The Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting markets.
Added
FIX.4.0
Expand Components | Collapse Components
Field or Component | Field Name | FIXML name | Req'd | Comments | Depr. |
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Component | StandardHeader |
MsgType = S |
131 | QuoteReqID | @ReqID |
Required when quote is in response to a Quote Request message | |||
117 | QuoteID | @QID | ||||
693 | QuoteRespID | @RspID |
Required when responding to the Quote Response message. The counterparty specified ID of the Quote Response message. | |||
537 | QuoteType | @Typ |
Quote Type If not specified, the default is an indicative quote |
Component | QuotQualGrp | QuotQual |
301 | QuoteResponseLevel | @RspLvl |
Level of Response requested from receiver of quote messages. |
Component | Parties | Pty |
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" |
336 | TradingSessionID | @SesID | ||||
625 | TradingSessionSubID | @SesSub |
Component | Instrument | Instrmt |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" |
Component | FinancingDetails | FinDetls |
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" |
Component | UndInstrmtGrp | Undly |
Number of underlyings |
54 | Side | @Side |
Required for Tradeable or Counter quotes of single instruments |
Component | OrderQtyData | OrdQty |
Required for Tradeable quotes or Counter quotes of single instruments |
63 | SettlType | @SettlTyp | ||||
64 | SettlDate | @SettlDt |
Can be used with forex quotes to specify a specific "value date" | |||
193 | SettlDate2 | @SettlDt2 |
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. | |||
192 | OrderQty2 | @Qty2 |
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. | |||
15 | Currency | @Ccy |
Can be used to specify the currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted |
Component | Stipulations | Stip |
Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" |
1 | Account | @Acct | ||||
660 | AcctIDSource | @AcctIDSrc | ||||
581 | AccountType | @AcctTyp |
Type of account associated with the order (Origin) |
Component | LegQuotGrp | Quot |
Required for multileg quotes |
132 | BidPx | @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 | @OfrPx |
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. | |||
645 | MktBidPx | @MktBidPx |
Can be used by markets that require showing the current best bid and offer | |||
646 | MktOfferPx | @MktOfrPx |
Can be used by markets that require showing the current best bid and offer | |||
647 | MinBidSize | @MinBidSz |
Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. | |||
134 | BidSize | @BidSz |
Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. | |||
648 | MinOfferSize | @MinOfrSz |
Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. | |||
135 | OfferSize | @OfrSz |
Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. | |||
62 | ValidUntilTime | @ValidUntilTm |
The time when the quote will expire | |||
188 | BidSpotRate | @BidSpotRt |
May be applicable for F/X quotes | |||
190 | OfferSpotRate | @OfrSpotRt |
May be applicable for F/X quotes | |||
189 | BidForwardPoints | @BidFwdPnts |
May be applicable for F/X quotes | |||
191 | OfferForwardPoints | @OfrFwdPnts |
May be applicable for F/X quotes | |||
631 | MidPx | @MidPx | ||||
632 | BidYield | @BidYld | ||||
633 | MidYield | @MidYld | ||||
634 | OfferYield | @OfrYld | ||||
60 | TransactTime | @TxnTm | ||||
40 | OrdType | @OrdTyp |
Can be used to specify the type of order the quote is for | |||
642 | BidForwardPoints2 | @BidFwdPnts2 |
Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value | |||
643 | OfferForwardPoints2 | @OfrFwdPnts2 |
Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value | |||
656 | SettlCurrBidFxRate | @SettlCurrBidFxRt |
Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all bid prices contained in this quote message | |||
657 | SettlCurrOfferFxRate | @SettlCurrOfrFxRt |
Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all offer prices contained in this quote message | |||
156 | SettlCurrFxRateCalc | @SettlCurrFxRtCalc |
Can be used when the quote is provided in a currency other than the instruments trading currency. | |||
13 | CommType | @CommTyp |
Can be used to show the counterparty the commission associated with the transaction. | |||
12 | Commission | @Comm |
Can be used to show the counterparty the commission associated with the transaction. | |||
582 | CustOrderCapacity | @CustCpcty |
For Futures Exchanges | |||
100 | ExDestination | @ExDest |
Used when routing quotes to multiple markets | |||
528 | OrderCapacity | @Cpcty | ||||
423 | PriceType | @PxTyp |
Component | SpreadOrBenchmarkCurveData | SprdBnchmkCurve |
Component | YieldData | Yield |
58 | Text | @Txt | ||||
354 | EncodedTextLen | @EncTxtLen |
Must be set if EncodedText field is specified and must immediately precede it. | |||
355 | EncodedText | @EncTxt |
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. |
Component | StandardTrailer |
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