| ID |
Name |
Abbr |
Presence |
Description |
| 399 | BidDescriptorType | BidDescptrTyp |
optional |
SYNOPSIS:
Code to identify the type of BidDescriptor (400)
|
| 400 | BidDescriptor | BidDescptr |
optional |
SYNOPSIS:
BidDescriptor value. Usage depends upon BidDescriptorTyp (399).
If BidDescriptorType = 1
Industrials etc - Free text
If BidDescriptorType =2
"FR" etc - ISO Country Codes
If BidDescriptorType =3
FT00, FT250, STOX - Free text
|
| 401 | SideValueInd | SideValuInd |
optional |
SYNOPSIS:
Code to identify which "SideValue" the value refers to. SideValue and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.
|
| 404 | LiquidityValue | LqdtyValu |
optional |
SYNOPSIS:
Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency
|
| 441 | LiquidityNumSecurities | LqdtyNumSecurities |
optional |
SYNOPSIS:
Number of Securites between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency.
|
| 402 | LiquidityPctLow | LqdtyPctLow |
optional |
SYNOPSIS:
Liquidity indicator or lower limit if TotalNumSecurities (393) > . Represented as a percentage.
|
| 403 | LiquidityPctHigh | LqdtyPctHigh |
optional |
SYNOPSIS:
Upper liquidity indicator if TotalNumSecurities (393) > . Represented as a percentage.
|
| 405 | EFPTrackingError | EFPTrkngErr |
optional |
SYNOPSIS:
Eg Used in EFP trades 2% (EFP – Exchange for Physical ). Represented as a percentage.
|
| 406 | FairValue | FairValu |
optional |
SYNOPSIS:
Used in EFP trades
|
| 407 | OutsideIndexPct | OutsideNdxPct |
optional |
SYNOPSIS:
Used in EFP trades. Represented as a percentage.
|
| 408 | ValueOfFutures | ValuOfFuts |
optional |
SYNOPSIS:
Used in EFP trades
|