FIX Version FIX.5.0SP2 Extension Pack EP159

Approval Date 2012-08-30T00:00:00

Description GFIC Multi-Dealer Quote Contribution and Negotiation Extensions




Field Changes

Updated Fields

TagNameTypeDescriptionAssociatedDataTagAbbrNameBaseCategoryBaseCategoryAbbrNameNotReqXMLEnumDatatypeUnionDataType
1629This is the time in seconds of a "Good for Time" (GFT) TimeInForce. Positive integer value which represents the time is seconds in which the new order remains active in the market before it is automatically cancelled (e.g. expired). Bi-lateral agreements will dictate the maximum value of this field. It is assumed that most systems will impose a max limit of 86,400 seconds (i.e. 24 hours). For Quotes: The period of time a quoted price is tradable(i.e. on-the-wire) before it becomes indicative (i.e. off-the-wire).


New Fields

TagNameTypeDescriptionAssociatedDataTagAbbrNameBaseCategoryBaseCategoryAbbrNameNotReqXMLEnumDatatypeUnionDataType
1913NumOfCompetitorsintThe number of competing Respondents (e.g. dealers) to receive a quote request (either via the QuoteRequest(35=R) or via other means).NumCmptors0
1914ResponseTimeUTCTimestampThe time by which a meaningful response should arrive back (always expressed in UTC (Universal Time Coordinated, also known as "GMT").RspTm0
1915QuoteDisplayTimeUTCTimestampTime by which the quote will be displayed.QuotDsplyTm0
1916ExposureDurationUnitintTime unit in which the ExposureDuration(1629) is expressed.ExpsreDurUnit01429
1917CoverPricePriceThe best quoted price received among those not traded.CoverPx0



Enumerations

Updated Enumerations

TagValueSymbolicNameGroupSortDescriptionDefinition
6944
6945Done away
6947End trade
6948Timed out

Enumerations Added

TagValueSymbolicNameGroupSortDescriptionDefinition
6949Tied9Tied
69410TiedCover10Tied cover

Message/Component Content

Message/Components Content Changes

ComponentIDTagTextIndentPositionReqdDescription
6962The time when the QuoteResponse(35=AJ) will expire. Required for FI when the QuoteRespType(694) is either 1 (Hit/Lift) or 2 (Counter quote) to indicate to the respondent when the offer is valid until.
9526
911Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: o QuoteID(117) of a single Quote(35=S) o QuoteEntryID(299) of a MassQuote(35=i) o BidID(390) or OfferID(1867) of a two-sided Quote(35=S)
91166 In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i)
27131Required when quote is in response to a QuoteRequest(35=R) message.
2045126The time when the request for quote or negotiation dialog will expire.
2143162918.3The (minimum or suggested) period of time a quoted price is to be tradable before it becomes indicative. (i.e. quoted price becomes off-the-wire).

Messages/Components  Content Added

ComponentIDTagTextIndentPositionReqdDescription
691917073.50
9116606.50In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i)
919170161.70
271629046.50
271916046.70
20451913111.50
20451914138.30
20451915138.50
20451629138.70The (minimum or suggested) period of time a quote price is tradable before it becomes indicative (i.e. off-the-wire).
20451916138.90
531916083.150
91916069.30
621916079.30
521916079.150
611916076.30
141916061.30
171916066.30
20301916163.30
20311916120.30
20321916131.30
21431916018.50