| Tag | Name | Type | Description | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType |
|---|---|---|---|---|---|---|---|---|---|---|
| 390 | BidID | For bid lists, unique identifier for BidResponse(35=I) as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. For quotes, unique identifier for the bid side of the quote assigned by the quote issuer. | BidID |
| Tag | Name | Type | Description | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType |
|---|---|---|---|---|---|---|---|---|---|---|
| 1867 | OfferID | String | Unique identifier for the ask side of the quote assigned by the quote issuer. | OfrID | 0 | |||||
| 1868 | NoValueChecks | NumInGroup | Number of value check entries. | 0 | ||||||
| 1869 | ValueCheckType | int | Type of value to be checked. | Typ | 0 | |||||
| 1870 | ValueCheckAction | int | Action to be taken for the ValueCheckType(1869). | Actn | 0 |
| Tag | Value | SymbolicName | Group | Sort | Description | Definition |
|---|---|---|---|---|---|---|
| 300 | 1 | Unknown symbol (security) | ||||
| 300 | 2 | Exchange (security) closed | ||||
| 300 | 5 | Unknown quote | ||||
| 300 | 6 | Duplicate quote | ||||
| 300 | 11 | Quote locked - unable to update/cancel | ||||
| 300 | 12 | Invalid or unknown security issuer | ||||
| 300 | 13 | Invalid or unknown issuer of underlying security |
| Tag | Value | SymbolicName | Group | Sort | Description | Definition |
|---|---|---|---|---|---|---|
| 1869 | 1 | PriceCheck | 1 | Price check | ||
| 1869 | 2 | NotionalValueCheck | 2 | Notional value check | ||
| 1870 | 0 | DoNotCheck | 0 | Do not check | ||
| 1870 | 1 | Check | 1 | Check | ||
| 1870 | 2 | BestEffort | 2 | Best effort | ||
| 300 | 14 | NotionalValueExceedsThreshold | 14 | Notional value exceeds threshold | ||
| 300 | 15 | PriceExceedsCurrentPriceBand | 15 | Price exceeds current price band | ||
| 300 | 16 | ReferencePriceNotAvailable | 16 | Reference price not available |
| ComponentID | ComponentType | CategoryID | Name | AbbrName | NotReqXML | Volume | Description |
|---|---|---|---|---|---|---|---|
| 2211 | BlockRepeating | Common | ValueChecksGrp | ValuChk | 0 | This component can be used by the message submitter to provide a list of value types to be checked by the counterparty or message recipient. |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 27 | 693 | Required when responding to the QuoteResponse(35=AJ) message. The counterparty specified ID of the QuoteResponse(35=AJ) message. | |||
| 27 | 537 | If not specified, the default is an indicative quote. | |||
| 27 | 301 | ||||
| 27 | Parties | ||||
| 27 | Instrument | ||||
| 27 | FinancingDetails | ||||
| 27 | UndInstrmtGrp | ||||
| 27 | Stipulations | ||||
| 27 | 581 | ||||
| 27 | 647 | Used for markets that use a minimum and maximum bid size. | |||
| 27 | 134 | If MinBidSize(647) is specified, BidSize(134) is interpreted to contain the maximum bid size. | |||
| 27 | 648 | Used for markets that use a minimum and maximum offer size. | |||
| 27 | 135 | If MinOfferSize(648) is specified, OfferSize(135) is interpreted to contain the maximum offer size. | |||
| 27 | 188 | ||||
| 27 | 190 | ||||
| 27 | 189 | ||||
| 27 | 191 | ||||
| 27 | 1065 | ||||
| 27 | 582 | ||||
| 68 | 117 | Contains the QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i). | |||
| 68 | 1166 | Contains the QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i). | |||
| 68 | 693 | Required when responding to a QuoteResponse(35=AJ) message. | |||
| 68 | 537 | If not specified, the default is an indicative quote. | |||
| 68 | Parties | ||||
| 68 | FinancingDetails | ||||
| 68 | UndInstrmtGrp | ||||
| 68 | OrderQtyData | Conditionally required for quotes of single instruments when QuoteType(537)=1(Tradeable). | |||
| 68 | 581 | ||||
| 68 | LegQuotStatGrp | Conditionally required for multileg quote status reports. | |||
| 68 | 647 | Used for markets that use a minimum and maximum bid size. | |||
| 68 | 134 | If MinBidSize(647) is specified, BidSize(134) is interpreted to contain the maximum bid size. | |||
| 68 | 648 | Used for markets that use a minimum and maximum offer size. | |||
| 68 | 135 | If MinOfferSize(648) is specified, OfferSize(135) is interpreted to contain the maximum offer size. | |||
| 68 | 188 | ||||
| 68 | 190 | ||||
| 68 | 189 | ||||
| 68 | 191 | ||||
| 68 | 582 | ||||
| 68 | 297 | ||||
| 68 | 300 |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 2211 | 1868 | 0 | 1 | 0 | |
| 2211 | 1869 | 1 | 2 | 0 | Required if NoValueChecks(1868) > 0. |
| 2211 | 1870 | 1 | 3 | 0 | Required if NoValueChecks(1868) > 0. |
| 27 | 390 | 0 | 3.001 | 0 | Unique identifier for the bid side of the quote. |
| 27 | 1867 | 0 | 3.002 | 0 | Unique identifier for the ask side of the quote. |
| 27 | ValueChecksGrp | 0 | 8.5 | 0 | |
| 68 | 390 | 0 | 4.001 | 0 | Contains the BidID(390) of a single Quote(35=S). |
| 68 | 1867 | 0 | 4.002 | 0 | Contains the QuoteID(1867) of a single Quote(35=S). |