Orchimate 1.5.0 /
FIX4.2

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  • Documentation
    • Group

    BidDescReqGrp

    ID2006
    PedigreeAdded FIX.4.2
    Field
    Name
    Type
    Req'd
    Comments
    Pedigree
    398
    NoBidDescriptors
    int
    Added FIX.4.2
    399
    BidDescriptorType
    BidDescriptorTypeCodeSet
    Required if NoBidDescriptors > 0. Must be first field in repeating group.
    Added FIX.4.2
    400
    BidDescriptor
    String
    Added FIX.4.2
    401
    SideValueInd
    SideValueIndCodeSet
    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.
    Added FIX.4.2
    404
    LiquidityValue
    Amt
    Value between Liquidity1 and Liquidity2 in Currency
    Added FIX.4.2
    441
    LiquidityNumSecurities
    int
    Number of Securites between Liquidity1 and Liquidity2 in Currency
    Added FIX.4.2
    402
    LiquidityPctLow
    float
    Liquidity indicator or lower limit if LiquidityNumSecurities > 1
    Added FIX.4.2
    403
    LiquidityPctHigh
    float
    Upper liquidity indicator if LiquidityNumSecurities > 1
    Added FIX.4.2
    405
    EFPTrackingError
    float
    Eg Used in EFP (Exchange For Physical) trades 12%
    Added FIX.4.2
    406
    FairValue
    Amt
    Used in EFP trades
    Added FIX.4.2
    407
    OutsideIndexPct
    float
    Used in EFP trades
    Added FIX.4.2
    408
    ValueOfFutures
    Amt
    Used in EFP trades
    Added FIX.4.2
    Used in messages:

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