Used if BidType="Non Disclosed"
Added
FIX.4.4
Expand Components | Collapse Components
| Field or Component | Field Name | FIXML name | Req'd | Comments | Depr. |
|---|
| Repeating Group 398 | NoBidDescriptors |
Used if BidType="Non Disclosed" |
| 399 | BidDescriptorType | @BidDescptrTyp |
Required if NoBidDescriptors > 0. Must be first field in repeating group. | ||
| 400 | BidDescriptor | @BidDescptr | |||
| 401 | SideValueInd | @SideValuInd |
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 | @LqdtyValu |
Value between LiquidityPctLow and LiquidityPctHigh in Currency | ||
| 441 | LiquidityNumSecurities | @LqdtyNumSecurities |
Number of Securites between LiquidityPctLow and LiquidityPctHigh in Currency | ||
| 402 | LiquidityPctLow | @LqdtyPctLow |
Liquidity indicator or lower limit if LiquidityNumSecurities > 1 | ||
| 403 | LiquidityPctHigh | @LqdtyPctHigh |
Upper liquidity indicator if LiquidityNumSecurities > 1 | ||
| 405 | EFPTrackingError | @EFPTrkngErr |
Eg Used in EFP (Exchange For Physical) trades 12% | ||
| 406 | FairValue | @FairValu |
Used in EFP trades | ||
| 407 | OutsideIndexPct | @OutsideNdxPct |
Used in EFP trades | ||
| 408 | ValueOfFutures | @ValuOfFuts |
Used in EFP trades |
| end Repeating Group |
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