FixMessages::SG_FIX44::CrossType Namespace Reference

Variables
static const int	CROSS_AON = 1
	Cross Trade which is executed completely or not. Both sides are treated in the same manner. This is equivalent to an All or None. = 1.
static const int	CROSS_IOC = 2
	Cross Trade which is executed partially and the rest is cancelled. One side is fully executed, the other side is partially executed with the remainder being cancelled. This is equivalent to an Immediate or Cancel on the other side. Note: The<fieldref tag="550">CrossPrioritization</fieldref>field may be used to indicate which side should fully execute in this scenario. = 2.
static const int	CROSS_ONE_SIDE = 3
	Cross trade which is partially executed with the unfilled portions remaining active. One side of the cross is fully executed (as denoted with the<fieldref tag="550">CrossPrioritization</fieldref>field), but the unfilled portion remains active. = 3.
static const int	CROSS_SAME_PRICE = 4
	Cross trade is executed with existing orders with the same price. In the case other orders exist with the same price, the quantity of the Cross is executed against the existing orders and quotes, the remainder of the cross is executed against the other side of the cross. The two sides potentially have different quantities. = 4.

Variable Documentation

CROSS_AON

const int FixMessages::SG_FIX44::CrossType::CROSS_AON = 1

static

Cross Trade which is executed completely or not. Both sides are treated in the same manner. This is equivalent to an All or None. = 1.

CROSS_IOC

const int FixMessages::SG_FIX44::CrossType::CROSS_IOC = 2

static

Cross Trade which is executed partially and the rest is cancelled. One side is fully executed, the other side is partially executed with the remainder being cancelled. This is equivalent to an Immediate or Cancel on the other side. Note: The<fieldref tag="550">CrossPrioritization</fieldref>field may be used to indicate which side should fully execute in this scenario. = 2.

CROSS_ONE_SIDE

const int FixMessages::SG_FIX44::CrossType::CROSS_ONE_SIDE = 3

static

Cross trade which is partially executed with the unfilled portions remaining active. One side of the cross is fully executed (as denoted with the<fieldref tag="550">CrossPrioritization</fieldref>field), but the unfilled portion remains active. = 3.

CROSS_SAME_PRICE

const int FixMessages::SG_FIX44::CrossType::CROSS_SAME_PRICE = 4

static

Cross trade is executed with existing orders with the same price. In the case other orders exist with the same price, the quantity of the Cross is executed against the existing orders and quotes, the remainder of the cross is executed against the other side of the cross. The two sides potentially have different quantities. = 4.