399 | | Int Enum | | Required if NoBidDescriptors > 0. Must be first field in repeating group
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400 | | String | | |
401 | | Int Enum | | 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
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404 | | Amount | | Value between LiquidityPctLow and LiquidityPctHigh in Currency
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441 | | Int | | Number of Securites between LiquidityPctLow and LiquidityPctHigh in Currency
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402 | | Percentage | | Liquidity indicator or lower limit if LiquidityNumSecurities > 1
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403 | | Percentage | | Upper liquidity indicator if LiquidityNumSecurities > 1
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405 | | Percentage | | Eg Used in EFP (Exchange For Physical) trades 12%
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406 | | Amount | | Used in EFP trades
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407 | | Percentage | | Used in EFP trades
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408 | | Amount | | Used in EFP trades
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