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847
TargetStrategy
Type:
Int
The target strategy of the order
Values
Code
Meaning
1
VWAP
2
Participate (i.e. aim to be x percent of the market volume)
3
Mininize market impact
Used By
8
Execution Report
AB
New Order Multileg
AC
Multileg Order Cancel/Replace
D
New Order Single
E
New Order List
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DiscretionScope (846)
TargetStrategyParameters (848)