BALMO = 'Balance of Month' i.e. number of days remaining in contract month = contract multiplier.
Security Definition (tag 35-MsgType=d) Message Key Elements
The → symbol indicates a repeating group tag.
| Tag | FIX Name | Format | MDP 3.0 Value |
|---|---|---|---|
562 | MinTradeVol | Qty (9) | 1 |
→871 | InstAttribType | Int (2) | 24 |
→872 | InstAttribValue | String (2) | 16 = Variable Quantity Eligibility |
1439 | FlowScheduleType | Int (1) | 2- Calendar-All Days in month |
1231 | MinLotSize | Price (20) | 2500 |
231 | ContractMultiplier | Int (5) | 4 |
996 | UnitofMeasure | String (30) | MMBTU |
1435 | ContractMultiplierUnit | Int (1) | 2 = multiplied by day |
Display and Cleared Qty: lot (5) * MinLotSize (2500) * ContractMultiplier (4) postpend with Unit of Measure (MMBTU).
The following table illustrates display values for a 5 lot order for PPBU127.
Lot Display | 5 |
Unit Display | 12500 MMBTU |
Display and Cleared Quantity | <5> * <2500> * <4> = 50,000 MMBTU |
Security Definition (tag 35-MsgType=d) Message Key Elements
Tag | FIX Name | Format | Value |
|---|---|---|---|
562 | MinTradeVol | Qty (9) | 1 |
→871 | InstAttribType | Int (2) | 24 |
→872 | InstAttribValue | String (2) | 18 = Variable Quantity Eligibility |
1439 | FlowScheduleType | Int (1) | 2 = Calendar - All Days in month |
1231 | MinLotSize | Price (20) | 2500 |
231 | ContractMultiplier | Int (5) | 3 |
996 | UnitofMeasure | String (30) | MMBTU |
1435 | ContractMultiplierUnit | Int (1) | 2 = multiplied by day |
Display and Cleared Qty: lot (5) * MinLotSize (2500) * ContractMultiplier (3) postpend with Unit of Measure (MMBTU).
The following table illustrates display values for a 5 lot order for PPBU128.
Lot Display | 5 |
Unit Display | 12500 MMBTU |
Display and Cleared Quantity | <5> * <2500> * <3> = 37500 MMBTU |