Quote Message

<Quot/>

Tag Field Name AbbrName Req'd Comments
StandardHeader Hdr Yes MsgType = S
131 QuoteReqID ReqID Required when quote is in response to a Quote Request message
117 QuoteID QID Yes
1166 QuoteMsgID QtMsgID Optionally used to supply a message identifier for a quote.
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
1171 PrivateQuote PrvtQt Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed.
QuotQualGrp QuotQual
301 QuoteResponseLevel RspLvl Level of Response requested from receiver of quote messages.
Parties Pty Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
336 TradingSessionID SesID
625 TradingSessionSubID SesSub
Instrument Instrmt Yes Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
FinancingDetails FinDetls Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
UndInstrmtGrp Undly Number of underlyings
54 Side Side Required for Tradeable or Counter quotes of single instruments
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 (Deprecated in FIX.5.0) SettlDt2 (Deprecated from this message as of FIX.5.0) Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
192 OrderQty2 (Deprecated in FIX.5.0) Qty2 (Deprecated from this message as of FIX.5.0) 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
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)
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.
110 MinQty MinQty For use in private/directed quote negotiations.
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
1065 BidSwapPoints BidSwapPnts Bid swap points of an FX Swap quote.
1066 OfferSwapPoints OfrSwapPnts
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 (Deprecated in FIX.5.0) BidFwdPnts2 (Deprecated from this message as of FIX.5.0)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 (Deprecated in FIX.5.0) OfrFwdPnts2 (Deprecated from this message as of FIX.5.0)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
1133 ExDestinationIDSource ExDestIDSrc
528 OrderCapacity Cpcty
423 PriceType PxTyp
SpreadOrBenchmarkCurveData SprdBnchmkCurve
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.
StandardTrailer Trlr Yes