FIX.4.4 Message

QuoteStatusReport [type 'AI']

<QuotStatRpt>

The quote status report message is used:

* As the response to a Quote Status Request message

* As a response to a Quote Cancel message

* As a response to a Quote Response message in a negotiation dialog (see Volume 7 – PRODUCT: FIXED INCOME)


Added  FIX.4.3

Expand Components | Collapse Components

Field or ComponentField NameFIXML nameReq'dCommentsDepr.
ComponentStandardHeader

MsgType = AI

 
649QuoteStatusReqID@StatReqID  
131QuoteReqID@ReqID 

Required when quote is in response to a Quote Request message

 
117QuoteID@QID 
693QuoteRespID@RspID 

Required when responding to a Quote Response message.

 
537QuoteType@Typ 

Quote Type

If not specified, the default is an indicative quote

 
ComponentPartiesPty 

Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

 
336TradingSessionID@SesID  
625TradingSessionSubID@SesSub  
ComponentInstrumentInstrmt

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

 
ComponentFinancingDetailsFinDetls 

Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"

 
ComponentUndInstrmtGrpUndly 

Number of underlyings

 
54Side@Side  
ComponentOrderQtyDataOrdQty 

Required for Tradeable quotes of single instruments

 
63SettlType@SettlTyp  
64SettlDate@SettlDt 

Can be used with forex quotes to specify a specific "value date"

 
193SettlDate2@SettlDt2 

Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.

 
192OrderQty2@Qty2 

Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.

 
15Currency@Ccy 

Can be used to specify the currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted

 
ComponentStipulationsStip  
1Account@Acct  
660AcctIDSource@AcctIDSrc  
581AccountType@AcctTyp 

Type of account associated with the order (Origin)

 
ComponentLegQuotStatGrpQuoteStat 

Required for multileg quote status reports

 
ComponentQuotQualGrpQuotQual  
126ExpireTime@ExpireTm  
44Price@Px  
423PriceType@PxTyp  
ComponentSpreadOrBenchmarkCurveDataSprdBnchmkCurve  
ComponentYieldDataYield  
132BidPx@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.

 
133OfferPx@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.

 
645MktBidPx@MktBidPx 

Can be used by markets that require showing the current best bid and offer

 
646MktOfferPx@MktOfrPx 

Can be used by markets that require showing the current best bid and offer

 
647MinBidSize@MinBidSz 

Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size.

 
134BidSize@BidSz 

Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size.

 
648MinOfferSize@MinOfrSz 

Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.

 
135OfferSize@OfrSz 

Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.

 
62ValidUntilTime@ValidUntilTm  
188BidSpotRate@BidSpotRt 

May be applicable for F/X quotes

 
190OfferSpotRate@OfrSpotRt 

May be applicable for F/X quotes

 
189BidForwardPoints@BidFwdPnts 

May be applicable for F/X quotes

 
191OfferForwardPoints@OfrFwdPnts 

May be applicable for F/X quotes

 
631MidPx@MidPx  
632BidYield@BidYld  
633MidYield@MidYld  
634OfferYield@OfrYld  
60TransactTime@TxnTm  
40OrdType@OrdTyp 

Can be used to specify the type of order the quote is for

 
642BidForwardPoints2@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

 
643OfferForwardPoints2@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

 
656SettlCurrBidFxRate@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 message

 
657SettlCurrOfferFxRate@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 message

 
156SettlCurrFxRateCalc@SettlCurrFxRtCalc 

Can be used when the quote is provided in a currency other than the instruments trading currency.

 
13CommType@CommTyp 

Can be used to show the counterparty the commission associated with the transaction.

 
12Commission@Comm 

Can be used to show the counterparty the commission associated with the transaction.

 
582CustOrderCapacity@CustCpcty 

For Futures Exchanges

 
100ExDestination@ExDest 

Used when routing quotes to multiple markets

 
297QuoteStatus@Stat 

Quote Status

 
58Text@Txt  
354EncodedTextLen@EncTxtLen  
355EncodedText@EncTxt  
ComponentStandardTrailer