Message QuoteAcknowledgement

FIX.4.2 Message

QuoteAcknowledgement [type 'b']

An optional response to Quote, Mass Quote, Quote Cancel, and Quote Request message is the Quote Acknowledgement message.

Added FIX.4.2

	Field or Component	Field Name	Req'd	Comments	Depr.

Field or Component

Field Name

Req'd

Comments

Depr.

8	BeginString	FIX.4.2 (Always unencrypted, must be first field in message)
9	BodyLength	(Always unencrypted, must be second field in message)
35	MsgType	(Always unencrypted, must be third field in message)
49	SenderCompID	(Always unencrypted)
56	TargetCompID	(Always unencrypted)
115	OnBehalfOfCompID	Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
128	DeliverToCompID	Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
90	SecureDataLen	Required to identify length of encrypted section of message. (Always unencrypted)
91	SecureData	Required when message body is encrypted. Always immediately follows SecureDataLen field.
34	MsgSeqNum	(Can be embedded within encrypted data section.)
50	SenderSubID	(Can be embedded within encrypted data section.)
142	SenderLocationID	Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)
57	TargetSubID	"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)
143	TargetLocationID	Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)
116	OnBehalfOfSubID	Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)
144	OnBehalfOfLocationID	Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)
129	DeliverToSubID	Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)
145	DeliverToLocationID	Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)
43	PossDupFlag	Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
97	PossResend	Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)
52	SendingTime	(Can be embedded within encrypted data section.)
122	OrigSendingTime	Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)
212	XmlDataLen	Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)
213	XmlData	Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Appendix M – FIXML Support
347	MessageEncoding	Type of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used.
369	LastMsgSeqNumProcessed	The last MsgSeqNum value received and processed. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.
370	OnBehalfOfSendingTime	Used when a message is sent via a "hub" or "service bureau". If A sends to Q (the hub) who then sends to B via a separate FIX session, then when Q sends to B the value of this field should represent the SendingTime on the message A sent to Q. (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

end Component

131

QuoteReqID

Required when acknowledgment is in response to a Quote Request message

117

QuoteID

Required when acknowledgment is in response to a Quote message

297

QuoteAckStatus

Status of the quote acknowledgement.

300

QuoteRejectReason

Reason Quote was rejected.

301

QuoteResponseLevel

Level of Response requested from receiver of quote messages. Is echoed back to the counterparty.

First field in repeating group. Required if NoQuoteSets > 0

311

UnderlyingSymbol

Required if NoQuoteSets > 0

UnderlyingSecurityType

313

UnderlyingMaturityMonthYear

Required if UnderlyingMaturityDay is specified.

314

UnderlyingMaturityDay

315

UnderlyingPutOrCall

316

UnderlyingStrikePrice

317

UnderlyingOptAttribute

436

UnderlyingContractMultiplier

For Fixed Income, Convertible Bonds, Derivatives, etc.

435

UnderlyingCouponRate

For Fixed Income.

308

UnderlyingSecurityExchange

306

UnderlyingIssuer

362

EncodedUnderlyingIssuerLen

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

363

EncodedUnderlyingIssuer

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

307

UnderlyingSecurityDesc

364

EncodedUnderlyingSecurityDescLen

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

365

EncodedUnderlyingSecurityDesc

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

304

TotQuoteEntries

Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set.

Required if NoQuoteEntries > 0

Repeating Group 295

NoQuoteEntries

The number of quotes for this Symbol (QuoteSet) that follow in this message.

299

QuoteEntryID

Uniquely identifies the quote as part of a QuoteSet.

First field in repeating group. Required if NoQuoteEntries > 0.

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.

For Options.

For Options.

For Options.

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

For Fixed Income.

Can be used to identify the security.

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.

368

QuoteEntryRejectReason

Reason Quote Entry was rejected.

end Repeating Group

93	SignatureLength	Required when trailer contains signature. Note: Not to be included within SecureData field
89	Signature	Note: Not to be included within SecureData field
10	CheckSum	(Always unencrypted, always last field in message)