Structure

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

Used In