Type: Qty
Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement.
Added in protocol FIX.4.4 (EP 22)
See in: FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
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)