| ID |
Name |
Abbr |
Presence |
Description |
| 1138 | DisplayQty | DisplayQty |
optional |
SYNOPSIS:
The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.
|
| 1082 | SecondaryDisplayQty | SecDspQty |
optional |
SYNOPSIS:
Used for reserve orders when DisplayQty applies to the primary execution market (e.g.an ECN) and another quantity is to be shown at other markets (e.g. the exchange). On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.
|
| 1608 | InitialDisplayQty | InitDsplyQty |
optional |
SYNOPSIS:
Used to convey the initially requested display quantity specified in DisplayQty(1138) on order entry and modification messages in ExecutionReport message. Applicable only in ExecutionReport message where DisplayQty(1138) is the currently displayed quantity and the requested display quantity of the order also needs to be conveyed. The values of the two fields are different as soon as the order is partially filled and also after a refresh of the order whenever DisplayMethod(1084) is not 1=Initial.
|
| 2828 | CurrentDisplayPrice | CurDspPx |
optional |
SYNOPSIS:
Price at which the order is currently displayed to the market. Can be used on order messages, e.g. NewOrderSingle(35=D), to provide the current displayed price of a parent order when splitting it into smaller child orders.
ELABORATION:
In the context of US CAT this is used when reporting new child orders.
|
| 1083 | DisplayWhen | DspWhn |
optional |
SYNOPSIS:
Instructs when to refresh DisplayQty (1138).
|
| 1084 | DisplayMethod | DspMthd |
optional |
SYNOPSIS:
Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1"
|
| 1085 | DisplayLowQty | DsplLwQty |
optional |
SYNOPSIS:
Defines the lower quantity limit to a randomized refresh of DisplayQty.
|
| 1086 | DisplayHighQty | DisplayHighQty |
optional |
SYNOPSIS:
Defines the upper quantity limit to a randomized refresh of DisplayQty.
|
| 1087 | DisplayMinIncr | DspMinIncr |
optional |
SYNOPSIS:
Defines the minimum increment to be used when calculating a random refresh of DisplayQty. A user specifies this when he wants a larger increment than the standard provided by the market (e.g. the round lot size).
|
| 1088 | RefreshQty | RfrshQty |
optional |
SYNOPSIS:
Defines the quantity used to refresh DisplayQty.
|