TimeInForce (Tag = 59)
http://fixwiki.org/fixwiki/TimeInForce
http://fixwiki.org/fixwiki/OrdType
Venues
Key
| Abbreviation | Definition | Comment |
|---|---|---|
| Y | Yes | Supported by the Venue and MarketFactory |
| N | No | Not supported by the Market Factory, but supported by the Venue |
Supported TimeInForce
| Trading Venue | DAY (0) | GTC (1) | IOC (3) | FOK (4) | GTD (6) | Notes |
|---|---|---|---|---|---|---|
| 360T | Y | Y | ||||
| ADS | Y | Y | Y | Y* | N | For IOC we do NOT support: Seconds and milliseconds expiry can be set in # 126 (e.g. 20140225-10:01:09.9999). Values range is between 300ms till 9999ms |
| BAMLX | Y | |||||
| BARX | Y | |||||
BGC - eSpeed | Y | Y | ||||
| Bloomberg - Tradebook | Y | Y | ||||
| BNP Paribas | Y | |||||
| Cboe FX (Hotspot) | Y | Y | Y | |||
| Cboe FX Direct | Y | Y | ||||
| Citadel | Y | Y | ||||
| Citi | Y | |||||
| CitiCoLo | Y | |||||
| CME | Y | N | Y | N | N | |
| Commerzbank | Y | |||||
| Curex | Y | Y* | Y | GTC orders will be cancelled on disconnect | ||
| Currenex | Y | Y | Y | Y | ||
| Currenex OUCH | Y | Y | ||||
| Credit Suisse | Y | |||||
| Deutsche Bank | Y | Y | ||||
| EBS Ai | Y | Y | Y | Orders for Market pairs with a TimeInForce of Fill or Kill (4) will only initiate a match attempt if liquidity exists to fully fill the order. However, these orders are not guaranteed to be fully filled as a match attempt may fail due to a change in available liquidity or insufficient credit at match time. Orders for Direct pairs with a TimeInForce of Fill or Kill (4) will either be filled in its entirety, by a single LP, for the submitted full amount price or it will miss completely. If OrdType = “Z” (eFix orders have an OrdType of ‘Z’, fixing) TimeInForce must=1. | ||
| EBS - Direct | ||||||
| EBS - Select | Y | Y* | Y | Y | GTC orders will be cancelled on disconnect | |
| EBS - STP | Y | Y* | Y | GTC orders will be cancelled on disconnect | ||
| Edgewater | Y | Y | ||||
| Euronext FX (Fastmatch) | Y | Y* | Y | Y | A GTC order is sent as DAY. | |
| Fenics | Y | Y* | Y | GTC orders will be cancelled on disconnect | ||
| FXAll | Y | Y | ||||
| FX Spotstream | Y | Y | ||||
| GAIN GTX | Y | Y | Y | |||
| GFX | Y | |||||
| Goldman Sachs | Y | |||||
| HSBC | Y | |||||
| Integral | Y | Y* | Y | Y | GTC orders will be cancelled on disconnect | |
| JP Morgan | Y | |||||
| Jump | Y | Y | ||||
| KCG | Y | Y | ||||
| LMAX | Y | Y* | Y | Y | GTC orders will be cancelled on disconnect | |
| MOEX | Y | Y | Y | |||
| Morgan Stanley | Y | Y | ||||
| Nomura | Y | |||||
| ParFx | Y | Y* | Y | GTC orders will be cancelled on disconnect | ||
| PrimeXM | Y | Y | ||||
| RBC | Y | |||||
| RBS | Y | |||||
| Saxo | Y | Y* | Y | GTC orders will be cancelled on disconnect | ||
| SEB | Y | Y | ||||
| Societe General | Y | |||||
| Standard Chartered | Y | The venue is only FOK. All order types are converted to FOK. | ||||
| State Street | Y | Y | ||||
| Thompson Reuters (MAPI) | N | Y* | Y | Y | A GTC order is converted to DAY. | |
| UBS | Y | Y | ||||
| Virtu Financial | Y | Y* | Y | Y | A GTC order is converted to DAY. | |
| Xenfin | Y | Y | Y | |||
| XTX Markets | Y |
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