Tag 469
RoundingModulus
Abbreviation:
RndModDescription
For CIV - a float value indicating the value to which rounding is required.
i.e. 0 means round to a multiple of 0 units/shares; 0.5 means round to a multiple of 0.5 units/shares.
The default, if RoundingDirection (468) is specified without RoundingModulus, is to round to a whole unit/share.
Wire Format & Usage Example
Single field (key=value)
469=1.5
In a FIX message (ExecutionReport)
8=FIX.4.4 | 9=... | 35=8 | 49=SENDER | 56=TARGET | 34=1 | 52=20240101-09:30:00.000 | … | 469=1.5 | … | 10=...
Fields are delimited by SOH (ASCII 0x01), shown here as " | ". The highlighted field 469=1.5 is this field's position in the message.
Used in Messages
20tCrossOrderCancelReplaceRequestuCrossOrderCancelRequestQDontKnowTradeBNExecutionAcknowledgement8ExecutionReport6IOIACMultilegOrderCancelReplacesNewOrderCrossENewOrderListABNewOrderMultilegDNewOrderSingleGOrderCancelReplaceRequestFOrderCancelRequestSQuoteRQuoteRequestAGQuoteRequestRejectAJQuoteResponseAIQuoteStatusReportAETradeCaptureReportARTradeCaptureReportAck