 Option F |
:4!c/[8c]/4!c |
(Qualifier)(Data Source Scheme)(Indicator) |
| Option H |
:4!c//4!c |
(Qualifier)(Indicator) |
Mandatory in mandatory sequence C
(Error code(s): T89)
| Order |
M/O |
Qualifier |
R/N |
CR |
Options |
Qualifier Description |
|---|---|---|---|---|---|---|
| 1 |
M |
BUSE |
N |
|
H |
Buy/Sell Indicator |
| 2 |
O |
PRIC |
N |
|
F |
Type of Price Indicator |
| 3 |
O |
PROC |
N |
|
F |
Processing Indicator |
| 4 |
O |
RPOR |
R |
|
F |
Reporting Indicator |
| 5 |
O |
PRIR |
N |
|
F |
Priority Indicator |
| 6 |
O |
SETG |
N |
|
F |
Settlement Instruction Generation Indicator |
| 7 |
O |
TTCO |
R |
|
F |
Trade Transaction Condition Indicator |
| 8 |
O |
COST |
N |
|
F |
Commission Type Indicator |
| 9 |
O |
TOOR |
N |
|
F |
Type of Order Indicator |
| 10 |
O |
TILI |
N |
|
F |
Time Limit Indicator |
| 11 |
M |
PAYM |
N |
|
H |
Payment Indicator |
| 12 |
O |
CATB |
N |
|
F |
Charges/Tax Basis Indicator |
| 13 |
O |
TRCN |
R |
|
F |
Trade Regulatory Conditions Indicator |
| 14 |
O |
TRSE |
N |
|
F |
Trading Session Indicator |
This qualified generic field specifies:
| BUSE |
Buy/Sell Indicator |
Specifies whether the transaction relates to the sale or purchase of financial instruments. |
| CATB |
Charges/Tax Basis Indicator |
Specifies the method used to calculate a charge/tax. |
| COST |
Commission Type Indicator |
Specifies the commission sharing type under which the order is to be executed. |
| PAYM |
Payment Indicator |
Specifies whether the instruction is free or against payment. |
| PRIC |
Type of Price Indicator |
Specifies the type of transaction price. |
| PRIR |
Priority Indicator |
Specifies the execution priority of the trade. |
| PROC |
Processing Indicator |
Specifies additional information relative to the processing of the trade. |
| RPOR |
Reporting Indicator |
Indicates information with regards to reporting. |
| SETG |
Settlement Instruction Generation Indicator |
Specifies whether a settlement instruction must be generated by an Electronic Trade Confirmation (ETC) service provider. |
| TILI |
Time Limit Indicator |
Specifies from/until when an order must be executed. |
| TOOR |
Type of Order Indicator |
Specifies the type of instruction to a broker/dealer to buy or sell a financial instrument. |
| TRCN |
Trade Regulatory Conditions Indicator |
Specifies the trade regulatory conditions, for example, in the US under SEC regulation 10.b.10. |
| TRSE |
Trading Session Indicator |
Specifies the trading phase at the stock exchange. |
| TTCO |
Trade Transaction Condition Indicator |
Specifies the conditions under which the order/trade was executed. |
In option H, if Qualifier is BUSE, Indicator must contain one of the following codes (Error code(s): K22):
| BUYI |
Buy |
Transaction is a purchase of financial instrument by the instructing party. |
| CROF |
Cross From |
Transaction is a cross from (Funds Industry). |
| CROT |
Cross To |
Transaction is a cross to (Funds Industry). |
| DIVR |
Reinvestment of Dividend Order |
Transaction is a reinvestment of dividend order (Funds Industry. Not to be used for corporate actions). |
| FPOO |
FPO Order |
Transaction is an FPO (Follow on Public Offer) bid or order. |
| IPOO |
IPO Order |
Transaction is an IPO (Initial Public Offering) bid or order. |
| IPPO |
IPP Order |
Transaction is an IPP (Institutional Placement Programme) bid or order. |
| REDM |
Redemption |
Transaction is a redemption of funds. |
| SELL |
Sell |
Transaction is a sale of financial instrument by the instructing party. |
| SUBS |
Subscription |
Transaction is a subscription to funds. |
| SWIF |
Switch From |
Transaction is a change of an investment from one sub-fund to another sub-fund. |
| SWIT |
Switch To |
Transaction is a change of an investment from one sub-fund to another sub-fund. |
In option F, if Qualifier is PRIC and Data Source Scheme is not present, Indicator must contain one of the following codes (Error code(s): K22):
| AVER |
Average Execution Price |
Price is an average execution price. |
| AVOV |
Override of the Average Price |
Price is an override of the average price. |
| GREX |
Gross Execution Price |
Price is an all inclusive price, that is, including all charges, fees and taxes. |
| NET1 |
Net Price 1 |
Price is a net price, that is, net of all charges, taxes, or fees. |
| NET2 |
Net Price 2 |
Price is a net price, that is, net only of local broker's commission, local fees, or local taxes. |
| PARV |
Par Value |
Price is a par value or equal to the nominal or face value of the instrument. |
| RDAV |
Rounded Average Price |
Price is a rounded average price. |
In option F, if Qualifier is PROC and Data Source Scheme is not present, Indicator must contain one of the following codes (Error code(s): K22):
| CLOP |
Close Position |
Trade is to close a position. |
| OPEP |
Open Position |
Trade is to open a position. |
In option F, if Qualifier is RPOR and Data Source Scheme is not present, Indicator must contain one of the following codes (Error code(s): K22):
| DEFR |
Deferred Report |
The report is deferred, for example, because the order was executed in partial fills. |
| EXCH |
Stock Exchange |
Trade details are to be reported to a stock exchange. This stock exchange is identified in sequence E Other Parties. |
| TTRE |
Regulatory |
Trade details are to be reported to a regulatory organisation. This stock regulatory organisation is identified in sequence E Other Parties. |
In option F, if Qualifier is SETG and Data Source Scheme is not present, Indicator must contain one of the following codes (Error code(s): K22):
| GENS |
Instruction Generation by ETC Provider |
Specifies if the ETC service provider is to generate a settlement instruction. |
| NOGE |
Not Instruction Generation by ETC Provider |
Specifies if the ETC service provider is not to generate a settlement instruction where a previous agreement to do so exists. |
In option F, if Qualifier is TTCO and Data Source Scheme is not present, Indicator must contain one of the following codes (Error code(s): K22):
| BCBL |
Board Lots |
Trade is to be executed on board lots; not set for odd lots (UK specific). |
| BCBN |
Bad Names |
Trade is to be executed on bad names, not set for good names (UK specific). |
| BCFD |
Form of Delivery |
Not for foreign registration when unset (UK specific). |
| BCPD |
Place of Delivery |
In country of incorporation when unset (UK specific). |
| BCRO |
Result of Option When Set |
Result of option when set (UK specific). |
| BCRP |
Result of Repo When Set |
Result of repo when set (UK specific). |
| BLKO |
Block Order |
Trade is a block trade, allocation instructions will follow. |
| BTEX |
Best Execution |
Trade was executed at best execution. |
| BTMI |
Bought Minus |
Bought minus indicator. |
| CALL |
Call |
Trade executed following the exercise of a call option on the security. |
| CBNS |
Cum Bonus |
Trade is executed cum bonus. |
| CCPN |
Cum Coupon |
Trade is executed cum coupon. |
| CDIV |
Cum Dividend |
Trade is executed cum dividend. |
| CLBR |
Closure Before Rollover |
Trade executed for closure of a previous position before the rollover of a position (Deferred Settlement Service). |
| CLEN |
Clean |
Trade is to be executed clean, that is, does not pay government tax on the accrued interest on the bond, and consequently price is higher. |
| CRST |
Cross Trade Allowed |
Cross trades are allowed whereby buy and sell orders are offset without recording the trade on the exchange. |
| CRTS |
Cum Rights |
Trade is executed cum rights. |
| CWAR |
Cum Warrants |
Trade is executed cum warrants. |
| DIOR |
Directed Order |
Trade is executed with a specific trading party. |
| DIRT |
Dirty |
Trade is executed dirty, that is, pay government tax on the accrued interest of the bond. |
| DORD |
Direct Order |
Trade is executed by a trading party other than the trading party to which the order is sent. In this case, the instructing party has traded with another broker which will subsequently send an advice of execution to the executing party. |
| FORW |
Forward Price |
Trade is based on forward price. Price was calculated after the close of the dealing period. |
| FRAC |
Fractional Parts Allowed |
Fractional parts allowed. |
| GTDL |
Guaranteed Delivery |
Delivery of the financial instrument on settlement date is guaranteed. |
| HIST |
Historic Price |
Trade is based on historic price. |
| MAPR |
Market Price |
The trade was executed at market price. |
| MONT |
Monthly |
Trade executed for month-end settlement (Deferred Settlement Service). |
| NBFR |
New Trade Following Rollover |
Trade executed for a new trade position on the next month following the rollover of a position (Deferred Settlement Service). |
| NCRS |
No Cross Trade Allowed |
No cross trade allowed. |
| NEGO |
Negotiated Trade |
A negotiated trade is a trade for which the price is not the one quoted but an improved one that is, negotiated price. |
| NMPR |
Non-Market Price |
The trade was executed outside of normal market conditions (for example, in the case of an iceberg order). |
| PETA |
PreTrade Anonymity |
Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. |
| PUTT |
Putt |
Trade executed following the exercise of a put option on the security. |
| SETI |
Sold Exempt |
Trade is exempt from short-sale rules. |
| SPCU |
Special Cum Dividend |
Trade is executed with a special cum dividend, that is, buying after the ex date and getting the dividend. |
| SPEX |
Special Ex Dividend |
Trade is executed with a special ex dividend, that is, selling before the ex date without the coupon. |
| SPSI |
Sold Plus |
Sold plus indication. |
| SSTI |
Sold Short |
Sold short indication. |
| TEFR |
Trade Executed Following Rollover |
Trade executed this month following the rollover of positions. |
| TRFR |
Trade Following Rollover |
Trade executed on the next month following the rollover of positions. |
| XBNS |
Ex Bonus |
Trade is executed ex bonus. |
| XCPN |
Ex Coupon |
Trade is executed ex coupon. |
| XDIV |
Ex Dividend |
Trade is executed ex dividend. |
| XRTS |
Ex Rights |
Trade is executed ex rights. |
| XWAR |
Ex Warrants |
Trade is executed ex warrants. |
In option F, if Qualifier is COST and Data Source Scheme is not present, Indicator must contain one of the following codes (Error code(s): K22):
| CLDI |
Per Client Agreement |
Commission is as per client agreement. |
| FLAT |
Flat Fee |
Commission is a flat fee. |
| PERN |
Percentage of Principal in Basis Points |
Commission is a percentage of principal. |
| PERU |
Per Unit |
Commission is per unit of financial instrument. |
| PWCD |
Percentage Commission Waived as Cash Discount |
Commission is a percentage commission waived as cash discount. |
| PWEU |
Percentage Commission Waived as Additional Units |
Commission is a percentage commission waived as additional units. |
| SOFT |
Soft Dollar Commission Sharing |
Commission is a soft dollar percentage commission. |
| STEP |
Commission Sharing Type is for Step-out Trade |
Commission is for a step-out trade. |
In option F, if Qualifier is TOOR and Data Source Scheme is not present, Indicator must contain one of the following codes (Error code(s): K22):
| ALNO |
All or None |
A round-lot market or limit-price order which must be executed in its entirety or not at all; unlike 'fill or kill', these orders are not cancelled if not executed as soon as received. |
| BCSE |
Buy Contra Short Exempt |
Order to buy contra short exempt. |
| BCSH |
Buy Contra Short |
Order to buy contra short. |
| BMIN |
Buy Minus |
Order to buy at a price lower than the current market price. This is an order to buy a stated amount of a financial instrument provided that its price is not higher than the last sale if the last sale was a minus or zero minus tick, not higher than the last sale minus the minimum fractional change in the stock if the last sale was a plus or zero plus tick. The price limit indicates the highest price at which the order can be executed. |
| CARE |
Carefully |
Order that is not to be executed as a whole because it may disturb the price. |
| COMB |
Combination Order |
Order that is linked to another order to buy or sell and must be executed as a unit, both or none, or cancelled as a unit. |
| DISC |
Discretionary |
Order where the executing broker or investment manager decides on the quantity or price. |
| DNIN |
Do Not Increase |
Limit order to buy or stop order to sell or stop limit order that is not to be increased in shares on the ex-dividend date as a result of a stock dividend or distribution. |
| DNRE |
Do Not Reduce |
Limit order to buy or stop order to sell, or stop-limit order to sell that is not to be reduced in price by the amount of an ordinary cash dividend. Applies only to ordinary stock dividends; should be reduced for other distributions. |
| ICEB |
Iceberg Order |
Type of limit order whose overall quantity is not transparent to the market. Rather, only a client-defined part of the order is shown to the market (the 'tip of the iceberg'). Upon execution of the first 'tip' (that is partial execution to the client while for the market it does not appear to be a 'partial') the system releases the next 'tip' of the same size to the market until the 'iceberg' has been melted down successfully. Different from a usual care order. |
| LIWI |
Limit With |
Order to be executed at a limit price, with a round-lot (or board-lot) sales; valid only for odd lot orders. |
| LIWO |
Limit Without |
Order to be executed at a limit price, without a round-lot (or board-lot) sales; valid only for odd lot orders. |
| LMTO |
Limit Order |
Order to buy at the indicated price limit or lower or an order to sell at the indicated limit price or higher. |
| MAKT |
At Market |
Order to buy or sell a specified amount of a financial instrument at the quoted market price or better. |
| MANH |
Market Not Held |
Order to buy or sell a specified amount of a financial instrument at the quoted market price or better with some discretion on the price limit. |
| MTLO |
Market to Limit Order |
Type of order that couples the high possibility of execution (Market Order) with a protection against unwanted price fluctuations (Limit Order). |
| MUTO |
Market Until Touched |
Order to buy or sell a specified amount of a financial instrument at the quoted market price or better with some discretion on the price limit. |
| NOHE |
Not Held |
Order that may be executed in partials or outside the hours of the exchange or other exchange rules. |
| ORLI |
Order Lie |
Order that is related to another order where the second order may be cancelled without cancelling the first. Normally, the sell order must be executed before the buy order. |
| SLOS |
Stop Loss |
Order to sell that sets the sell price below the market price. |
| SPLU |
Sell Plus |
Order to sell a stated amount provided that the price is not lower than the last sale price if the last sale was a plus or zero plus tick and not lower than the last sale minus the minimum fractional change in the financial instrument if the last sale was a minus or zero minus tick. |
| STLI |
Stop Limit |
Stop order to buy (sell) that becomes a limit order at the limit price when the financial instrument trades at or above (below) the stop price after the order is submitted. |
| STOP |
Stop Order |
Order to buy that becomes a market order when the financial instrument trades at or above the stop price after the order is submitted or an order to sell which becomes a market order when the financial instrument trades at or below the stop price. |
| SSEX |
Sell Short Exempt |
Order to sell short which is exempt from short-sale rules. |
| SSHO |
Sell Short |
Order to sell a financial instrument that the seller does not own; a sale effected by delivering a financial instrument borrowed by or for the account of the seller. |
In option F, if Qualifier is TILI and Data Source Scheme is not present, Indicator must contain one of the following codes (Error code(s): K22):
| CLOS |
At the Closing |
Order to be executed at or around the closing price. |
| FAKI |
Fill and Kill |
Order to be executed as much as possible. Non-executed parts of a FAK are deleted. |
| FIKI |
Fill or Kill |
Market or limit order that is to be executed in its entirety as soon as it is submitted; if not so executed, the order is to be cancelled. |
| GDAY |
Good for the Day |
Order that, if not executed, expires at the end of the trading day on which the order is entered. |
| GTCA |
Good until Cancelled |
Order that remains in effect until it is either executed or cancelled. |
| GTMO |
Good for the Month |
Order that, if not executed, expires at the end of the month on which the order is entered. |
| GTXO |
Good till Crossed |
Order that remains in effect until crossed. |
| IOCA |
Immediate or Cancel |
Market or limit order to be executed in whole or in part as soon as it is submitted; any portion not so executed is to be cancelled. |
| OPEN |
At the Opening |
Market or limit order to be executed at the opening of the stock exchange or not at all; all or part of any order not executed at the opening is treated as cancelled. |
In option H, if Qualifier is PAYM, Indicator must contain one of the following codes (Error code(s): K22):
| APMT |
Against Payment |
Against payment. |
| FREE |
Free |
Free. |
In option F, if Qualifier is CATB and Data Source Scheme is not present, Indicator must contain one of the following codes (Error code(s): K22):
| FLAT |
Charges/Tax Basis Flat or Absolute |
Charges/tax basis is flat or absolute for the trade being allocated. |
| PERU |
Charges/Tax Basis per Unit |
Charge/tax basis is per unit of financial instrument. |
In option F, if Qualifier is TRCN and Data Source Scheme is not present, Indicator must contain one of the following codes (Error code(s): K22):
| SOLI |
Solicited |
Trade was solicited by the executing broker. The broker has suggested to his client to buy/sell financial instruments. |
| USOL |
Unsolicited |
Trade was unsolicited. The client acts on its own without advice from the executing broker. |
In option F, if Qualifier is TRSE and Data Source Scheme is not present, Indicator must contain one of the following codes (Error code(s): K22):
| AUCT |
Auctions |
Orders that are traded in regularly occurring auctions: orders are accumulated and executed on the basis of defined algorithms. |
| CONT |
Continuous |
Orders that are executed directly against each other as they hit the marketplace. |
If Qualifier is PRIR and Data Source Scheme is not present, Indicator must contain a numerical value in the range 0001 - 9999 where 0001 refers to the highest priority (Error code(s): K22).
Qualifier TOOR codes BCSE, BCSH and BMIN are only to be used for orders to buy.
Qualifier TOOR codes SLOS, SPLU, SSEX and SSHO are only to be used for orders to sell.
