Page History
...
| Name | Category | Description | 40/OrdType | TimeInForce | 44/Price | 99/StopPrice | 111/MaxFloor | 110/MinQtyVenue | |
|---|---|---|---|---|---|---|---|---|---|
| Previously Quoted | Market | An order to hit an individual quote. To hit multiple quotes, aka sweeping, the user must submit individual orders from best to worst price. | Previously Quoted | PreviouslyQuoted | Mandatory | - | - | -BME | |
| Market | Market | An instruction to deal immediately at the best possible price (the current rate). | Market | DAY | - | - | - | - | |
| Dark Market | Market | Market | - | - | Zero | OptionalBME | |||
| Market To Limit | Market | Order that starts as a Market order and executes any leaves quantity as a Limit order. | MarketWithLeftOverAsLimit | - | - | - | -Market With Leftover As Limit | ||
| Market If Touched | Market | IfTouched | - | Mandatory | - | - | |||
| Limit | Limit | An instruction to deal if a market moves to a MORE favourable level. | Limit | DAY | Mandatory | - | - | - | |
| Dark Limit | Limit | Mandatory | - | Zero | OptionalBME | ||||
| Limit To Market | Limit | Funari | Mandatory | - | - | - | |||
| Limit If Touched | Limit | IfTouched | Mandatory | Mandatory | - | - | |||
| VwapSweep | Limit | An order that can hit/lift one or multiple quotes by submitting an order with the desired amount and the Volume Weighted Average Price (VWAP) of the total amount. | VWAP Sweep??? | TODO | TODO` | TODO | TODOCitiCoLo | ||
| TWAP | Limit | Limit | TODO | TODO` | TODO | TODOGFT/GTD | |||
| Iceberg | Limit | Ghost (AKA "Hidden Limit", "Dark Limit") orders are specified by specifying a MaxFloor value of zero. | Limit | Mandatory | - | Mandatory | - | ||
| Stop | Stop | AKA "Stop Loss". An instruction to deal if a market moves to a LESS favourable level. | Stop | - | Mandatory | - | - | ||
| Stop Limit | Stop | Executes an exposure-reducing limit order when market exceeds order's price. | Stop Limit | StopLimit | Mandatory | Mandatory | - | -DAY | |
| Stop limit at rise | Stop | Determined by Side?BME | StopLimit | ||||||
| Stop limit at fall | Stop | Determined by Side?BME | StopLimit | ||||||
| Stop-Trailing | Stop | The Stop Price follows the market by a specified offset. | Trailing Stop | ||||||
| Market Maker | BME|||||||||
| Limit Take Profit | |||||||||
| Fixing | |||||||||
| Pegged | Peg | Optional | - | Optional | - | ||||
| Mid | |||||||||
| Attack | BME
Treat as Alog strategies:
...
Overview
Content Tools