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
Expand Components | Collapse Components
Field or Component | Field Name | Req'd | Comments | Depr. |
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Component | StandardHeader |
MsgType = S |
131 | QuoteReqID |
Required when quote is in response to a Quote Request message | |||
117 | QuoteID | ||||
301 | QuoteResponseLevel |
Level of Response requested from receiver of quote messages. | |||
336 | TradingSessionID | ||||
55 | Symbol | ||||
65 | SymbolSfx | ||||
48 | SecurityID | ||||
22 | IDSource | ||||
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 | ||||
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 | ||||
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. | |||
132 | BidPx |
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. | |||
133 | OfferPx |
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. | |||
134 | BidSize | ||||
135 | OfferSize | ||||
62 | ValidUntilTime | ||||
188 | BidSpotRate |
May be applicable for F/X quotes | |||
190 | OfferSpotRate |
May be applicable for F/X quotes | |||
189 | BidForwardPoints |
May be applicable for F/X quotes | |||
191 | OfferForwardPoints |
May be applicable for F/X quotes | |||
60 | TransactTime | ||||
64 | FutSettDate |
Can be used with forex quotes to specify a specific "value date" | |||
40 | OrdType |
Can be used to specify the type of order the quote 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. | |||
15 | Currency |
Can be used to specify the currency of the quoted price. |
Component | StandardTrailer |
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