FixMessages::SG_FIX44::TargetStrategy Namespace Reference

Variables
static const int	MININIZE_MARKET_IMPACT = 3
	Mininize market impact = 3.
static const int	PARTICIPATE = 2
	Participate (i.e. aim to be x percent of the market volume) = 2.
static const int	VWAP = 1
	VWAP = 1.

Variable Documentation

MININIZE_MARKET_IMPACT

const int FixMessages::SG_FIX44::TargetStrategy::MININIZE_MARKET_IMPACT = 3

static

Mininize market impact = 3.

PARTICIPATE

const int FixMessages::SG_FIX44::TargetStrategy::PARTICIPATE = 2

static

Participate (i.e. aim to be x percent of the market volume) = 2.

VWAP

const int FixMessages::SG_FIX44::TargetStrategy::VWAP = 1

static

VWAP = 1.