ExecInst Field
Valid values:
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bidside
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on System Failure (mutually exclusive with H)
R = Primary peg (primary market - buy at b
id/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of orderU = Customer Display Instruction (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try to Stop
Z = Cancel if Not Best
a = Trailing Stop Peg
b = Strict Limit (No Price Improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
(see Volume 1: "Glossary" for value definitions)