Optional tag which can be used to specify the NDF currency if there is ambiguity as to which currency is non deliverable.

Fixing time on the fixing date for the NDF contract. This is an optional field but must be expressed in local time with offset to UTC specified.

SWP, NDS only.

Offer Combined points (aka RHS points) for a SWAP/NDS. Points are scaled.

The mid points for the (SWAP/NDS) quote. Only provided where the client is in scope for Dodd Frank regulations. As the scope is subject to change all clients must be capable of accepting this tag. Points are scaled.

Optional maturity time for this leg if this is an NDF SSP.

Optional trading reference returned if supplied on the NewOrderSingle (35=D).

The mid swap points at execution for SWAP/NDS. This is only supplied for where compliance is required for Dodd-Frank regulations. Points are scaled.

Optional maturity time for this leg if this is an NDFSSP/NDS.

Indicates whether or not contra-currency amounts are truncated instead of rounded. Valid values:

• 'Y' - Truncated.
• 'N' - Rounded.

Indicates whether or not contra-currency amounts are truncated instead of rounded. Valid values:

• 'Y' - Truncated.
• 'N' - Rounded.

Indicates whether or not contra-currency amounts are truncated instead of rounded. Valid values:

• 'Y' - Truncated.
• 'N' - Rounded.

360T defines the following values in their API which are NOT used, but captured here as a precaution:

• NoBookOrderDueToAverageSpreadPrice - No preceding order in book as transaction price set within average spread of a liquid instrument.
• NoBookOrderDueToRefPrice - No preceding order in book as transaction price depends on system-set reference price for an illiquid instrument.
• NoBookOrderDueToOtherConditions - No preceding order in book as transaction price is for transaction subject to conditions other than current market price.
• NoPublicPriceDueToRefPrice - No public price for preceding order as public reference price was used for matching orders.

Execution Venue LEI Supported values:

• “549300ROEJDDAXM6LU05” = Bloomberg Trading Facility Limited (BMTF)
• “254900QBKK4WBSO3GE51” = Bloomberg Trading Facility Europe (BTFE)

The broad asset category for assessing risk exposure. Supported values:

• 2 = Currency
• 5 = Commodity (for Precious Metals)

Supported values:

• 1 = Liquidity Maker
• 2 = Liquidity Taker (Requirement for SEF)

Supported values:

• “NDF”
• “Forward”

Execution Venue LEI Supported values:

• “549300ROEJDDAXM6LU05” = Bloomberg Trading Facility Limited (BMTF)
• “254900QBKK4WBSO3GE51” = Bloomberg Trading Facility Europe (BTFE)

Supported values:

• “NDF”
• “Forward”

Whether a trade would result in an opening or closing position. Supported values: 

• 'O' = Open
• 'C' = Closed

Whether a trade would result in an opening or closing position. Supported values: 

• 'O' = Open
• 'C' = Closed

Whether a trade would result in an opening or closing position. Supported values: 

• 'O' = Open
• 'C' = Closed

Used between parties to convey trade reporting status. Supported values: 

• 0 = Trade has not (yet) been reported. Depending on the regulatory regime the trade is reportable and the recipient may be responsible for reporting.
• 6 = Trade has been or will be reported. Depending on the regulatory regime the recipient is not responsible for reporting.

Indicates whether the trade provided or removed liquidity from the market. Only applicable to trade notifications. Supported values: 

• 1 Added Liquidity
• 2 Removed Liquidity
• 3 Liquidity Routed Out
• 4 Auction
• 5 Unknown

Echo back on the tag is used for clients to disclose if the request was instigated by a trader or an automated system:

• ‘Y’ = Request instigated by a trader
• ‘N’ = Request instigated by an automated system

UTI

Indicates if the Order is aggressed. Supported values: 

• Y - Indicates aggressive trade
• N - Indicates passive trade
• HSFX - otherwise

Equivalent amount in USD

SettlCurrency

MinPriceIncrement

MaxShow

MinQty

VenueClOrdID

SettlCurrAmt

SettlCurrency

OrderQty

OrderQty2

CumQty

LeavesQty

AvgPx

UTI

OrderQty2

CumQty

LeavesQty

UTI

Indicates if the Order is aggressed. Supported values: 

• Y - Indicates aggressive trade
• N - Indicates passive trade
• HSFX - otherwise

Equivalent amount in USD

SettlCurrency

UTI

SolicitedFlag

ConfirmDelay

UTI

Indicates if the Order is aggressed. Supported values: 

• Y - Indicates aggressive trade
• N - Indicates passive trade
• HSFX - otherwise

Equivalent amount in USD

SettlCurrency

Allowed Values:

• FullAmount
• Sweepable

Optional Field:

Optional Field:

Current volatility in basis points

This will be populated only on trades (Tag 269=2) where a Quote
is on one side of the trade. The tag will not be populated when the
trade is between orders

Values:

I = Traded with Last Look

The expected maximum latency of response
 "0To1milliseconds" =  0 to 1 milliseconds :
"0To30Milliseconds" :  0 to 30 milliseconds: 
"0To100Milliseconds" = 0 to 100 milliseconds (default): 
"0To500Milliseconds"= 0 to 500 milliseconds: 
"0To3000Milliseconds" = from 0 to 3000 milliseconds

Indicates if order was sent manually.

Allowed Values:

Manual

Automated (Default)

Used to act upon the outcome when a self-match is detected and an order is prevented from trading against another order with the same tag 2362-SelfMatchPreventionID.

Allowed Values:

CancelNewest

CancelOldest (Default)

Indicates if order was sent manually.

Allowed Values:

Manual

Automated (Default)

Used to act upon the outcome when a self-match is detected and an order is prevented from trading against another order with the same tag 2362-SelfMatchPreventionID.

Allowed Values:

CancelNewest

CancelOldest (Default)

Flag indicating whether the cancel/replace supports iLink Order Cancel-Replace and In-Flight Mitigation to prevent overfilling. Once enabled in the order chain, IFMOverride cannot be disabled.

Y : Enabled

N : Disabled (Default)

Unique identifier linking spread summary fill notice with leg fill notice and trade cancel messages.

To uniquely identify each fill, Client System can concatenate: OrderID (37) + TradeDate (75) + SecExecID (527) 

Indicates if order was incoming or resting for the match event.

True : Aggressor

False: Resting

Fill Reason -This identifies the type of match algorithm

FutureHedge
ProRata
LMM
TOP
FIFO
CrossBMG
Covering
CrossBPM
Leveling
Aggressor
Leg
Opening
ImpliedOpening
FIFOPercent
InstitutionalPrioritization
PriceDiscretion

Optional field to request indicative prices only. The supported values are:

Y (Indicative)

N (Tradeable)

The default value is N (Tradeable)

Optional field to indicate support for dynamic price level changes by the Venue. The supported values are:

Y

N

The default value is Y

Optional field to indicate if the opposite side of the trade should be truncated. The supported values are:

Y

N

Optional field to indicate if the opposite side of the trade should be truncated. The supported values are:

Y

N

Optional field to indicate if the opposite side of the trade should be truncated. The supported values are:

Y

N

MDEntrySize

SettlementInstruction

QuoteEntryID

ClRefRequestId

ESP only, valid values: Y or N, when Y then no quotes will be received from FXSpotStream

on FXSpotStream a live market data subscription is required for all order types, however if the client wants to send Limit or Market orders they might not be interested in actually receiving the market data, in which case this can be enabled

also see PriceStreamType

ESP only, valid values: LIMIT or DEFAULT

on FXSpotStream a live market data subscription is required for all order types, if the client intends to use Limit or Market orders then this should be set to LIMIT, otherwise may be omitted or set to DEFAULT

also see NoMarketFeedback

Required field in Singlepoint session. Used to provide stream size/ quantity/ number of level of prices requested.

Defaulted to 0 in all other sessions [FullAmount/ CLIP/ VWAP] to stream full book.

MDEntrySize maps to OrderQty/ Tag38 in venue message.

Field is not required in FullAmount/ CLIP/ VWAP sessions but can be used to request MassQuote for a particular quantity.

Optional field to specify number of price levels you want to receive in a MassQuote.

Required Client identifier provided by CreditSuisse.

If a client choose to enable ExecutionMessage to send ExecAck in response to venue ExecReport, then TradeStatus is a required field to pass Rejected execution status.

Applicable field values are: '2: Client Declined', '3: Expired' and '4: Error'

Field mapped to TradeStatus/ Tag7226 in venue message.

Interest-Only Orders matchable immediately. Resting Orders.

'Y' or 'N' accepted

Firm feeds matchable immediately.

'Y' or 'N' accepted

Feeds requiring validity chack. Last Look.

'Y' or 'N' accepted

Whether this entry can be transacted by the viewer.

'Active': Tradable,unless conditions change.

'Indicative': blocked by rick limit or otherwise not tradable.

GTX-defined Categroy if permissioned:

'Local' Interest only orders matchable immediately

'National' Firm feeds matachable immediately

'Global' Feeds requiring validity check. Last look.

If 'Y' then partial fills may occur at prices beyond the requested limit price, if earlier partial fills occurred at a better price, as long as the overall avgPx remains better than  the requested limit price.

'Y' or 'N' accepted

If 'Y' then no partial fills will occur.

'Y' or 'N' accepted

If 'Y' then partial fills may occur at prices beyond the requested limit price, if earlier partial fills occurred at a better price, as long as the overall avgPx remains better than  the requested limit price.

'Y' or 'N' accepted

If 'Y',it gtx will match  any price, including GlobalScope feeds.

If 'N' gtx will only match with LocalScope and NationalScope. So No LastLook(GlobalScope) matches.

Describes wheter peg is static/fixed or floats. Valid values:

'Float' (default)

'Fixed'

Optional

StrategyParameterType: String

If the calculated peg price is not valid price for this market, specifies whether to round the price to be more or less aggressive.

'MoreAggressive': on a buy order round the price up to the nearest tick; on a sell order round down to the nearest tick.

'MorePassive': on a buy order round the price down to the nearest tick; on a sell order round the price up to the nearest tick.

Optional

StrategyParameterType: String

The scope of the 'related to' price of the peg:

'Global': default, peg to any tradable price.

'ExcludeLocal': When calculating peg price exclude local interest only orders (LocalScope) which may be small or otherwise not indicative of true market price.

Optional

StrategyParameterType: String

If 'Y' then partial fills may occur at prices beyond the requested limit price, if earlier partial fills occurred at a better price, as long as the overall avgPx remains better than  the requested limit price.

'Y' or 'N' accepted

If 'Y' then no partial fills will occur.

'Y' or 'N' accepted

If 'Y',it gtx will match  any price, including GlobalScope feeds.

If 'N' gtx will only match with LocalScope and NationalScope. So No LastLook(GlobalScope) matches.

If 'Y' then partial fills may occur at prices beyond the requested limit price, if earlier partial fills occurred at a better price, as long as the overall avgPx remains better than  the requested limit price.

'Y' or 'N' accepted

If 'Y' then no partial fills will occur.

'Y' or 'N' accepted

If 'Y',it gtx will match  any price, including GlobalScope feeds.

If 'N' gtx will only match with LocalScope and NationalScope. So No LastLook(GlobalScope) matches.