An optional response to Quote, Mass Quote, Quote Cancel, and Quote Request message is the Quote Acknowledgement message.
Added
FIX.4.2
Expand Components | Collapse Components
Field or Component | Field Name | Req'd | Comments | Depr. |
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Component | StandardHeader |
MsgType = b (lowercase) |
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. | |||
336 | TradingSessionID | ||||
58 | Text |
Repeating Group 296 | NoQuoteSets |
The number of sets of quotes in the message |
302 | QuoteSetID |
First field in repeating group. Required if NoQuoteSets > 0 | |||
311 | UnderlyingSymbol |
Required if NoQuoteSets > 0 | |||
312 | UnderlyingSymbolSfx | ||||
309 | UnderlyingSecurityID | ||||
305 | UnderlyingIDSource | ||||
310 | 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. | |||
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. | |||
368 | QuoteEntryRejectReason |
Reason Quote Entry was rejected. |
end Repeating Group |
end Repeating Group |
Component | StandardTrailer |
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