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PostTrade

  • Documentation

  • Field

    ExecInst

    ID (tag)18
    TypeExecInstCodeSet
    PedigreeAdded FIX.2.7, Updated FIX.4.1
    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.

    Valid values:
    Valid values:
    1 = Not held
    1 = Not held
    2 = Work
    3 = Go along
    4 = Over the day
    5 = Held
    6 = Participate don't initiate
    7 = Strict scale
    8 = Try to scale
    9 = Stay on bidside
    0 = Stay on offerside
    A = No cross
    B = OK to cross
    C = Call first
    D = Percent of volume
    E = Do not increase - DNI
    F = Do not reduce - DNR
    G = All or none - AON
    I = Institutions only
    L = Last peg (last sale)
    M = Mid-price peg (midprice of inside quote)
    N = Non-negotiable
    O = Opening peg
    P = Market peg
    R = Primary peg (primary market - buy at bid/sell at offer)
    S = Suspend
    U = Customer Display Instruction (Rule11Ac1-1/4)
    V = Netting (for Forex)

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