderCancelReplace ListOrdGrp |