Imported from previous forum
[ original email was from Roseate L. Wagner - roseate_lu@ml.com ]
Hi,
For users who are using FIX version prior to FIX4.3, what is the common practice for a client to specify the actual Percent of Volume when the ExecInst(tag18) is specified as āDā-percent of Volume?
Would it be safe to default the percentage to 1/3 if no value is specified in the message?
Thanks for the reply in advance!
-Roseate