FIX.4.4 Message

QuoteResponse [type 'AJ']

<QuotRsp>

The Quote Response message is used to respond to a IOI message or Quote message.


Added  FIX.4.4

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Field or ComponentField NameFIXML nameReq'dCommentsDepr.
ComponentStandardHeader

MsgType = AJ

 
693QuoteRespID@RspID

Unique ID as assigned by the Initiator

 
117QuoteID@QID 

Required only when responding to a Quote.

 
694QuoteRespType@RspTyp

Type of response this Quote Response is.

 
11ClOrdID@ClOrdID 

Required only when QuoteRespType is 1 (Hit/Lift) or 2 (Counter quote).

 
528OrderCapacity@Cpcty  
23IOIID@IOIID 

Required only when responding to an IOI.

 
537QuoteType@Typ 

Default is Indicative.

 
ComponentQuotQualGrpQuotQual  
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"

For multilegs supply minimally a value for Symbol (55).

 
ComponentFinancingDetailsFinDetls 

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

For multilegs supply minimally a value for Symbol (55).

 
ComponentUndInstrmtGrpUndly 

Number of underlyings

 
54Side@Side 

Required when countering a single instrument quote or "hit/lift" an IOI or Quote.

 
ComponentOrderQtyDataOrdQty 

Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"

Required when countering a single instrument quote or "hit/lift" an IOI or Quote.

 
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 

Optional

 
1Account@Acct  
660AcctIDSource@AcctIDSrc 

Used to identify the source of the Account code.

 
581AccountType@AcctTyp 

Type of account associated with the order (Origin)

 
ComponentLegQuotGrpQuot 

Required for multileg quote response

 
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 

The time when the quote will expire.

Required for FI when the QuoteRespType is 2 (Counter quote) to indicate to the Respondent when the counter offer is valid until.

 
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 quote 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 quote message

 
156SettlCurrFxRateCalc@SettlCurrFxRtCalc 

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

 
12Commission@Comm 

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

 
13CommType@CommTyp 

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

 
58Text@Txt  
354EncodedTextLen@EncTxtLen 

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

 
355EncodedText@EncTxt 

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

 
44Price@Px  
423PriceType@PxTyp  
ComponentSpreadOrBenchmarkCurveDataSprdBnchmkCurve 

Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"

 
ComponentYieldDataYield 

Insert here the set of "YieldData" fields defined in "Common Components of Application Messages"

 
ComponentStandardTrailer