Bid Response (MsgType = l, FIXML = BidResponse)

The Bid Response (l) message can be used in one of two ways depending on which market conventions are being followed.

In the "Non disclosed" convention the Bid Response (l) message can be used to supply a bid based on the sector, country, index and liquidity information contained within the corresponding bid request message. See Appendix N - "Program/Basket/List Trading" of FIX Specification for an example.

In the "Disclosed" convention the Bid Response message can be used to supply bids based on the List Order Detail messages sent in advance of the corresponding Bid Request (k) message.

Tag Field Name FIXML Req'd Comments
<Standard Message Header> Y MsgType = l
390 BidID BidID N
391 ClientBidID ClientBidID N
420 NoBidComponents NoBidComps Y Number of bid repeating groups
=> 12 Commission CommAmt Y First element of price. Required if NoBidComponents (420) > 0.
=> 13 CommType CommType Y
=> 66 ListID ListID N
=> 421 Country Country N ISO Country Code
=> 54 Side Side N When used in response to a "Disclosed" request indicates whether SideValue1 (396) is Buy or Sell. SideValue2 (397) can be derived by inference.
=> 44 Price Price N Second element of price
=> 423 PriceType PriceType N
=> 406 FairValue FairValue N The difference between the value of a future and the value of the underlying equities after allowing for the discounted cash flows associated with the underlying stocks (E.g. Dividends etc).
=> 430 NetGrossInd NetGrossInd N Net/Gross
=> 63 SettlmntTyp Settlement N Indicates order settlement period for Detail.
=> 64 FutSettDate FutSettDate N
=> 336 TradingSessionID TrdSesID N
=> 58 Text Text N
=> 354 EncodedTextLen EncodedTextLen C Must be set if EncodedText (355) field is specified and must immediately precede it.
=> 355 EncodedText EncodedText C Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field.
<Standard Message Trailer> Y