Market To Limit Orders

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Imported from previous forum

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Is there a standard way to handle ‘Market To Limit’ orders (as supported by EURONEXT and XETRA)? The FIX protocol does not have this listed as an order type (Tag 40).

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This was added to FIX 4.3. Refer to OrdType of “J (Market with Leftover as Limit)” which is also known as “au prix du marche”. Please refer to FIX 4.3 Volume 4’s “Order Handling and Instruction Semantics” section’s “Euronext and Similar Exchange Price Conditions”.

> Is there a standard way to handle ‘Market To Limit’ orders (as supported by EURONEXT and XETRA)? The FIX protocol does not have this listed as an order type (Tag 40).
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