In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose.
Added
FIX.4.0
Expand Components | Collapse Components
Field or Component | Field Name | Req'd | Comments | Depr. |
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Component | StandardHeader |
MsgType = R |
131 | QuoteReqID |
Repeating Group 146 | NoRelatedSym |
Number of related symbols in Request |
55 | Symbol |
Must be the first field in the repeating group. | |||
65 | SymbolSfx |
Can be repeated multiple times if message is related to multiple symbols. | |||
48 | SecurityID |
Can be repeated multiple times if message is related to multiple symbols. | |||
22 | IDSource |
Can be repeated multiple times if message is related to multiple symbols. | |||
167 | SecurityType |
Must be specified if a Future or Option. If a Future:Symbol, SecurityType, and MaturityMonthYear are required. If an Option:Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. | |||
200 | MaturityMonthYear |
Specifiesthe month and year of maturity. Required if MaturityDay is specified. | |||
205 | MaturityDay |
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. | |||
201 | PutOrCall |
For Options. | |||
202 | StrikePrice |
For Options. | |||
206 | OptAttribute |
For Options. | |||
231 | ContractMultiplier |
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. | |||
223 | CouponRate |
For Fixed Income. | |||
207 | SecurityExchange |
Can be used to identify the security. | |||
106 | Issuer |
Can be repeated multiple times if message is related to multiple symbols. | |||
348 | EncodedIssuerLen |
Must be set if EncodedIssuer field is specified and must immediately precede it. | |||
349 | EncodedIssuer |
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | |||
107 | SecurityDesc |
Can be repeated multiple times if message is related to multiple symbols. | |||
350 | EncodedSecurityDescLen |
Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | |||
351 | EncodedSecurityDesc |
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | |||
140 | PrevClosePx |
Useful for verifying security identification | |||
303 | QuoteRequestType |
Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. | |||
336 | TradingSessionID | ||||
54 | Side |
If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap | |||
38 | OrderQty | ||||
64 | FutSettDate |
Can be used with forex quotes to specify the desired "value date" | |||
40 | OrdType |
Can be used to specify the type of order the quote request is for | |||
193 | FutSettDate2 |
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. | |||
192 | OrderQty2 |
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. | |||
126 | ExpireTime |
The time when Quote Request will expire. | |||
60 | TransactTime |
Time transaction was entered | |||
15 | Currency |
Can be used to specify the currency of the quoted price. |
end Repeating Group |
Component | StandardTrailer |
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