|
||||
Description
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)
a = Trailing Stop Peg
B = OK to cross
b = Strict Limit (No price improvement)
c = Ignore Price Validity Checks
C = Call first
d = Peg to Limit Price
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
e = Work to Target Strategy
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)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure (mutually exclusive with H and l)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
U = Customer Display Instruction (Rule 11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try To Stop
Z = Cancel if not best
f = Intermarket Sweep
j = Single execution requested for block trade
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
T = Fixed Peg to Local best bid or offer at time of order
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
Used In
