Details
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Type:
Bug
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Status: Closed
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Priority:
Default
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Resolution: Not a bug
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Affects Version/s: None
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Fix Version/s: None
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Component/s: None
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Labels:None
Description
The fix message from ICE sends letters to denote a trade type. K is considered a block trade.
Type of trade, valid values
0 : Regular Trade
K: Block Trade
E: EFP Trade
S: EFS Trade
V: Bilateral Off-Exchange Trade
O: NG EFP/EFS Trade
9: CCX EFP Trade
J: EFR Trade
T - Contra Trade
Y - Cross Contra Trade
F - EFS/EFP Contra Trade