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 and USER GROUP: EXCHANGES AND MARKETS)
Added
FIX.4.3
Expand Components | Collapse Components
Field or Component | Field Name | FIXML name | Req'd | Comments | Depr. |
---|
![]() | Component | StandardHeader | BaseHeader | ![]() |
MsgType = AI |
![]() | 649 | QuoteStatusReqID | @StatReqID | |||
![]() | 131 | QuoteReqID | @ReqID |
Required when quote is in response to a Quote Request message | ||
![]() | 117 | QuoteID | @QID |
Maps to QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i). | ||
![]() | 1166 | QuoteMsgID | @QtMsgID |
Maps to QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i). | ||
![]() | 693 | QuoteRespID | @RspID |
Required when responding to a Quote Response message. | ||
![]() | 537 | QuoteType | @Typ |
Quote Type If not specified, the default is an indicative quote | ||
![]() | 298 | QuoteCancelType | @CxlTyp |
![]() | Component | Parties | Pty |
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" |
![]() | Component | TargetParties | TgtPty |
Can be populated with the values provided on the associated QuoteStatusRequest(MsgType=A). |
![]() | 336 | TradingSessionID | @SesID | |||
![]() | 625 | TradingSessionSubID | @SesSub |
![]() | Component | Instrument | Instrmt |
Conditionally required when reporting status of a single security quote. |
![]() | 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 |
![]() | Component | OrderQtyData | OrdQty |
Required for Tradeable 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. | Depr FIX.5.0 | |
![]() | 192 | OrderQty2 | @Qty2 |
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. | Depr FIX.5.0 | |
![]() | 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 |
![]() | 1 | Account | @Acct | |||
![]() | 660 | AcctIDSource | @AcctIDSrc | |||
![]() | 581 | AccountType | @AcctTyp |
Type of account associated with the order (Origin) |
![]() | Component | LegQuotStatGrp | QuoteStat |
Required for multileg quote status reports |
![]() | Component | QuotQualGrp | QuotQual |
![]() | 126 | ExpireTime | @ExpireTm | |||
![]() | 44 | Price | @Px | |||
![]() | 423 | PriceType | @PxTyp |
![]() | Component | SpreadOrBenchmarkCurveData | SprdBnchmkCurve |
![]() | Component | YieldData | Yield |
![]() | 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. | ||
![]() | 110 | MinQty | @MinQty | |||
![]() | 62 | ValidUntilTime | @ValidUntilTm | |||
![]() | 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 | Depr FIX.5.0 | |
![]() | 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 | Depr FIX.5.0 | |
![]() | 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 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 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 | ||
![]() | 1133 | ExDestinationIDSource | @ExDestIDSrc | |||
![]() | 775 | BookingType | @BkngTyp | |||
![]() | 528 | OrderCapacity | @Cpcty | |||
![]() | 529 | OrderRestrictions | @Rstctions | |||
![]() | 297 | QuoteStatus | @Stat |
Quote Status | ||
![]() | 300 | QuoteRejectReason | @RejRsn |
Reason Quote was rejected | ||
![]() | 58 | Text | @Txt | |||
![]() | 354 | EncodedTextLen | @EncTxtLen | |||
![]() | 355 | EncodedText | @EncTxt |
![]() | Component | StandardTrailer | ![]() |
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