Tag | Field Name | AbbrName | Req'd | Comments | ||
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StandardHeader | Hdr | Yes | MsgType = AI |
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649 | QuoteStatusReqID | StatReqID | ||||
131 | QuoteReqID | ReqID | Required when quote is in response to a Quote Request message |
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117 | QuoteID | QID | Maps to: - QuoteID(117) of a single Quote - QuoteEntryID(299) of a Mass Quote. |
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1166 | QuoteMsgID | QtMsgID | Maps to: QuoteMsgID(1166) of a single Quote or Quote Cancel QuoteID(117) of a Mass Quote. |
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693 | QuoteRespID | RspID | Required when responding to a Quote Response message. |
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537 | QuoteType | Typ | Quote Type If not specified, the default is an indicative quote |
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298 | QuoteCancelType | CxlTyp | ||||
Parties | Pty | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" |
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336 | TradingSessionID | SesID | ||||
625 | TradingSessionSubID | SesSub | ||||
Instrument | Instrmt | Yes | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" |
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FinancingDetails | FinDetls | Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" |
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UndInstrmtGrp | Undly | Number of underlyings |
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54 | Side | Side | ||||
OrderQtyData | OrdQty | Required for Tradeable quotes of single instruments |
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63 | SettlType | SettlTyp | ||||
64 | SettlDate | SettlDt | Can be used with forex quotes to specify a specific "value date" |
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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. |
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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. |
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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 |
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Stipulations | Stip | |||||
1 | Account | Acct | ||||
660 | AcctIDSource | AcctIDSrc | ||||
581 | AccountType | AcctTyp | Type of account associated with the order (Origin) |
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LegQuotStatGrp | QuoteStat | Required for multileg quote status reports |
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QuotQualGrp | QuotQual | |||||
126 | ExpireTime | ExpireTm | ||||
44 | Price | Px | ||||
423 | PriceType | PxTyp | ||||
SpreadOrBenchmarkCurveData | SprdBnchmkCurve | |||||
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. |
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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. |
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645 | MktBidPx | MktBidPx | Can be used by markets that require showing the current best bid and offer |
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646 | MktOfferPx | MktOfrPx | Can be used by markets that require showing the current best bid and offer |
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647 | MinBidSize | MinBidSz | Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. |
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134 | BidSize | BidSz | Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. |
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648 | MinOfferSize | MinOfrSz | Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. |
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135 | OfferSize | OfrSz | Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. |
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110 | MinQty | MinQty | ||||
62 | ValidUntilTime | ValidUntilTm | ||||
188 | BidSpotRate | BidSpotRt | May be applicable for F/X quotes |
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190 | OfferSpotRate | OfrSpotRt | May be applicable for F/X quotes |
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189 | BidForwardPoints | BidFwdPnts | May be applicable for F/X quotes |
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191 | OfferForwardPoints | OfrFwdPnts | May be applicable for F/X quotes |
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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 |
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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 message |
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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 |
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156 | SettlCurrFxRateCalc | SettlCurrFxRtCalc | Can be used when the quote is provided in a currency other than the instruments trading currency. |
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13 | CommType | CommTyp | Can be used to show the counterparty the commission associated with the transaction. |
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12 | Commission | Comm | Can be used to show the counterparty the commission associated with the transaction. |
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582 | CustOrderCapacity | CustCpcty | For Futures Exchanges |
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100 | ExDestination | ExDest | Used when routing quotes to multiple markets |
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1133 | ExDestinationIDSource | ExDestIDSrc | ||||
297 | QuoteStatus | Stat | Quote Status |
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300 | QuoteRejectReason | RejRsn | Reason Quote was rejected | |||
58 | Text | Txt | ||||
354 | EncodedTextLen | EncTxtLen | ||||
355 | EncodedText | EncTxt | ||||
StandardTrailer | Trlr | Yes |