Tag | Name | Type | Required | Description |
---|---|---|---|---|
398 | NumInGroup | Number of BidDescriptor (400) entries.
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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
|