Tag
Field Name
Abbr Name
Data Type
Union Datatype
Description
Pedigree
2298
UnderlyingInstrumentRoundingDirection
RndDirctn
char
Specifies the rounding direction if not overridden elsewhere.
RoundingDirectionCodeSet
0
=
Round to nearest
Added FIX.4.3
[RoundToNearest]
1
=
Round down
Added FIX.4.3
[RoundDown]
2
=
Round up
Added FIX.4.3
[RoundUp]
Added EP169 Updated EP208
Used in components:
[
UnderlyingInstrument
]
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