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18 ExecInst

Type: String

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.

Values

CodeMeaning
0Stay on offerside
1Not held
2Work
3Go along
4Over the day
5Held
6Participate don't initiate
7Strict scale
8Try to scale
9Stay on bidside
ANo cross (cross is forbidden)
BOK to cross
CCall first
DPercent of volume (indicates that the sender does not want to be all the volume on the floor vs. a specific percentage)
EDo not increase - DNI
FDo not reduce - DNR
GAll or none - AON
IInstitutions only
LLast peg (last sale)
MMid-price peg (midprice of inside quote)
NNon-negotiable
OOpening peg
PMarket peg
RPrimary peg (primary market - buy at bid/sell at offer)
SSuspend
TFixed Peg to Local best bid or offer at time of order
UCustomer Display Instruction (Rule11Ac1-1/4)
VNetting (for Forex)
WPeg to VWAP