FIX.4.2 Message

Quote [type 'S']

The quote message is used as the response to a Quote Request message and can be used to publish unsolicited quotes.


Added  FIX.4.0

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Field or ComponentField NameReq'dCommentsDepr.
ComponentStandardHeader

MsgType = S

 
131QuoteReqID 

Required when quote is in response to a Quote Request message

 
117QuoteID 
301QuoteResponseLevel 

Level of Response requested from receiver of quote messages.

 
336TradingSessionID  
55Symbol 
65SymbolSfx  
48SecurityID  
22IDSource  
167SecurityType 

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.

 
200MaturityMonthYear 

Specifiesthe month and year of maturity. Required if MaturityDay is specified.

 
205MaturityDay 

Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.

 
201PutOrCall 

For Options.

 
202StrikePrice 

For Options.

 
206OptAttribute 

For Options.

 
231ContractMultiplier 

For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

 
223CouponRate 

For Fixed Income.

 
207SecurityExchange 

Can be used to identify the security.

 
106Issuer  
348EncodedIssuerLen 

Must be set if EncodedIssuer field is specified and must immediately precede it.

 
349EncodedIssuer 

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

 
107SecurityDesc  
350EncodedSecurityDescLen 

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

 
351EncodedSecurityDesc 

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

 
132BidPx 

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.

 
133OfferPx 

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.

 
134BidSize  
135OfferSize  
62ValidUntilTime  
188BidSpotRate 

May be applicable for F/X quotes

 
190OfferSpotRate 

May be applicable for F/X quotes

 
189BidForwardPoints 

May be applicable for F/X quotes

 
191OfferForwardPoints 

May be applicable for F/X quotes

 
60TransactTime  
64FutSettDate 

Can be used with forex quotes to specify a specific "value date"

 
40OrdType 

Can be used to specify the type of order the quote is for

 
193FutSettDate2 

Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.

 
192OrderQty2 

Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.

 
15Currency 

Can be used to specify the currency of the quoted price.

 
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