Page History
...
| Name | Category | Description | 40/OrdType | 44/Price | 99/StopPrice | 210/MaxShow | 110/MinQty | 211/PegOffsetValue | 836/PegOffsetType |
|---|---|---|---|---|---|---|---|---|---|
| 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. | PreviouslyQuoted | Mandatory | - | - | -' | - | - |
| Market | Market | An instruction to deal immediately at the best possible price (the current rate). | Market | - | - | - | - | - | - |
| Dark Market | Market | Market | - | - | Zero | Optional | - | - | |
| Market To Limit | Market | Order that starts as a Market order and executes any leaves quantity as a Limit order. | MarketWithLeftOverAsLimit | - | - | - | - | - | - |
| Market If Touched | Market | IfTouched | - | Mandatory | - | - | - | - | |
| Limit | Limit | An instruction to deal if a market moves to a more favourable level. | Limit | Mandatory | - | - | - | - | - |
| Dark Limit | Limit | AKA "Hidden Limit", "Ghost". | Mandatory | - | Zero | Optional | - | - | |
| Limit To Market | Limit | Funari | Mandatory | - | - | - | - | - | |
| Limit If Touched | Limit | Order will be submitted to market when a specified price is reached | 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 | - | - |
| TWAP | Limit | TODO | Limit | TODO | TODO` | - | TODO | - | - |
| Iceberg | Limit | TODO | Limit | Mandatory | - | Mandatory | - | - | - |
| Pegged | Limit | An order with an optional offset to the prevailing market rate. The displayed quantity will float with the market up to the limit price of the order. | Peg | Optional | - | Optional | - | Optional | Optional |
| 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. | StopLimit | Mandatory | Mandatory | - | - | - | - |
| Trailing Stop Limit | Stop | A Stop Limit order where the stop trigger price at a fixed amount below the market price, based on the user-defined "trailing" amount. The limit order price is also continually recalculated based on the limit offset. | |||||||
| Stop limit at rise | Stop | Determined by Side? | StopLimit | ||||||
| Stop limit at fall | Stop | Determined by Side? | StopLimit | ||||||
| Stop-Trailing | Stop | The Stop Price follows the market by a specified offset. | Trailing Stop | ||||||
| Limit Take Profit | A Limit Order will be placed when the market reaches the Trigger Price | ||||||||
| Fixing | |||||||||
| Mid |
...
Overview
Content Tools