FIX Protocol | Financial Information Exchange protocol (FIX)

Used In

Description

Type of quantity specified in a Quantity <53> field:

Valid values:

0 = Units (shares, par, currency)

1 = Contracts (if used - should specify ContractMultiplier <231>)

Used In

• IOI <6>

• Advertisement <7>

• Execution Report <8>

• New Order Multileg <AB>

• Multileg Order Cancel/Replace <AC>

• Trade Capture Report <AE>

• Quote Request Reject <AG>

• Confirmation <AK>

• Allocation Report <AS>

• Collateral Request <AX>

• Collateral Assignment <AY>

• Collateral Response <AZ>

• Collateral Report <BA>

• Collateral Inquiry <BB>

• Collateral Inquiry Ack <BG>

• New Order Single <D>

• New Order List <E>

• Order Cancel/Replace Request <G>

• Allocation Instruction <J>

• Quote Request <R>

• New Order Cross <s>

• Cross Order Cancel/Replace Request <t>

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