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Type: int

For Fixed Income, used instead of LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.

Added in protocol FIX.4.4

See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.

Valid values

Value Description Added
1 Par For Par FIX.4.4
2 Modified Duration FIX.4.4
4 Risk FIX.4.4
5 Proceeds FIX.4.4

Used in components