Imported from previous forum
Hi all,
is there a Tag available, that reports the leave qty of the iceberg tip that is live?
I think of something like the ETS Tag RmngVisibleQty…
Thank you,
Thomas
It is the field DisplayQty (1138) which has different semantics depending on the message context. In FIXimate it says “On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.” If you need to echo the DisplayQty value of the order, you can use InitialDisplayQty(1608) in the ExecutionReport. BTW, iceberg orders are called reserve orders in FIX.
Regards,
Hanno.
Hi all,
is there a Tag available, that reports the leave qty of the iceberg tip that is live?
I think of something like the ETS Tag RmngVisibleQty…Thank you,
Thomas