| Tag |
Field Name |
Req'd |
Comments |
| 398 |
NoBidDescriptors |
N |
Used if BidType="Non Disclosed" |
| => |
399 |
BidDescriptorType |
N |
Required if NoBidDescriptors > 0. Must be first field in repeating group. |
| => |
400 |
BidDescriptor |
N |
|
| => |
401 |
SideValueInd |
N |
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 |
N |
Value between LiquidityPctLow and LiquidityPctHigh in Currency |
| => |
441 |
LiquidityNumSecurities |
N |
Number of Securites between LiquidityPctLow and LiquidityPctHigh in Currency |
| => |
402 |
LiquidityPctLow |
N |
Liquidity indicator or lower limit if LiquidityNumSecurities > 1 |
| => |
403 |
LiquidityPctHigh |
N |
Upper liquidity indicator if LiquidityNumSecurities > 1 |
| => |
405 |
EFPTrackingError |
N |
Eg Used in EFP (Exchange For Physical) trades 12% |
| => |
406 |
FairValue |
N |
Used in EFP trades |
| => |
407 |
OutsideIndexPct |
N |
Used in EFP trades |
| => |
408 |
ValueOfFutures |
N |
Used in EFP trades |
