Code Set
DiscretionInstCodeSet
| ID | 388 |
| Type | char |
| Pedigree | Added FIX.4.2 |
Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| RelatedToDisplayedPrice | 0 | Related to displayed price | Added FIX.4.2 | |
| RelatedToMarketPrice | 1 | Related to market price | Added FIX.4.2 | |
| RelatedToPrimaryPrice | 2 | Related to primary price | Added FIX.4.2 | |
| RelatedToLocalPrimaryPrice | 3 | Related to local primary price | Added FIX.4.2 | |
| RelatedToMidpointPrice | 4 | Related to midpoint price | Added FIX.4.2 | |
| RelatedToLastTradePrice | 5 | Related to last trade price | Added FIX.4.2 | |
| RelatedToVWAP | 6 | Related to VWAP | Added FIX.4.4 | |
| AveragePriceGuarantee | 7 | Average Price Guarantee | Added EP22 |
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