Appendix A – Optional Fields#
OptionTag |
Option Size¹ |
Type |
Notes |
Default² |
|---|---|---|---|---|
1 |
8 |
‘Q’ |
SecondaryOrdRefNum — alternative order reference number used when publishing on market data feeds |
Not applicable |
2 |
4 |
Alpha |
Firm — all caps; identifies order-entry firm. Blank = use port default |
Blank-filled (spaces) |
3 |
4 |
Integer |
MinQty — must be a round lot |
0 (no minimum) |
4 |
1 |
Char |
CustomerType — R = Retail Designated; N = Not Retail Designated |
Space (use port default) |
5 |
4 |
Integer |
MaxFloor — displayed portion of order |
0 (no MaxFloor) |
6 |
1 |
Char |
PriceType — L=limit; P=market peg; M=midpoint peg; R=primary peg; Q=market maker peg; m=midpoint |
‘L’ (limit) |
7 |
4 |
Signed |
PegOffset — price offset for peg |
0 (no offset) |
9 |
8 |
Price |
DiscretionPrice — discretionary execution price |
0 (no discretion) |
10 |
1 |
Alpha |
DiscretionPriceType — L/P/M/R |
‘L’ |
11 |
4 |
Signed |
DiscretionPegOffset — offset applied to discretionary price |
0 (no offset) |
12 |
1 |
Alpha |
PostOnly — P=Post Only; N=No |
‘N’ (no post only) |
13 |
4 |
Integer |
RandomReserves — random reserve shares |
0 |
14 |
4 |
Alpha |
Route — not applicable |
|
15 |
4 |
Integer |
ExpireTime — seconds to live (< 86400) |
0 |
16 |
1 |
Alpha |
TradeNow — Y=yes; N=no |
Space (use port default) |
17 |
1 |
Alpha |
HandleInst — I/O/T/Q/B/D depending on CrossType |
Space |
18 |
1 |
Alpha |
BBO Weight Indicator — %, S=set QBBO, N=improves NBBO |
Not applicable |
22 |
4 |
Numeric |
Display Quantity — used only in Order Restated message |
Not applicable |
23 |
8 |
Price |
Display Price — used only in Order Restated message |
Not applicable |
24 |
2 |
Numeric |
Group ID — customer group |
0 (no Group ID) |
25 |
1 |
Alpha |
Shares Located — Y=yes; N=no |
‘N’ |
26 |
4 |
Alpha |
Locate Broker — broker code for locate |
Not applicable |
27 |
1 |
Alpha |
Side — B/S/T/E |
Not applicable |
28 |
1 |
Numeric |
UserRefIdx — identifies the channel within the port |
Not applicable |
Footnotes#
Option Size is the size of the option value only, NOT including TagValue wrapper bytes.
Default applies only to Enter Order. On Replace Order, unspecified tags inherit original values (except SharesLocated & LocateBroker).