Type of cross being submitted to a market
| Code | Meaning |
|---|---|
| 1 | All-or-none cross |
| 2 | Immediate-or-cancel cross |
| 3 | One sided cross |
| 4 | Cross executed against book |
| 5 | Basis cross |
| 6 | Contingent cross |
| 7 | Volume-weighted-average-price (VWAP) cross |
| 8 | Special trading session cross |
| 9 | Customer to customer cross |