Used In

Defines the type of price protection the customer requires on their order.

Valid values:

0 = None

1 = Local (Exchange, ECN, ATS)

2 = National (Across all national markets)

3 = Global (Across all markets)

• <ListOrdGrp>

• CrossOrderCancelReplaceRequest <t>

• ExecutionReport <8>

• MultilegOrderCancelReplace <AC>

• NewOrderCross <s>

• NewOrderMultileg <AB>

• NewOrderSingle <D>

• OrderCancelReplaceRequest <G>

Onix Solutions