DayOrderQty

Tag 424

DayOrderQty

Abbreviation: DayOrdQty
TypeQty
Tag424
AddedFIX.4.2
Used in1 messages

Description

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))

Wire Format & Usage Example

Single field (key=value)
424=1000
In a FIX message (ExecutionReport)
8=FIX.4.4 | 9=... | 35=8 | 49=SENDER | 56=TARGET | 34=1 | 52=20240101-09:30:00.000 |  | 424=1000 |  | 10=...

Fields are delimited by SOH (ASCII 0x01), shown here as " | ". The highlighted field 424=1000 is this field's position in the message.

Used in Messages

1