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. |
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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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