The presence of DiscretionInstructions component block on an order indicates that the trader wishes to display one price but will accept trades at another price.
Tag | Name | Type | Required | Description |
---|---|---|---|---|
388 | Char Enum | What the discretionary price is related to (e.g. primary price, display price etc) | ||
389 | Float | Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType | ||
841 | Int Enum | Describes whether discretion price is static/fixed or floats | ||
842 | Int Enum | Type of Discretion Offset (e.g. price offset, tick offset etc) | ||
843 | Int Enum | Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc) | ||
844 | Int Enum | If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive) | ||
846 | Int Enum | The scope of "related to" price of the discretion (e.g. local, global etc) |