MsgType = k (lowercase)
The BidRequest Message can be used in one of two ways depending on which market conventions are being followed.
Added
FIX.4.2
Expand Components | Collapse Components
| Field or Component | Field Name | Req'd | Comments | Depr. |
|---|
| Component | StandardHeader | |
MsgType = k (lowercase) |
| 390 | BidID |
Required to relate the bid response | ||
| 391 | ClientBidID | | ||
| 374 | BidRequestTransType | |
Identifies the Bid Request message transaction type | |
| 392 | ListName | |||
| 393 | TotalNumSecurities | | ||
| 394 | BidType | |
e.g. "Non Disclosed", "Disclosed", No Bidding Process | |
| 395 | NumTickets |
Total number of tickets/allocations assuming fully executed | ||
| 15 | Currency |
Used to represent the currency of monetary amounts. | ||
| 396 | SideValue1 |
Expressed in Currency | ||
| 397 | SideValue2 |
Expressed in Currency |
| Repeating Group 398 | NoBidDescriptors |
Used if BidType="Non Disclosed" |
| 399 | BidDescriptorType |
Required if NoBidDescriptors > 0. Must be first field in repeating group. | ||
| 400 | BidDescriptor | |||
| 401 | SideValueInd |
Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. | ||
| 404 | LiquidityValue |
Value between LiquidityPctLow and LiquidityPctHigh in Currency | ||
| 441 | LiquidityNumSecurities |
Number of Securites between LiquidityPctLow and LiquidityPctHigh in Currency | ||
| 402 | LiquidityPctLow |
Liquidity indicator or lower limit if LiquidityNumSecurities > 1 | ||
| 403 | LiquidityPctHigh |
Upper liquidity indicator if LiquidityNumSecurities > 1 | ||
| 405 | EFPTrackingError |
Eg Used in EFP (Exchange For Physical) trades 12% | ||
| 406 | FairValue |
Used in EFP trades | ||
| 407 | OutsideIndexPct |
Used in EFP trades | ||
| 408 | ValueOfFutures |
Used in EFP trades |
| end Repeating Group |
| Repeating Group 420 | NoBidComponents |
Used if BidType="Disclosed" |
| 66 | ListID |
Required if NoBidComponents > 0. Must be first field in repeating group. | ||
| 54 | Side |
When used in request for a "Disclosed" bid indicates that bid is required on assumption that SideValue1 is Buy or Sell. SideValue2 can be derived by inference. | ||
| 336 | TradingSessionID |
Indicates off-exchange type activities for Detail. | ||
| 430 | NetGrossInd |
Indicates Net or Gross for selling Detail. | ||
| 63 | SettlmntTyp |
Indicates order settlement period for Detail. | ||
| 64 | FutSettDate | |||
| 1 | Account |
| end Repeating Group |
| 409 | LiquidityIndType | |||
| 410 | WtAverageLiquidity |
Overall weighted average liquidity expressed as a % of average daily volume | ||
| 411 | ExchangeForPhysical | |||
| 412 | OutMainCntryUIndex |
% value of stocks outside main country in Currency | ||
| 413 | CrossPercent |
% of program that crosses in Currency | ||
| 414 | ProgRptReqs | |||
| 415 | ProgPeriodInterval |
Time in minutes between each ListStatus report sent by SellSide. Zero means don’t send status. | ||
| 416 | IncTaxInd |
Net/Gross | ||
| 121 | ForexReq |
Is foreign exchange required | ||
| 417 | NumBidders |
Indicates the total number of bidders on the list | ||
| 75 | TradeDate | |||
| 418 | TradeType | | ||
| 419 | BasisPxType | | ||
| 443 | StrikeTime |
Used when BasisPxType = "C" | ||
| 58 | Text | |||
| 354 | EncodedTextLen |
Must be set if EncodedText field is specified and must immediately precede it. | ||
| 355 | EncodedText |
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. |
| Component | StandardTrailer | |
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