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Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
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| 146 | NoRelatedSym | InstReq | Y | Number of symbols (instruments) requested. | |||
| => | <Instrument> | Y |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" |
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| => | <InstrumentExtension> | N | |||||
| => | <FinancingDetails> | N |
Specifies the method under which a trade quantity was allocated. |
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| => | <UndInstrmtGrp> | N |
Free form text to specify additional information or enumeration description when a standard value does not apply. |
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| => | <InstrmtLegGrp> | N |
Relevant settled entity matrix source. |
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| => | <RelatedInstrumentGrp> | N |
The offer FX Swap points for an FX Swap. It is the "far offer forward points - near bid forward points". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 |
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| => | <SpreadOrBenchmarkCurveData> | N |
Identifies the number of parties identified with an instrument |
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| => | 15 | Currency | @Ccy | N |
Identifies currency used for price or quantity fields, depending on the asset class being traded. CurrencyCodeSource(2897) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. Absence of this field is interpreted as the default currency for the security as defined by the respective reference data. It is recommended that systems provide the currency value whenever possible. For securities trading and digital assets traded securities-style, identifies the currency used to denote the price. Absence of this field is interpreted as the default for the security. For Foreign Exchange (FX) and digital assets traded FX-style, identifies the dealt currency used to denominate the quantity related field(s). |
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| => | 2897 | CurrencyCodeSource | @CcySrc | N |
Identifies class or source of the Currency(15) value. |
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| => | 537 | QuoteType | @Typ | N |
Identifies the type of quote. An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. A counter quote is used in the negotiation model. See Volume 7 - Product: Fixed Income for example usage. |
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| => | 63 | SettlType | @SettlTyp | C |
For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. |
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| => | 64 | SettlDate | @SettlDt | C |
SettlType (specifying the tenor) or SettlDate must be specified. |
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| => | 271 | MDEntrySize | @Sz | N |
Quantity or volume represented by the Market Data Entry. In the context of the Market Data Request this allows the Initiator to indicate the quantity of the market data request. Specific to FX this field indicates the ceiling amount the customer is seeking prices for. |
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| => | 1500 | MDStreamID | @MDStrmID | N |
The identifier or name of the price stream. |
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