QuoteResponse Message

<QuotRsp/>

Tag Field Name AbbrName Req'd Comments
StandardHeader Hdr Yes MsgType = AJ
693 QuoteRespID RspID Yes Unique ID as assigned by the Initiator
117 QuoteID QID Required only when responding to a Quote.
1166 QuoteMsgID QtMsgID Optionally used when responding to a Quote.
694 QuoteRespType RspTyp Yes Type of response this Quote Response is.
11 ClOrdID ClOrdID Unique ID as assigned by the Initiator. Required only in two-party models when QuoteRespType(694) = 1 (Hit/Lift) or 2 (Counter quote).
528 OrderCapacity Cpcty
529 OrderRestrictions Rstctions
23 IOIID IOIID Required only when responding to an IOI.
537 QuoteType Typ (Deprecated from this message as of FIX.5.0)Default is Indicative.
1091 PreTradeAnonymity PrTrdAnon
QuotQualGrp QuotQual
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"
For multilegs supply minimally a value for Symbol (55).
FinancingDetails FinDetls Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
For multilegs supply minimally a value for Symbol (55).
UndInstrmtGrp Undly Number of underlyings
54 Side Side Required when countering a single instrument quote or "hit/lift" an IOI or Quote.
OrderQtyData OrdQty 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.
110 MinQty MinQty
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 Optional
1 Account Acct
660 AcctIDSource AcctIDSrc Used to identify the source of the Account code.
581 AccountType AcctTyp Type of account associated with the order (Origin)
LegQuotGrp Quot Required for multileg quote response
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.
Required for FI when the QuoteRespType is 2 (Counter quote) to indicate to the Respondent when the counter offer is valid until.
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 (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.
12 Commission Comm Can be used to show the counterparty the commission associated with the transaction.
13 CommType CommTyp 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
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.
44 Price Px
423 PriceType PxTyp
SpreadOrBenchmarkCurveData SprdBnchmkCurve Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
YieldData Yield Insert here the set of "YieldData" fields defined in "Common Components of Application Messages"
StandardTrailer Trlr Yes