[This message was posted by Rob Gilliam of Reuters <[email protected]> to the "Fixed Income" discussion forum at http://fixprotocol.org/discuss/6. You can reply to it on-line at http://fixprotocol.org/discuss/read/712afeab - PLEASE DO NOT REPLY BY MAIL.]
> Hi All! > > Is there a convention for expressing order quantity in fixed income? > > Thanks in advance, Quantity is the principal value of the trade, i.e. if you are buying 100,000 US treasuries with a nominal value of USD 100 each, OrderQty (tag 38) would be 10000000 (10 million) [You can unsubscribe from this discussion group by sending a message to mailto:[email protected]] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/fix-protocol?hl=en -~----------~----~----~----~------~----~------~--~---
