FIX.Latest_EP287 Message

Quote [type 'S']

<Quot>

The Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting markets.

Pedigree Added FIX.4.0

Expand Components | Collapse Components

Field or ComponentField NameAbbr NameReq'dCommentsPedigree
ComponentStandardHeaderHdrYMsgType = SAdded FIX.4.0
131QuoteReqIDReqID Required when quote is in response to a QuoteRequest(35=R) message.Added FIX.4.0 Updated EP159
117QuoteIDQIDYAdded FIX.4.0
390BidIDBidID Unique identifier for the bid side of the quote.Added EP144
1867OfferIDOfrID Unique identifier for the ask side of the quote.Added EP144
1751SecondaryQuoteIDQID2 Can be used when modifying an existing quote.Added EP126
1166QuoteMsgIDQtMsgID Optionally used to supply a message identifier for a quote.Added EP-1
693QuoteRespIDRspID Required when responding to the QuoteResponse(35=AJ) message. The counterparty specified ID of the QuoteResponse(35=AJ) message.Added FIX.4.4 Updated EP144
1080RefOrderIDRefOrdID May be used to refer to a related quote.Added EP265
1081RefOrderIDSourceRefOrdIDSrc Conditionally required if RefOrderID(1080) is specified.Added EP265
537QuoteTypeTyp If not specified, the default is an indicative quote.Added FIX.4.3 Updated EP144
2403QuoteModelTypeQModelTyp Added EP184
1171PrivateQuotePrvtQt Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed.Added EP-1
2837SingleQuoteIndicatorSnglQteInd Added EP253
ComponentQuotQualGrpQuotQual Added FIX.4.4
828TrdTypeTrdTyp Added EP258
2115NegotiationMethodNegottnMeth Added EP168
301QuoteResponseLevelRspLvl Added FIX.4.2 Updated EP144
ComponentQuoteAttributeGrpQteAttrib May be used by the quote provider to indicate pre-trade transparency waiver determination in the context of MiFID II.Added EP229
ComponentValueChecksGrpValuChk Added EP144
ComponentPartiesPty Added FIX.4.3 Updated EP144
336TradingSessionIDSesID Added FIX.4.2
625TradingSessionSubIDSesSub Added FIX.4.3
ComponentInstrumentInstrmtYAdded FIX.4.3 Updated EP144
ComponentFinancingDetailsFinDetls Added FIX.4.4 Updated EP144
ComponentUndInstrmtGrpUndly Added FIX.4.4 Updated EP144
54SideSide Required for 1-sided tradeable or counter quotes of single instruments. Omit for 2-sided tradeable quote.Added FIX.4.4 Updated EP282
ComponentOrderQtyDataOrdQty Conditionally required for Tradeable or Counter quotes of single instruments when applicable for the type of instrument.Added FIX.4.4 Updated EP258
63SettlTypeSettlTyp Added FIX.4.3
64SettlDateSettlDt Can be used with forex quotes to specify a specific value date.
For NDFs this is required.
Added FIX.4.1 Updated EP82
193SettlDate2SettlDt2 Can be used with OrdType = Forex - Swap to specify the value date for the future portion of a F/X swap.Added FIX.4.1 Deprecated FIX.5.0
192OrderQty2Qty2 Can be used with OrdType = Forex - Swap to specify the order quantity for the future portion of a F/X swap.Added FIX.4.1 Deprecated FIX.5.0
15CurrencyCcy Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quotedAdded FIX.4.2
2897CurrencyCodeSourceCcySrc Added EP273
120SettlCurrencySettlCcy Required for NDFs to specify the settlement currency (fixing currency).Added EP82
2899SettlCurrencyCodeSourceSettlCcySrc Added EP273
ComponentRateSourceRtSrc Added EP82
ComponentStipulationsStip Added FIX.4.4 Updated EP144
1AccountAcct Added FIX.4.3
660AcctIDSourceAcctIDSrc Added FIX.4.4
581AccountTypeAcctTyp Added FIX.4.3 Updated EP144
522OwnerTypeOwnerTyp Added EP253
377SolicitedFlagSolFlag Added EP253
ComponentLegQuotGrpQuot Required for multileg quotesAdded FIX.4.4
132BidPxBidPx If F/X quote, should be the all-in rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.Added FIX.4.0
133OfferPxOfrPx If F/X quote, should be the all-in rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.Added FIX.4.0
645MktBidPxMktBidPx Can be used by markets that require showing the current best bid and offerAdded FIX.4.3
646MktOfferPxMktOfrPx Can be used by markets that require showing the current best bid and offerAdded FIX.4.3
647MinBidSizeMinBidSz Used for markets that use a minimum and maximum bid size.Added FIX.4.3 Updated EP144
134BidSizeBidSz If MinBidSize(647) is specified, BidSize(134) is interpreted to contain the maximum bid size.Added FIX.4.0 Updated EP144
1749TotalBidSizeTotBidSz Added EP126
648MinOfferSizeMinOfrSz Used for markets that use a minimum and maximum offer size.Added FIX.4.3 Updated EP144
135OfferSizeOfrSz If MinOfferSize(648) is specified, OfferSize(135) is interpreted to contain the maximum offer size.Added FIX.4.0 Updated EP144
1750TotalOfferSizeTotOfrSz Added EP126
110MinQtyMinQty For use in private/directed quote negotiations.Added EP-1
1629ExposureDurationExpsreDur Added EP159
1916ExposureDurationUnitExpsreDurUnit Added EP159
62ValidUntilTimeValidUntilTm The time when the quote will expireAdded FIX.4.0
188BidSpotRateBidSpotRt Added FIX.4.1 Updated EP144
190OfferSpotRateOfrSpotRt Added FIX.4.1 Updated EP144
189BidForwardPointsBidFwdPnts Added FIX.4.1 Updated EP144
191OfferForwardPointsOfrFwdPnts Added FIX.4.1 Updated EP144
1065BidSwapPointsBidSwapPnts Added EP-1 Updated EP144
1066OfferSwapPointsOfrSwapPnts Added EP-1
631MidPxMidPx Added FIX.4.3
632BidYieldBidYld Added FIX.4.3
633MidYieldMidYld Added FIX.4.3
634OfferYieldOfrYld Added FIX.4.3
60TransactTimeTxnTm Added FIX.4.1
ComponentTrdRegTimestampsTrdRegTS Added EP263
40OrdTypeOrdTyp Can be used to specify the type of order the quote is forAdded FIX.4.1
642BidForwardPoints2BidFwdPnts2 Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative valueAdded FIX.4.3 Deprecated FIX.5.0
643OfferForwardPoints2OfrFwdPnts2 Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative valueAdded FIX.4.3 Deprecated FIX.5.0
656SettlCurrBidFxRateSettlCurrBidFxRt Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this quote messageAdded FIX.4.3
657SettlCurrOfferFxRateSettlCurrOfrFxRt Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this quote messageAdded FIX.4.3
156SettlCurrFxRateCalcSettlCurrFxRtCalc Can be used when the quote is provided in a currency other than the instruments trading currency.Added FIX.4.3
ComponentCommissionDataComm Can be used to show the counterparty the commission associated with the transaction.Added EP204
582CustOrderCapacityCustCpcty Added FIX.4.3 Updated EP144
100ExDestinationExDest Used when routing quotes to multiple marketsAdded FIX.4.3
1133ExDestinationIDSourceExDestIDSrc Added EP-1
775BookingTypeBkngTyp Added EP78
528OrderCapacityCpcty Added FIX.4.4
529OrderRestrictionsRstctions Added EP78
1934RegulatoryReportTypeRegRptTyp Added EP261
423PriceTypePxTyp Added FIX.4.4
ComponentPriceQualifierGrpPxQual Added EP230
2533BidSpreadBidSpread SpreadOrBenchmarkCurveData component may be used to specify the benchmark.Added EP194
2534OfferSpreadOfrSpread SpreadOrBenchmarkCurveData component may be used to specify the benchmark.Added EP194
ComponentSpreadOrBenchmarkCurveDataSprdBnchmkCurve Spread(218) may be used for a mid-spread value.Added FIX.4.4 Updated EP194
ComponentRelativeValueGrpReltvVal Added EP194
ComponentYieldDataYield Added FIX.4.4
ComponentRoutingGrpRtg Added EP194
1937TradeContinuationTrdContntn May be used to indicate the quote/negotiation is for the specified post-execution trade continuation or lifecycle event.Added EP258
2374TradeContinuationTextTrdContntnTxt Added EP258
2372EncodedTradeContinuationTextLenEncTrdContntnTextLen Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it.Added EP258
2371EncodedTradeContinuationTextEncTrdContntnText Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field.Added EP258
2362SelfMatchPreventionIDSlfMtchPrvntnID Added EP218
2964SelfMatchPreventionInstructionSlfMtchPrvntnInst Added EP280
1685ThrottleInstThrttlInst Added EP116
376ComplianceIDComplianceID Added EP185
2404ComplianceTextComplianceTxt Added EP185
2351EncodedComplianceTextLenEncComplianceTxtLen Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it.Added EP185
2352EncodedComplianceTextEncComplianceTxt Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field.Added EP185
58TextTxt Added FIX.4.3
354EncodedTextLenEncTxtLen Must be set if EncodedText field is specified and must immediately precede it.Added FIX.4.3
355EncodedTextEncTxt Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.Added FIX.4.3
443StrikeTimeStrkTm Conditionally required when QuoteQual(695) = d (Deferred spot) is specified.Added EP226
ComponentStandardTrailerTrlrYAdded FIX.4.0