OUCH 5.0 Enum Definitions#
This document contains all enum definitions used throughout the OUCH 5.0 protocol specification.
SideEnum#
Used in: Enter Order, Replace Order, Modify Order, Order Accepted, Order Replaced, Order Modified
Code |
Meaning |
|---|---|
B |
Buy |
S |
Sell |
T |
Sell short |
E |
Sell short exempt |
TimeInForceEnum#
Corresponds to FIX TimeInForce (59).
Used in: Enter Order, Replace Order, Order Accepted, Order Replaced
Code |
Meaning |
|---|---|
0 |
Day (Market Hours) |
3 |
IOC |
5 |
GTX (Extended Hours) |
6 |
GTT (ExpireTime required) |
E |
After hours |
DisplayEnum#
Used in: Enter Order, Replace Order, Order Accepted, Order Replaced, Order Priority Update
Code |
Meaning |
|---|---|
Y |
Visible |
N |
Hidden |
A |
Attributable |
CapacityEnum#
Used in: Enter Order, Order Accepted, Order Replaced
Code |
Meaning |
|---|---|
A |
Agency |
P |
Principal |
R |
Riskless |
O |
Other |
InterMarketSweepEligibilityEnum#
Used in: Enter Order, Replace Order, Order Accepted, Order Replaced
Code |
Meaning |
|---|---|
Y |
Eligible |
N |
Not eligible |
CrossTypeEnum#
Used in: Enter Order, Order Accepted, Order Replaced
Code |
Meaning |
|---|---|
N |
Continuous market |
O |
Opening cross (Nasdaq only) |
C |
Closing cross (Nasdaq only) |
H |
Halt/IPO (Nasdaq only) |
S |
Supplemental (Nasdaq only) |
R |
Retail (BX only) |
E |
Extended life (Nasdaq only) |
A |
After hours close (Nasdaq only) |
EventCodeEnum#
Used in: System Event
Code |
Meaning |
|---|---|
S |
Start of Day |
E |
End of Day |
OrderStateEnum#
Used in: Order Accepted, Order Replaced
Code |
Meaning |
|---|---|
L |
Order Live |
D |
Order Dead |
CancelReasonEnum#
Used in: Order Canceled, AIQ Canceled
Code |
Meaning |
|---|---|
D |
Regulatory restriction (e.g., trade-through) |
E |
Closed — DAY order received after closing cross |
F |
Post Only cancel — NMS slide |
G |
Post Only cancel — contra displayed order |
H |
Halted — on-open order canceled |
I |
IOC order |
K |
Market Collars restriction |
Q |
Self Match Prevention |
S |
Supervisory manual cancel |
T |
Timeout — TIF expired |
U |
User requested cancel |
X |
Open Protection |
Z |
System cancel |
e |
Direct Listing Capital Raise size exceeds allowed |
LiquidityFlagEnum#
Used in: Executed, AIQ Canceled
Flag |
Meaning |
|---|---|
A |
Added — all markets |
C |
Closing Cross — Nasdaq only |
e |
Retail designated execution added displayed liquidity (Nasdaq/BX) |
H |
Halt/IPO Cross — Nasdaq only |
i |
After hours closing cross — Nasdaq only |
J |
Non-displayed adding liquidity (all markets) |
j |
RPI order provides liquidity — BX only |
k |
Added via midpoint order (all markets) |
K |
Halt Cross — Nasdaq only |
L |
Closing Cross (imbalance-only) — Nasdaq only |
M |
Opening Cross (imbalance-only) — Nasdaq only |
m |
Removed liquidity at midpoint (all markets) |
N |
Passive midpoint execution (Nasdaq/BX) |
n |
Midpoint Extended Life Order execution (Nasdaq) |
O |
Opening Cross — Nasdaq only |
p |
Removed price-improving non-displayed liquidity — BX only |
q |
RMO Retail removes non-RPI midpoint liquidity — BX only |
R |
Removed — all markets |
r |
Retail removes RPI liquidity — BX only |
t |
Retail removes price-improving non-RPI liquidity — BX only |
u |
Added non-displayed via reserve |
0 |
Supplemental execution — Nasdaq only |
7 |
Displayed adding liquidity improves NBBO (Nasdaq/BX) |
8 |
Displayed adding liquidity sets QBBO while joining NBBO (Nasdaq/BX) |
1 |
RPI order provides liquidity — no RPII (BX) |
2 |
Added in pre-market — Nasdaq only |
3 |
Removed in pre-market — Nasdaq only |
5 |
Displayed adding liquidity improves NBBO in pre-market — Nasdaq only |
9 |
Non-displayed adding liquidity in pre-market — Nasdaq only |
BrokenTradeReasonEnum#
Used in: Broken Trade
Code |
Meaning |
|---|---|
E |
Erroneous |
C |
Consent |
S |
Supervisory |
X |
External |
RejectReasonEnum#
Used in: Rejected
See Appendix C for the complete list of reject reason codes.
RestateReasonEnum#
Used in: Order Restated
Code |
Meaning |
|---|---|
R |
Refresh of display |
P |
Update of displayed price |
CustomerTypeEnum#
Used in: Optional Fields (OptionTag 4)
Code |
Meaning |
|---|---|
R |
Retail Designated Order |
N |
Not Retail Designated (default if space) |
PriceTypeEnum#
Used in: Optional Fields (OptionTag 6, 10)
Code |
Meaning |
|---|---|
L |
Limit |
P |
Market peg |
M |
Midpoint peg |
R |
Primary peg |
Q |
Market maker peg |
m |
Midpoint |
PostOnlyEnum#
Used in: Optional Fields (OptionTag 12)
Code |
Meaning |
|---|---|
P |
Post Only |
N |
No (default) |
TradeNowEnum#
Used in: Optional Fields (OptionTag 16)
Code |
Meaning |
|---|---|
Y |
Yes |
N |
No (default via space) |
HandleInstEnum#
Used in: Optional Fields (OptionTag 17)
Code |
Meaning |
|---|---|
I |
Imbalance only (CrossType O, C) |
O |
Retail order type 1 (CrossType R) |
T |
Retail order type 2 (CrossType R) |
Q |
Retail price improvement (R) |
B |
Extended Life + Continuous (E) |
D |
Direct Listing Capital Raise (H) |
space |
No instructions |
BBOWeightEnum#
Used in: Optional Fields (OptionTag 18)
Code |
Meaning |
|---|---|
0 |
0–0.2% |
1 |
0.2–1% |
2 |
1–2% |
3 |
>2% |
space |
unspecified |
S |
Sets QBBO while joining NBBO |
N |
Improves NBBO upon entry |
YesNoEnum#
Used in: Optional Fields (OptionTag 25)
Code |
Meaning |
|---|---|
Y |
Yes |
N |
No |