FIX Version FIX.5.0SP2 Extension Pack EP226

Approval Date 2017-01-18T17:00:00

Description Bloomberg Quote Negotiation




Field Changes

Updated Fields

TagNameTypeAssociatedDataTagAbbrNameBaseCategoryBaseCategoryAbbrNameNotReqXMLEnumDatatypeUnionDataTypeDescriptionElaborationDeprecated
443The time at which current market prices are used to determine the value of a basket. In negotiation workflows where a spread-to-benchmark price is negotiated, this is the pre-determined time at which the benchmark is to be spotted.
695Code to qualify Quote use and other aspects of price negotiation.





Enumerations

Enumerations Added

TagValueSymbolicNameGroupSortDescriptionElaboration
1041QuantityNegotiable28Quantity is negotiableWhen specified, the dealer may counter with a reduced quantity in its Quotes in response to QuoteRequest(35=R). All-or-none if omitted.
1042AllowLateBids29Allow late bidsWhen specified in QuoteRequest(35=R) the dealer may submit quotes after curtain time has elapsed.
1043ImmediateOrCounter30Immediate or counterWhen specified, the buy-side customer is permitted to counter a firm quote during wiretime.
1044AutoTrade31Auto tradeTrade is in an auto-trading mode whereby the best quote that satisfies user criteria as determined by the trading platform will be accepted automatically.
104aAutomaticSpot37Automatic spotAt completion of price negotiation based on spread the trading platform will propose a benchmark spot price which may be filled immediately by the dealer or countered.
104bPlatformCalculatedSpot38Platform calculated spotAt completion of price negotiation based on spread the trading platform will supply a benchmark spot price and immediately complete the trade reporting fill. There is no dealer last look.
104dDeferredSpot40Deferred spotAt a future time after completion of price negotiation based on spread and reported in StrikeTime(443) the trading platform will propose a benchmark spot price which may be filled immediately by the dealer or countered.
104nNegotiatedSpot50Negotiated spotOnce price negotiation based on spread is completed negotiation of the benchmark spot price proceeds immediately.

Message/Component Content

Messages/Components  Content Added

ComponentIDTagTextIndentPositionReqdDescription
9PaymentGrp0460
27443073.50Conditionally required when QuoteQual(695) = d (Deferred spot) is specified.
69443075.50Conditionally required when QuoteQual(695) = d (Deferred spot) is specified.
68443071.50Conditionally required when QuoteQual(695) = d (Deferred spot) is specified.
20454431460Conditionally required when QuoteQual(695) = d (Deferred spot) is specified.
20474431450Conditionally required when QuoteQual(695) = d (Deferred spot) is specified.