Page History
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| Name | Category | Description | 40/OrdType | 44/Price | 99/StopPrice | 210/MaxShow | 110/MinQty | 389/DiscretionOffsetValue | 842/ DiscretionOffsetType | 211/PegOffsetValue836/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 | - | -MarketLimit | - | - | - | - | - | - |
| Market If Touched | Market | Market order will be submitted to market when a specified price is reached | IfTouched | - | Mandatory | - | - | - | - | - | - |
| Limit | Limit | AKA "Take Profit". An instruction to deal if a market moves to a more favourable level. Where multiple partial fills are allowed, a Volume Weighted Average Price (VWAP) of the total order quantity may be provided as the limit price. | 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- | - | - | ||
| 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. | Pegged | 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- | - | - | - | - | ||
| Trailing Stop | Stop | The Stop Price follows the market by a specified offset. | Stop | - | - | - | - | - | MandatoryOptional | ||
| 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 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 | - | - | - | - | MandatoryOptional | MandatoryOptional |
Algo Orders
More exotic variants of the above order types are generically categorised as Algo Orders and typically require the specification of additional Venue-specific custom parameters. These are able to be specified via the TargetStrategy field and the NoStrategyParameters repeating group.
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