Tag | Field Name | AbbrName | Req'd | Comments | ||
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StandardHeader | Hdr | Yes | MsgType = AJ |
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693 | QuoteRespID | RspID | Yes | Unique ID as assigned by the Initiator |
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117 | QuoteID | QID | Required only when responding to a Quote. |
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1166 | QuoteMsgID | QtMsgID | Optionally used when responding to a Quote. | |||
694 | QuoteRespType | RspTyp | Yes | Type of response this Quote Response is. |
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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. |
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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" |
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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" For multilegs supply minimally a value for Symbol (55). |
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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). |
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UndInstrmtGrp | Undly | Number of underlyings |
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54 | Side | Side | Required when countering a single instrument quote or "hit/lift" an IOI or Quote. |
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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. |
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110 | MinQty | MinQty | ||||
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 | Optional |
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1 | Account | Acct | ||||
660 | AcctIDSource | AcctIDSrc | Used to identify the source of the Account code. |
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581 | AccountType | AcctTyp | Type of account associated with the order (Origin) |
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LegQuotGrp | Quot | Required for multileg quote response |
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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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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. |
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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 quote 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 quote 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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12 | Commission | Comm | Can be used to show the counterparty the commission associated with the transaction. |
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13 | CommType | CommTyp | 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 | ||||
58 | Text | Txt | ||||
354 | EncodedTextLen | EncTxtLen | Must be set if EncodedText field is specified and must immediately precede it. |
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355 | EncodedText | EncTxt | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. |
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44 | Price | Px | ||||
423 | PriceType | PxTyp | ||||
SpreadOrBenchmarkCurveData | SprdBnchmkCurve | Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" |
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YieldData | Yield | Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" |
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StandardTrailer | Trlr | Yes |