Code Set ExecInstCodeSet Scenario base

SYNOPSIS: 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)

ID Datatype
18MultipleCharValue

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
18001StayOnOfferSide0SYNOPSIS: Stay on offer side
FIX.2.7
18002NotHeld1SYNOPSIS: Not held
FIX.2.7
18003Work2SYNOPSIS: Work
FIX.2.7
18004GoAlong3SYNOPSIS: Go along
FIX.2.7
18005OverTheDay4SYNOPSIS: Over the day
FIX.2.7
18006Held5SYNOPSIS: Held
FIX.2.7
18007ParticipateDoNotInitiate6SYNOPSIS: Participate don't initiate
FIX.2.7
18008StrictScale7SYNOPSIS: Strict scale
FIX.2.7
18009TryToScale8SYNOPSIS: Try to scale
FIX.2.7
18010StayOnBidSide9SYNOPSIS: Stay on bid side
FIX.2.7
18011NoCrossASYNOPSIS: No cross
ELABORATION: Cross is forbidden.
FIX.2.7FIX.5.0SP2134
18012OKToCrossBSYNOPSIS: OK to cross
FIX.2.7
18013CallFirstCSYNOPSIS: Call first
FIX.2.7
18014PercentOfVolumeDSYNOPSIS: Percent of volume
ELABORATION: Indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage.
FIX.2.7FIX.5.0SP2134
18015DoNotIncreaseESYNOPSIS: Do not increase - DNI
FIX.2.7
18016DoNotReduceFSYNOPSIS: Do not reduce - DNR
FIX.2.7
18017AllOrNoneGSYNOPSIS: All or none - AON
FIX.2.7
18018ReinstateOnSystemFailureHSYNOPSIS: Reinstate on system failure
ELABORATION: Mutually exclusive with Q and l (lower case L).
FIX.4.3FIX.5.0SP2134
18019InstitutionsOnlyISYNOPSIS: Institutions only
FIX.3.0
18020ReinstateOnTradingHaltJSYNOPSIS: Reinstate on trading halt
ELABORATION: Mutually exclusive with K and m.
FIX.4.3FIX.5.0SP2134
18021CancelOnTradingHaltKSYNOPSIS: Cancel on trading halt
ELABORATION: Mutually exclusive with J and m.
FIX.4.3FIX.5.0SP2134
18022LastPegLSYNOPSIS: Last peg (last sale)
FIX.3.0FIX.5.0
18023MidPricePegMSYNOPSIS: Mid-price peg (midprice of inside quote)
FIX.3.0FIX.5.0
18024NonNegotiableNSYNOPSIS: Non-negotiable
FIX.3.0
18025OpeningPegOSYNOPSIS: Opening peg
FIX.3.0FIX.5.0
18026MarketPegPSYNOPSIS: Market peg
FIX.3.0FIX.5.0
18027CancelOnSystemFailureQSYNOPSIS: Cancel on system failure
ELABORATION: Mutually exclusive with H and l(lower case L).
FIX.4.3FIX.5.0SP2134
18028PrimaryPegRSYNOPSIS: Primary peg
ELABORATION: Primary market - buy at bid, sell at offer.
FIX.3.0FIX.5.0SP2134FIX.5.0
18029SuspendSSYNOPSIS: Suspend
FIX.3.0
18030FixedPegToLocalBestBidOrOfferAtTimeOfOrderTSYNOPSIS: Fixed peg to local best bid or offer at time of order
FIX.4.435FIX.5.0SP2134FIX.5.0
18031CustomerDisplayInstructionUSYNOPSIS: Customer display instruction
ELABORATION: Used in US Markets for: SEC Rule 11Ac1-1/4.
FIX.4.1FIX.5.0SP2134
18032NettingVSYNOPSIS: Netting (for Forex)
FIX.4.1
18033PegToVWAPWSYNOPSIS: Peg to VWAP
FIX.4.2FIX.5.0
18034TradeAlongXSYNOPSIS: Trade along
FIX.4.3FIX.5.0SP2134
18035TryToStopYSYNOPSIS: Try to stop
FIX.4.3FIX.5.0SP2134
18036CancelIfNotBestZSYNOPSIS: Cancel if not best
FIX.4.4
18037TrailingStopPegaSYNOPSIS: Trailing stop peg
FIX.4.4FIX.5.0SP2134FIX.5.0
18038StrictLimitbSYNOPSIS: Strict limit
ELABORATION: No price improvement.
FIX.4.4FIX.5.0SP2134
18039IgnorePriceValidityCheckscSYNOPSIS: Ignore price validity checks
FIX.4.4FIX.5.0SP2134
18040PegToLimitPricedSYNOPSIS: Peg to limit price
FIX.4.4FIX.5.0SP2134FIX.5.0
18041WorkToTargetStrategyeSYNOPSIS: Work to target strategy
FIX.4.4FIX.5.0SP2134
18042IntermarketSweepfSYNOPSIS: Intermarket sweep
FIX.4.46FIX.5.0SP2134
18043ExternalRoutingAllowedgSYNOPSIS: External routing allowed
FIX.4.414FIX.5.0SP2134
18044ExternalRoutingNotAllowedhSYNOPSIS: External routing not allowed
FIX.4.414FIX.5.0SP2134
18045ImbalanceOnlyiSYNOPSIS: Imbalance only
FIX.4.422FIX.5.0SP2134
18046SingleExecutionRequestedForBlockTradejSYNOPSIS: Single execution requested for block trade
FIX.4.46
18047BestExecutionkSYNOPSIS: Best execution
FIX.4.435FIX.5.0SP2134
18048SuspendOnSystemFailurelSYNOPSIS: Suspend on system failure
ELABORATION: Mutually exclusive with H and Q.
FIX.5.058FIX.5.0SP2134
18049SuspendOnTradingHaltmSYNOPSIS: Suspend on trading halt
ELABORATION: Mutually exclusive with J and K.
FIX.5.058FIX.5.0SP2134
18050ReinstateOnConnectionLossnSYNOPSIS: Reinstate on connection loss
ELABORATION: Mutually exclusive with o and p.
FIX.5.058FIX.5.0SP2134
18051CancelOnConnectionLossoSYNOPSIS: Cancel on connection loss
ELABORATION: Mutually exclusive with n and p.
FIX.5.058FIX.5.0SP2134
18052SuspendOnConnectionLosspSYNOPSIS: Suspend on connection loss
ELABORATION: Mutually exclusive with n and o.
FIX.5.058FIX.5.0SP2134
18053ReleaseqSYNOPSIS: Release
ELABORATION: Mutually exclusive with S and w.
FIX.5.058FIX.5.0SP2134
18054ExecuteAsDeltaNeutralrSYNOPSIS: Execute as delta neutral using volatility provided
FIX.5.059
18055ExecuteAsDurationNeutralsSYNOPSIS: Execute as duration neutral
FIX.5.059
18056ExecuteAsFXNeutraltSYNOPSIS: Execute as FX neutral
FIX.5.059
18057MinGuaranteedFillEligibleuSYNOPSIS: Minimum guaranteed fill eligible
FIX.5.0SP2101FIX.5.0SP2134
18058BypassNonDisplayLiquidityvSYNOPSIS: Bypass non-displayed liquidity
FIX.5.0SP2101FIX.5.0SP2134
18059LockwSYNOPSIS: Lock
ELABORATION: Mutually exclusive with q.
FIX.5.0SP2131FIX.5.0SP2134
18060IgnoreNotionalValueChecksxSYNOPSIS: Ignore notional value checks
FIX.5.0SP2134
18061TrdAtRefPxySYNOPSIS: Trade at reference price
ELABORATION: In the context of Reg NMS and the Tick Size Pilot Program, this is intended to indicate the order should Trade At Intermarket Sweep Order (TAISO) price.
FIX.5.0SP2210
18062AllowFacilitationzSYNOPSIS: Allow facilitation
ELABORATION: Express explicit consent to receive facilitation services from the counterparty. Facilitation services are when an institutional client allows a broker to assume a risk-taking principal position rather than an agency position, to obtain liquidity or achieve a guaranteed execution price on the client's behalf. Interpretation of absence of this value needs to be bilaterally agreed, if applicable. In the context of Hong Kong's SFC, this can be used to comply with SFC regulations for disclosure of client facilitation.
FIX.5.0SP2251