Tag | Name | Type | Description | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType |
---|---|---|---|---|---|---|---|---|---|---|
1629 | This 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). |
Tag | Name | Type | Description | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType |
---|---|---|---|---|---|---|---|---|---|---|
1913 | NumOfCompetitors | int | The number of competing Respondents (e.g. dealers) to receive a quote request (either via the QuoteRequest(35=R) or via other means). | NumCmptors | 0 | |||||
1914 | ResponseTime | UTCTimestamp | The time by which a meaningful response should arrive back (always expressed in UTC (Universal Time Coordinated, also known as "GMT"). | RspTm | 0 | |||||
1915 | QuoteDisplayTime | UTCTimestamp | Time by which the quote will be displayed. | QuotDsplyTm | 0 | |||||
1916 | ExposureDurationUnit | int | Time unit in which the ExposureDuration(1629) is expressed. | ExpsreDurUnit | 0 | 1429 | ||||
1917 | CoverPrice | Price | The best quoted price received among those not traded. | CoverPx | 0 |
Tag | Value | SymbolicName | Group | Sort | Description | Definition |
---|---|---|---|---|---|---|
694 | 4 | |||||
694 | 5 | Done away | ||||
694 | 7 | End trade | ||||
694 | 8 | Timed out |
Tag | Value | SymbolicName | Group | Sort | Description | Definition |
---|---|---|---|---|---|---|
694 | 9 | Tied | 9 | Tied | ||
694 | 10 | TiedCover | 10 | Tied cover |
ComponentID | TagText | Indent | Position | Reqd | Description |
---|---|---|---|---|---|
69 | 62 | The 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. | |||
9 | 526 | ||||
9 | 11 | Required 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) | |||
9 | 1166 | 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) | |||
27 | 131 | Required when quote is in response to a QuoteRequest(35=R) message. | |||
2045 | 126 | The time when the request for quote or negotiation dialog will expire. | |||
2143 | 1629 | 18.3 | The (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). |
ComponentID | TagText | Indent | Position | Reqd | Description |
---|---|---|---|---|---|
69 | 1917 | 0 | 73.5 | 0 | |
9 | 1166 | 0 | 6.5 | 0 | 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) |
9 | 1917 | 0 | 161.7 | 0 | |
27 | 1629 | 0 | 46.5 | 0 | |
27 | 1916 | 0 | 46.7 | 0 | |
2045 | 1913 | 1 | 11.5 | 0 | |
2045 | 1914 | 1 | 38.3 | 0 | |
2045 | 1915 | 1 | 38.5 | 0 | |
2045 | 1629 | 1 | 38.7 | 0 | The (minimum or suggested) period of time a quote price is tradable before it becomes indicative (i.e. off-the-wire). |
2045 | 1916 | 1 | 38.9 | 0 | |
53 | 1916 | 0 | 83.15 | 0 | |
9 | 1916 | 0 | 69.3 | 0 | |
62 | 1916 | 0 | 79.3 | 0 | |
52 | 1916 | 0 | 79.15 | 0 | |
61 | 1916 | 0 | 76.3 | 0 | |
14 | 1916 | 0 | 61.3 | 0 | |
17 | 1916 | 0 | 66.3 | 0 | |
2030 | 1916 | 1 | 63.3 | 0 | |
2031 | 1916 | 1 | 20.3 | 0 | |
2032 | 1916 | 1 | 31.3 | 0 | |
2143 | 1916 | 0 | 18.5 | 0 |