|
Order Capacity |
Order Origin (Tag 47) |
Route Away |
Do_Not_Route* |
Odd/Mixed Lot Acceptance |
Auto_Decrement < 100 Shares** |
Cancel on Dissconnect |
|
Agency |
A |
X |
|
X |
|
X |
|
Broker/Dealer |
B |
X |
|
X |
|
X |
|
Agency |
C |
X |
|
X |
|
|
|
Program Order/Index Arb
(Principal) |
D |
X |
|
X |
|
X |
|
Principal |
E |
X |
|
X |
|
X |
|
Program Order/Index Arb (Agency) |
F |
X |
|
X |
|
X |
|
Principal |
G |
X |
|
X |
|
X |
|
Market Maker Quote |
I |
|
X |
X |
X |
X |
|
Agency Do_Not_Route |
J |
|
X |
|
|
X |
|
Principal Do_Not_Route |
K |
|
X |
|
|
X |
|
Program Order/Non-Index Arb
(Principal) |
L |
X |
|
X |
|
X |
|
Market Maker |
M |
X |
|
X |
|
X |
|
Program Order/Non-Index Arb
(Agency) |
N |
X |
|
X |
|
X |
|
Principal |
P |
X |
|
X |
|
X |
|
Competing Dealer (Agency) |
R |
X |
|
X |
|
X |
|
Competing Dealer (Principal) |
T |
X |
|
X |
|
X |
|
Program Order/Index Arb (Agency) |
U |
X |
|
X |
|
X |
|
Agency |
W |
X |
|
X |
|
X |
|
Program Order/Non-Index Arb
(Agency) |
Y |
X |
|
X |
|
X |
|
* The
balance is automatically cancelled if the limit price would lock/cross
another Reg NMS Protected quote |
|
|
|
|
** Any
remaining quantity is automatically cancelled when below 100 shares |
|
|
|
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|
|
|
|
|
|
Order Contingency |
CMi Contingency |
FIX Tag 18 |
Time-In-Force |
Trade Through NBBO |
Flash & Odd Lot Auction
Eligible |
Route Away Eligible |
|
ISO |
ISO |
f |
IOC |
X |
|
|
|
ISO-Book |
ISB |
f |
Day |
X |
|
|
|
Reserve |
RESERVE |
N/A** |
|
|
|
|
|
Cross |
CROSS |
B |
Day* |
|
|
|
|
Mid-Point Cross |
CROSS (Price=MKT) |
B (Price=MKT) |
Day* |
|
|
|
|
Tied-Cross |
TIED_CROSS |
g |
Day* |
X |
|
|
|
Cross Within |
CROSS_WITHIN |
j |
Day* |
|
|
|
|
Tied-Cross Within |
TIED_CROSS_WITHIN |
k |
Day* |
X |
|
|
|
Sweep & Cross |
AUTOLINK_CROSS
& AUTOLINK_CROSS_MATCH |
h & i |
Day* |
|
|
X |
|
Bid Peg Cross |
BID_PEG_CROSS |
l |
Day* |
|
|
|
|
Offer Peg Cross |
OFFER_PEG_CROSS |
m |
Day* |
|
|
|
|
Next Day Cross |
NEXT_DAY_CROSS |
p |
Day* |
X |
|
|
|
Two Day Cross |
TWO_DAY_CROSS |
q |
Day* |
X |
|
|
|
Cash Cross |
CASH_CROSS |
o |
Day* |
X |
|
|
|
CBSX Only (Do not Route) |
DO_NOT_ROUTE |
n or 26*** |
IOC or Day |
|
|
|
|
NBBO Flash Then Cancel |
NBBO_FLASH_THEN_CANCEL |
25*** |
Day |
|
X |
|
|
Odd Lot NBBO Only |
STOCK_ODD_LOT_NBBO_ONLY |
24*** |
Day |
|
X |
|
|
Auction Response |
AUCTION_RESPONSE |
14*** |
Day |
|
|
|
|
Fill-Or-Kill |
FOK |
N/A |
FOK |
|
|
|
|
All-Or-None |
AON |
G |
IOC or Day |
|
|
|
|
* Treated as IOC |
|
|
|
|
|
|
|
**
Price=Limit & Tag 111=Display Quantity |
|
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|
|
*** Tag 9384
value |
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