Indexes

Code Sets

Name
ID
Datatype
Description
Pedigree
BBOWeightIndicatorCodeSet3
BrokenTradeReasonCodeSet4

Indicates the reason a trade was broken.

CapacityCodeSet5

The capacity specified on the order.

CrossTypeCodeSet7

The cross type specified on the order.

CustomerTypeCodeSet8
DiscretionPriceTypeCodeSet12
DisplayCodeSet13

The accepted display type for the order.

EventCodeCodeSet16
HandleInstCodeSet21
InterMarketSweepEligibilityCodeSet22
LiquidityFlagCodeSet23
OrderCancelReasonCodeSet30

Indicates the reason an order was canceled.

OrderRejectReasonCodeSet32

Indicates the reason an order was rejected.

OrderRestateReasonCodeSet33

Indicates the reason an order was restated.

OrderStateCodeSet34
PostOnlyCodeSet37
PriceTypeCodeSet39
SharesLocatedCodeSet45

For short sell orders, indicates whether shares are located.

SideCodeSet46
TimeInForceCodeSet48

Corresponds to TimeInForce (59) in Nasdaq FIX.

TradeNowCodeSet50
TypeCodeSet51

Identifies the message type.

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