FIX Protocol Tag 387: TotalVolumeTraded

TotalVolumeTraded is a quantity field used in 5 FIX message types, including Market Data Snapshot Full Refresh (35=W), Market Data Incremental Refresh (35=X) and Trading Session List (35=BJ). It is defined in FIX 4.2 to 5.0 SP2.

Tag number: 387
Data type: QTY
FIX versions: FIX 4.2 to 5.0 SP2
Used in: 5 message types

Tag 387 in each FIX version

Values and message usage as defined in a specific version.

Data type

QTY: A decimal number of units, such as shares or contracts.

Example

387=1000

Illustrative value. In a message, fields are separated by the SOH character (0x01), often shown as | or ^ in logs.

Decode a message with this tag

Message types that use tag 387

Market Data Snapshot Full Refresh 35=W
Market Data Incremental Refresh 35=X
Trading Session List 35=BJ
Trading Session List Update Report 35=BS
Trading Session Status 35=h

Covers every version from FIX 4.0 to 5.0 SP2, including fields reached through components and repeating groups. The version pages above show whether the tag is required in each message.

Field and message data comes from the QuickFIX data dictionaries for FIX 4.0 to 5.0 SP2 and FIXT 1.1, used under the QuickFIX Software License. This product includes software developed by quickfixengine.org (http://www.quickfixengine.org/). Enumerated value names are converted to plain text for reading.