| Tag | Field Name | AbbrName | Req'd | Comments | ||
|---|---|---|---|---|---|---|
| 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 | ||||