Is negative number acceptable for certain tags?

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1

Imported from previous forum

2

[ original email was from Helen Xie - haiyinx@yahoo.com ]
Hi,

Technically speaking, in FIX4.2, are negative numbers allowed for the following tags?

  • 38 : OrderQty
  • 44 : Price

Thanks,
Helen

3

Hi,

Technically speaking, in FIX4.2, are negative numbers allowed for the following tags?

  • 38 : OrderQty
  • 44 : Price

Thanks,
Helen

Limit (or stop) price can be negative for calendar spreads for example
OrdQty shouldn’t allow a negative number afaik but the fix community can confirm if there are cases when this would be valid (can’t think of any offhand)
Dan

4

See the description of the price and quantity data types on FIXwiki

As you can see, the specification allows for negative prices.

Regarding quantity, it does not explicitly forbid negative values.
I suppose that LeavesQty could be negative for an overfilled order.

Hi,

Technically speaking, in FIX4.2, are negative numbers allowed for the following tags?

  • 38 : OrderQty
  • 44 : Price

Thanks,
Helen

5

[ original email was from Helen Xie - haiyinx@yahoo.com ]
Thanks for the response.

The specification doesn’t say negative numbers are not allowed for “Qty” and “Price” data types, which means theoretically they could be negative.

Helen

See the description of the price and quantity data types on FIXwiki

Welcome fixwiki.org - BlueHost.com

Welcome fixwiki.org - BlueHost.com

As you can see, the specification allows for negative prices.

Regarding quantity, it does not explicitly forbid negative values.
I suppose that LeavesQty could be negative for an overfilled order.

Hi,

Technically speaking, in FIX4.2, are negative numbers allowed for the following tags?

  • 38 : OrderQty
  • 44 : Price

Thanks,
Helen