Order comment

c

Used to set order comment in NewOrderSingle (D) and NewOrderMultileg (AB) messages and to set and change order comment in Update Order Attributes (G).

Funari

f

Limit order with unexecuted portions handled as market-on-close.

Un-park order

g

Used in Parked Order Activation Request (G).

Iceberg

i

Order modifier that is used in conjunction with MaxShow tag. Iceberg orders contain a total quantity and visible quantity that is shown publicly via the order book. Currently only day limit iceberg orders are supported. MaxShow is less than or equal to total quantity.

Market Limit

l

Market limit order is SFE-specific order type. It is the same as limit order, but it has no price boundaries and only the three best prices are used for filling it.

Order check mark

m

Used to set and change order check mark in Update Order Attributes (G).

Note: This is not the same order check mark as in CQG IC.

Quantity Triggered Stop (QTS)

q

Order modifier that is used in conjunction with TriggerQty tag. Can be applied only to stop or stop limit orders with an associated trigger quantity (DOM threshold). Behaves like a corresponding stop order but is not triggered until the bid/ask quantity falls below the order’s trigger quantity.

Trailing (Primary peg)

R

Order modifier that is used in conjunction with PegDifference (tag 211). Can only be applied to stop, stop limit or limit orders. Indicates that CQG gateway should maintain a maximum PegDifference offset between market and stop prices (and limit price for stop limit and limit orders). When specified, PegDifference must be provided. TrailPeg (tag 20619) is required for limit orders.

Parked

S

Parked orders can be modified and cancelled at any time.

Market If Touched

t

This order type is similar to the limit type in that a specific price is placed on the order. However, an MIT order becomes a market order once the limit price is touched or passed through.

Market To Limit

b

Market with Leftover as Limit (market order when un-executed quantity becomes limit order at last price)

Auction

u

An auction order is an order to buy or sell in the market at the Calculated Opening Price (COP). (Unmatched auction orders are converted to limit orders on the market open).

Post Only (Participate don’t initiate)

6

Participate, don't initiate. (Only Available via NASDAQ FIXED INCOME)