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FIXtags

FIX TAG 424

DayOrderQty

QtyAdded FIX.4.2

Definition

For GT orders, the OrderQty (38) less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty – (CumQty (14) – DayCumQty (425))

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FIX 4.2 FIX 4.4

Definition text changed

FIX 4.2

For GT orders, the OrderQty less all shares (adjusted for stock splits) that traded on previous days. DayOrderQty = OrderQty – (CumQty - DayCumQty)

FIX 4.4

For GT orders, the OrderQty (38) less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty – (CumQty (4) – DayCumQty (425))

No enumerated values are defined for this field in this source.

About the Qty data type

float field capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units).

Used in messages 1

Includes nested components and repeating groups. Open a location to see its surrounding requirements.