Used in:
| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| 388 | DiscretionInst | N | What the discretionary price is related to (e.g. primary price, display price etc) |
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| 389 | DiscretionOffsetValue | N | Amount (signed) added to the "related to" price specified via DiscretionInst (388) , in the context of DiscretionOffsetType (842)
|
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| 841 | DiscretionMoveType | N | Describes whether discretion price is static/fixed or floats |
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| 842 | DiscretionOffsetType | N | Type of Discretion Offset (e.g. price offset, tick offset etc) |
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| 843 | DiscretionLimitType | N | Specifies the nature of the resulting discretion price (e.g. or better limit,
strict limit etc) |
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| 844 | DiscretionRoundDirection | N | If the calculated discretion price is not a valid tick price, specifies how to
round the price (e.g. to be more or less aggressive) |
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| 846 | DiscretionScope | N | The scope of "related to" price of the discretion (e.g. local, global etc) |
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