Page History
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| Name | Category | Description | 40/OrdType | 44/Price | 99/StopPrice | 210/MaxShow | 110/MinQty | 389/DiscretionOffsetValue | 842/ DiscretionOffsetType | 211/PegOffsetValue | 836/PegOffsetType | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Limit price | Stop price | Iceberg tip size | Added to Bid or subtracted from Offer limit price to specify the allowed slippage for the order. | ||||||||||||||||||||||
| 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 | TODO | Market | - | - | Zero | Optional | - | - | - | - | ||||||||||||||
| Market Range | Market | AKA "Market With Protection". A market order with specified slippage. | Market | - | - | - | - | Mandatory | Optional | - | - | ||||||||||||||
| Market To Limit | Market | Order that starts as a Market order and in the event of a partial fill, executes any leaves quantity as a Limit order. | MarketWithLeftOverAsLimit | - | - | - | - | - | - | - | - | ||||||||||||||
| Market If Touched | Market | Market order will be submitted to market when a specified price is reached | IfTouched | - | Mandatory | - | - | - | - | - | - | ||||||||||||||
| Limit | Limit | An instruction to deal if a market moves to a more favourable level. | Limit | Mandatory | - | - | Optional | - | - | - | - | ||||||||||||||
| Dark Limit | Limit | AKA "Hidden Limit", "Ghost". | Limit | Mandatory | - | Zero | Optional | - | - | - | |||||||||||||||
| Limit To Market | Limit | TODO | Funari | Mandatory | - | - | Optional | - | - | - | |||||||||||||||
| Limit If Touched | Limit | Limit order will be submitted to market when a specified price is reached | IfTouched | Mandatory | Mandatory | - | Optional | - | - | - | |||||||||||||||
| VWAP | 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 | TODO | - | - | |||||||||||||||
| Iceberg | Limit | AKA "Reserve". A limit order that has both displayed and hidden components. | 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 | ||||||||||||||
| Discretion | Limit | AKA "Limit With Protection". A limit order with specified slippage. The market sees only the limit price. | Limit | Mandatory | - | - | - | Mandatory | 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 | Stop | The Stop Price follows the market by a specified offset. | Trailing Stop??? | - | - | - | - | - | Mandatory | Optional | |||||||||||||||
| Trailing Stop Limit | Stop | A Stop Limit order where the stop trigger price is 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. | StopLimit | - | - | - | - | Mandatory | Optional | Mandatory | Optional | ||||||||||||||
| Limit Take Profit | A Limit Order will be placed when the market reaches the Trigger Price | TODO | TODO | TODO | TODO | TODO | TODO | TODO | Fixing | TODO | TODO | TODO | TODO | TODO | TODO | TODO | Mid | TODO | TODO | TODO | TODO | TODO | TODOTODO |
Contingent Orders
TODO
Treat as Alog strategies:
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Overview
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