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FIX 5.0 SP2
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FIX 5.0 SP2 : ParticipationRate <849> field
Type:
Percentage
Used In
Description
For a TargetStrategy=Participate order specifies the target particpation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume)
Used In
<ListOrdGrp>
CrossOrderCancelReplaceRequest <t>
ExecutionReport <8>
MultilegOrderCancelReplace <AC>
NewOrderCross <s>
NewOrderMultileg <AB>
NewOrderSingle <D>
OrderCancelReplaceRequest <G>
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