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

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Field or ComponentField NameReq'dCommentsDepr.
ComponentStandardHeader

MsgType = b (lowercase)

 
131QuoteReqID 

Required when acknowledgment is in response to a Quote Request message

 
117QuoteID 

Required when acknowledgment is in response to a Quote message

 
297QuoteAckStatus

Status of the quote acknowledgement.

 
300QuoteRejectReason 

Reason Quote was rejected.

 
301QuoteResponseLevel 

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

 
336TradingSessionID  
58Text  
Repeating Group 296NoQuoteSets 

The number of sets of quotes in the message

 
302QuoteSetID 

First field in repeating group. Required if NoQuoteSets > 0

 
311UnderlyingSymbol 

Required if NoQuoteSets > 0

 
312UnderlyingSymbolSfx  
309UnderlyingSecurityID  
305UnderlyingIDSource  
310UnderlyingSecurityType  
313UnderlyingMaturityMonthYear 

Required if UnderlyingMaturityDay is specified.

 
314UnderlyingMaturityDay  
315UnderlyingPutOrCall  
316UnderlyingStrikePrice  
317UnderlyingOptAttribute  
436UnderlyingContractMultiplier 

For Fixed Income, Convertible Bonds, Derivatives, etc.

 
435UnderlyingCouponRate 

For Fixed Income.

 
308UnderlyingSecurityExchange  
306UnderlyingIssuer  
362EncodedUnderlyingIssuerLen 

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

 
363EncodedUnderlyingIssuer 

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

 
307UnderlyingSecurityDesc  
364EncodedUnderlyingSecurityDescLen 

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

 
365EncodedUnderlyingSecurityDesc 

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

 
304TotQuoteEntries 

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 295NoQuoteEntries 

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

 
299QuoteEntryID 

Uniquely identifies the quote as part of a QuoteSet.

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

 
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.

 
368QuoteEntryRejectReason 

Reason Quote Entry was rejected.

 
end Repeating Group
end Repeating Group
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