Tag | Field Name | AbbrName | Req'd | Comments | ||
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295 | NoQuoteEntries | NoQuotEntries | Yes | The number of quotes for this Symbol (instrument) (QuoteSet) that follow in this message. ** Nested Repeating Group follows ** |
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> | 299 | QuoteEntryID | EntryID | Yes | Uniquely identifies the quote across the complete set of all quotes for a given quote provider. | |
> | Instrument | Instrmt | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" |
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> | InstrmtLegGrp | Leg | ||||
> | 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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> | 134 | BidSize | BidSz | |||
> | 135 | OfferSize | OfrSz | |||
> | 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 | |||
> | 336 | TradingSessionID | SesID | |||
> | 625 | TradingSessionSubID | SesSub | |||
> | 64 | SettlDate | SettlDt | Can be used with forex quotes to specify a specific "value date" |
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> | 40 | OrdType | OrdTyp | Can be used to specify the type of order the quote is for |
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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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> | 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 | ||
> | 15 | Currency | Ccy | Can be used to specify the currency of the quoted price. |
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Used in the following messages and components | QuotSetGrp |