Used In

For Fixed Income, used instead of LegQty <687> (687) or LegOrderQty <685> (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.

Valid values:

1 = Par For Par

2 = Modified Duration

4 = Risk

5 = Proceeds

• Execution Report <8>

• Multileg Order Cancel/Replace <AC>

• New Order Multileg <AB>

• Quote <S>

• Quote Request <R>

• Quote Request Reject <AG>

• Quote Response <AJ>

• Quote Status Report <AI>

• Security List <y>

• Trade Capture Report <AE>

• Trade Capture Report Ack <AR>

Onix Solutions