More quantity orders
There are two tags, OrderQty(38) and DisplayQty(1138).
Order Quantity(tag 38): Specified in millions. Message is rejected if orderQty is not greater than 0 or is not multiples of one million.
Display Quantity (tag1138): Specified in millions. Conditionally required for More quantity order.
The behavior of orders with more quantity is as follows:
1. A given order’s primary quantity must be fully exhausted before the more quantity associated with the same order may be considered for matching
2. An order cannot be entered with ‘more’ quantity and zero primary quantity
3. The ‘more’ quantity can be greater than the primary quantity
When the primary quantity of an order is fully consumed via matching, the more quantity will be used until nor further orders are eligible to match at the requested price. Once the primary quantity is full matched the order will be removed from the book regardless of the amount of 'more' quantity that was matched or unmatched.
If DisplayQty exists and (DisplayQty less than OrderQty) then a More Quantity exists and the
FX Matching order quantity = DisplayQty(1138)
FX Matching More Quantity = QrderQty(38) - DisplayQty(1138)
If DisplayQty is not present or if DisplayQty=0 or if DisplayQty=OrderQty then
FX Matching order quantity =OrderQty(38)
FX Matching More Quantity=0