Defines the type of interest behind a trade (fill or partial fill).
Code | Meaning |
---|---|
1 | Order |
2 | Quote |
3 | Privately Negotiated Trade |
4 | Multileg order |
5 | Linked order |
6 | Quote Request |
7 | Implied Order |
8 | Cross Order |
9 | Streaming price (quote) |
A | Internal Cross Order |