[This message was posted by Greg Wood of Credit Suisse <[email protected]> to the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You can reply to it on-line at http://fixprotocol.org/discuss/read/99078bd3 - PLEASE DO NOT REPLY BY MAIL.]
An order to be executed without splits in the prices is usually considered a "block" order, i.e. the order is executed with the instruction to complete the entire order at a single price level. Since it is not possible to guarantee this on most electronic markets without pre-negotiation and block reporting, I'm not aware of any standard instructions in 4.x to specify an order with single price execution only. Electronic venues that offer block facilitation often use custom tags and/or are designed to only execute an order at a single price. Regards, - Greg > Now, I know answer. :) Following combination is used in this purpose: > 40=2 (Limit) and 18=b (Strict Limit). > > Maybe it will helpful for someone. > > > Hi! Does anybody know which of FIX tag(s) can spesify limit order that > > should be executed with the one (same) price? 59=IOC or 59=FOK isn't > > appropriate. > > > > Please help me asap. Thank you in advance. [You can unsubscribe from this discussion group by sending a message to mailto:[email protected]] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/fix-protocol?hl=en -~----------~----~----~----~------~----~------~--~---
