Type: int
Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate.
Added in protocol FIX.4.2
See in: FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
Valid values
| Value | Description | Added |
|---|---|---|
| 0 | book out all trades on day of execution | FIX.4.2 |
| 1 | accumulate executions until order is filled or expires | FIX.4.2 |
| 2 | accumulate until verbally notified otherwise | FIX.4.2 |