The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV).
Added in protocol FIX.4.3
See in: FIX.4.3, FIX.4.4, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| 38 | OrderQty | One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. | FIX.4.3 | ||
| 152 | CashOrderQty | One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages. | FIX.4.3 | ||
| 516 | OrderPercent | For CIV – Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. | FIX.4.3 | ||
| 468 | RoundingDirection | For CIV – Optional | FIX.4.3 | ||
| 469 | RoundingModulus | For CIV – Optional | FIX.4.3 |
Used in messages
- Don’t Know Trade (DK) (Q)
- Execution Acknowledgement (BN)
- Execution Report (8)
- Indication of Interest (6)
- Multileg Order Cancel/Replace (a.k.a. Multileg Order Modification Request) (AC)
- New Order – Multileg (AB)
- New Order – Single (D)
- Order Cancel/Replace Request (a.k.a. Order Modification Request) (G)
- Order Cancel Request (F)
- Quote (S)
- Quote Response (AJ)
- Quote Status Report (AI)
- Trade Capture Report (AE)