Page History
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| Name | Nature | Description | 59/TimeInForce | 168/EffectiveTime | 126/ExpireTime | 1629/ExposureDuration | ||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Immediate or Or Cancel | Aggressive | The Order must be executed immediately, at least in part (Partial fills are allowed), otherwise the Order is cancelled. AKA 'Fill and Kill'. | IOC | Optional | - | - | ||||||
| Fill Or Kill | Aggressive | The Order must be executed immediately, in full (no Partial fills), otherwise the Order is cancelled. | FOK | Optional | - | - | ||||||
| Good For Auction | Resting | TODO | GFA | Optional | Optional | Optional | ||||||
| Good For Day | Resting | The Order expires automatically on close of the trading day, if it is still unfilled. | DAYGFD | Optional | Optional | Optional | ||||||
| Good 'Til CanceledFor Time | Resting | The Order remains active until it is either executed or cancelled. NOTE: Maximum possible duration is one trading week, but is equivalent to DAY for most Venues that reset daily.is active for a specified duration. TODO TWAP? | GFTGTC | Optional | -- | Mandatory | ||||||
| Good 'Til Date | Resting | Order is active until a specified time. TODO TWAP? | GTD | Optional | Mandatory | - | ||||||
| Good For Time'Til Canceled | Resting | The Order is active for a specified duration. TWAP?remains active until it is either executed or cancelled. NOTE: Maximum possible duration is one trading week, but is equivalent to DAY for most Venues that reset daily. | GTCGFT | Optional | - | Mandatory- | ||||||
| At Market Open | Resting | TODO | OPNAMO | Optional | - | - | ||||||
| At Market Close | Resting | TODO | CLSAMC | Optional | - | - | Good For Auction | Resting | GFA | Optional | Optional | Optional |
Order Types
There are three broad categories of OrderType:
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