Added in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| 398 | NoBidDescriptors | Used if BidType=”Non Disclosed” | FIX.4.4 | ||
| 399 | BidDescriptorType | Required if NoBidDescriptors > 0. Must be first field in repeating group. | FIX.4.4 | ||
| 400 | BidDescriptor | FIX.4.4 | |||
| 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. | FIX.4.4 | ||
| 404 | LiquidityValue | Value between LiquidityPctLow and LiquidityPctHigh in Currency | FIX.4.4 | ||
| 441 | LiquidityNumSecurities | Number of Securites between LiquidityPctLow and LiquidityPctHigh in Currency | FIX.4.4 | ||
| 402 | LiquidityPctLow | Liquidity indicator or lower limit if LiquidityNumSecurities > 1 | FIX.4.4 | ||
| 403 | LiquidityPctHigh | Upper liquidity indicator if LiquidityNumSecurities > 1 | FIX.4.4 | ||
| 405 | EFPTrackingError | Eg Used in EFP (Exchange For Physical) trades 12% | FIX.4.4 | ||
| 406 | FairValue | Used in EFP trades | FIX.4.4 | ||
| 407 | OutsideIndexPct | Used in EFP trades | FIX.4.4 | ||
| 408 | ValueOfFutures | Used in EFP trades | FIX.4.4 |