B2BITS FIX Antenna C++ 2.33.0
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Functions
FixMessages::SG_FIX44::ExecInst Namespace Reference

Functions

static const Engine::AsciiString AON ("G", 1)
 All or none - AON = G.
 
static const Engine::AsciiString CALL_FIRST ("C", 1)
 Call first = C.
 
static const Engine::AsciiString CANCEL_IF_NOT_BEST ("Z", 1)
 Cancel if Not Best = Z.
 
static const Engine::AsciiString CANCEL_ON_SYSTEM_FAILURE ("Q", 1)
 Cancel on System Failure (mutually exclusive with H) = Q.
 
static const Engine::AsciiString CANCEL_ON_TRADING_HALT ("K", 1)
 Cancel on Trading Halt (mutually exclusive with J) = K.
 
static const Engine::AsciiString CUSTOMER_DISPLAY_INSTRUCTIONS ("U", 1)
 Customer Display Instruction (Rule11Ac1-1/4) = U.
 
static const Engine::AsciiString DNI ("E", 1)
 Do not increase - DNI = E.
 
static const Engine::AsciiString DNR ("F", 1)
 Do not reduce - DNR = F.
 
static const Engine::AsciiString FOREX_NETTING ("V", 1)
 Netting (for Forex) = V.
 
static const Engine::AsciiString GO_ALONG ("3", 1)
 Go along = 3.
 
static const Engine::AsciiString HELD ("5", 1)
 Held = 5.
 
static const Engine::AsciiString IGNORE_PRICE_VALIDITY_CHECKS ("c", 1)
 Ignore Price Validity Checks = c.
 
static const Engine::AsciiString INSTITUTIONS_ONLY ("I", 1)
 Institutions only = I.
 
static const Engine::AsciiString LAST_PEG ("L", 1)
 Last peg (last sale) = L.
 
static const Engine::AsciiString MARKET_PEG ("P", 1)
 Market peg = P.
 
static const Engine::AsciiString MID_PRICE_PEG ("M", 1)
 Mid-price peg (midprice of inside quote) = M.
 
static const Engine::AsciiString NO_CROSS ("A", 1)
 No cross (cross is forbidden) = A.
 
static const Engine::AsciiString NON_NEGOTIABLE ("N", 1)
 Non-negotiable = N.
 
static const Engine::AsciiString NOT_HELD ("1", 1)
 Not held = 1.
 
static const Engine::AsciiString OK_TO_CROSS ("B", 1)
 OK to cross = B.
 
static const Engine::AsciiString OPENING_PEG ("O", 1)
 Opening peg = O.
 
static const Engine::AsciiString OVER_THE_DAY ("4", 1)
 Over the day = 4.
 
static const Engine::AsciiString PARTICIPATE_DONT_INITIATE ("6", 1)
 Participate don't initiate = 6.
 
static const Engine::AsciiString PEG_TO_LIMIT_PRICE ("d", 1)
 Peg to Limit Price = d.
 
static const Engine::AsciiString PEG_TO_VWAP ("W", 1)
 Peg to VWAP = W.
 
static const Engine::AsciiString PERCENT_OF_VOLUME ("D", 1)
 Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage) = D.
 
static const Engine::AsciiString PRIMARY_PEG ("R", 1)
 Primary peg (primary market - buy at bid/sell at offer) = R.
 
static const Engine::AsciiString REINSTATE_ON_SYSTEM_FAILURE ("H", 1)
 Reinstate on System Failure (mutually exclusive with Q) = H.
 
static const Engine::AsciiString REINSTATE_ON_TRADING_HALT ("J", 1)
 Reinstate on Trading Halt (mutually exclusive with K) = J.
 
static const Engine::AsciiString STAY_ON_BIDSIDE ("9", 1)
 Stay on bidside = 9.
 
static const Engine::AsciiString STAY_ON_OFFERSIDE ("0", 1)
 Stay on offerside = 0.
 
static const Engine::AsciiString STRICT_LIMIT ("b", 1)
 Strict Limit (No Price Improvement) = b.
 
static const Engine::AsciiString STRICT_SCALE ("7", 1)
 Strict scale = 7.
 
static const Engine::AsciiString SUSPEND ("S", 1)
 Suspend = S.
 
static const Engine::AsciiString TRADE_ALONG ("X", 1)
 Trade Along = X.
 
static const Engine::AsciiString TRAILING_STOP_PEG ("a", 1)
 Trailing Stop Peg = a.
 
static const Engine::AsciiString TRY_TO_SCALE ("8", 1)
 Try to scale = 8.
 
static const Engine::AsciiString TRY_TO_STOP ("Y", 1)
 Try to Stop = Y.
 
static const Engine::AsciiString WORK ("2", 1)
 Work = 2.
 
static const Engine::AsciiString WORK_TO_TARGET_STRATEGY ("e", 1)
 Work to Target Strategy = e.
 

Function Documentation

◆ AON()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::AON ( "G" ,
1  )
static

All or none - AON = G.

◆ CALL_FIRST()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::CALL_FIRST ( "C" ,
1  )
static

Call first = C.

◆ CANCEL_IF_NOT_BEST()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::CANCEL_IF_NOT_BEST ( "Z" ,
1  )
static

Cancel if Not Best = Z.

◆ CANCEL_ON_SYSTEM_FAILURE()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::CANCEL_ON_SYSTEM_FAILURE ( "Q" ,
1  )
static

Cancel on System Failure (mutually exclusive with H) = Q.

◆ CANCEL_ON_TRADING_HALT()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::CANCEL_ON_TRADING_HALT ( "K" ,
1  )
static

Cancel on Trading Halt (mutually exclusive with J) = K.

◆ CUSTOMER_DISPLAY_INSTRUCTIONS()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::CUSTOMER_DISPLAY_INSTRUCTIONS ( "U" ,
1  )
static

Customer Display Instruction (Rule11Ac1-1/4) = U.

◆ DNI()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::DNI ( "E" ,
1  )
static

Do not increase - DNI = E.

◆ DNR()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::DNR ( "F" ,
1  )
static

Do not reduce - DNR = F.

◆ FOREX_NETTING()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::FOREX_NETTING ( "V" ,
1  )
static

Netting (for Forex) = V.

◆ GO_ALONG()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::GO_ALONG ( "3" ,
1  )
static

Go along = 3.

◆ HELD()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::HELD ( "5" ,
1  )
static

Held = 5.

◆ IGNORE_PRICE_VALIDITY_CHECKS()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::IGNORE_PRICE_VALIDITY_CHECKS ( "c" ,
1  )
static

Ignore Price Validity Checks = c.

◆ INSTITUTIONS_ONLY()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::INSTITUTIONS_ONLY ( "I" ,
1  )
static

Institutions only = I.

◆ LAST_PEG()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::LAST_PEG ( "L" ,
1  )
static

Last peg (last sale) = L.

◆ MARKET_PEG()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::MARKET_PEG ( "P" ,
1  )
static

Market peg = P.

◆ MID_PRICE_PEG()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::MID_PRICE_PEG ( "M" ,
1  )
static

Mid-price peg (midprice of inside quote) = M.

◆ NO_CROSS()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::NO_CROSS ( "A" ,
1  )
static

No cross (cross is forbidden) = A.

◆ NON_NEGOTIABLE()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::NON_NEGOTIABLE ( "N" ,
1  )
static

Non-negotiable = N.

◆ NOT_HELD()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::NOT_HELD ( "1" ,
1  )
static

Not held = 1.

◆ OK_TO_CROSS()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::OK_TO_CROSS ( "B" ,
1  )
static

OK to cross = B.

◆ OPENING_PEG()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::OPENING_PEG ( "O" ,
1  )
static

Opening peg = O.

◆ OVER_THE_DAY()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::OVER_THE_DAY ( "4" ,
1  )
static

Over the day = 4.

◆ PARTICIPATE_DONT_INITIATE()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::PARTICIPATE_DONT_INITIATE ( "6" ,
1  )
static

Participate don't initiate = 6.

◆ PEG_TO_LIMIT_PRICE()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::PEG_TO_LIMIT_PRICE ( "d" ,
1  )
static

Peg to Limit Price = d.

◆ PEG_TO_VWAP()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::PEG_TO_VWAP ( "W" ,
1  )
static

Peg to VWAP = W.

◆ PERCENT_OF_VOLUME()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::PERCENT_OF_VOLUME ( "D" ,
1  )
static

Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage) = D.

◆ PRIMARY_PEG()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::PRIMARY_PEG ( "R" ,
1  )
static

Primary peg (primary market - buy at bid/sell at offer) = R.

◆ REINSTATE_ON_SYSTEM_FAILURE()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::REINSTATE_ON_SYSTEM_FAILURE ( "H" ,
1  )
static

Reinstate on System Failure (mutually exclusive with Q) = H.

◆ REINSTATE_ON_TRADING_HALT()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::REINSTATE_ON_TRADING_HALT ( "J" ,
1  )
static

Reinstate on Trading Halt (mutually exclusive with K) = J.

◆ STAY_ON_BIDSIDE()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::STAY_ON_BIDSIDE ( "9" ,
1  )
static

Stay on bidside = 9.

◆ STAY_ON_OFFERSIDE()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::STAY_ON_OFFERSIDE ( "0" ,
1  )
static

Stay on offerside = 0.

◆ STRICT_LIMIT()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::STRICT_LIMIT ( "b" ,
1  )
static

Strict Limit (No Price Improvement) = b.

◆ STRICT_SCALE()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::STRICT_SCALE ( "7" ,
1  )
static

Strict scale = 7.

◆ SUSPEND()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::SUSPEND ( "S" ,
1  )
static

Suspend = S.

◆ TRADE_ALONG()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::TRADE_ALONG ( "X" ,
1  )
static

Trade Along = X.

◆ TRAILING_STOP_PEG()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::TRAILING_STOP_PEG ( "a" ,
1  )
static

Trailing Stop Peg = a.

◆ TRY_TO_SCALE()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::TRY_TO_SCALE ( "8" ,
1  )
static

Try to scale = 8.

◆ TRY_TO_STOP()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::TRY_TO_STOP ( "Y" ,
1  )
static

Try to Stop = Y.

◆ WORK()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::WORK ( "2" ,
1  )
static

Work = 2.

◆ WORK_TO_TARGET_STRATEGY()

static const Engine::AsciiString FixMessages::SG_FIX44::ExecInst::WORK_TO_TARGET_STRATEGY ( "e" ,
1  )
static

Work to Target Strategy = e.

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