Indexes

Message Layouts
PostTrade
PreTrade
Trade

Field

orderCapacity

ID (tag)60
TypeorderCapacityCodeSet

In Order and Split events, it indicates the intended trading capacity of an order, i.e 'A - agency' or 'P - principal'. In Order Summary event, it also allows additional value 'AP - agency/principal' to indicate cases when an order is intended to trade partially in an agency capacity and partially in a principal capacity.


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