Added in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
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 |