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.4.2, FIX.4.3, FIX.4.4, 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 |
Used in messages
- Cross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request) (t)
- Execution Report (8)
- Multileg Order Cancel/Replace (a.k.a. Multileg Order Modification Request) (AC)
- New Order – Cross (s)
- New Order – Multileg (AB)
- New Order – Single (D)
- Order Cancel/Replace Request (a.k.a. Order Modification Request) (G)