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 |