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FIX 5.0 SP1 : <QuotEntryAckGrp> component block

Structure | Used In

Description

Structure

Tag Field Name Req'd Comments
295 NoQuoteEntries N The number of quotes for this Symbol (QuoteSet) that follow in this message.
=> 299 QuoteEntryID N

Uniquely identifies the quote across the complete set of all quotes for a given quote provider.

First field in repeating group. Required if NoQuoteEntries > 0.

=> Component Block - <Instrument> N Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
=> Component Block - <InstrmtLegGrp> N
=> 132 BidPx N 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 N 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.
=> 134 BidSize N
=> 135 OfferSize N
=> 62 ValidUntilTime N
=> 188 BidSpotRate N May be applicable for F/X quotes
=> 190 OfferSpotRate N May be applicable for F/X quotes
=> 189 BidForwardPoints N May be applicable for F/X quotes
=> 191 OfferForwardPoints N May be applicable for F/X quotes
=> 631 MidPx N
=> 632 BidYield N
=> 633 MidYield N
=> 634 OfferYield N
=> 60 TransactTime N
=> 336 TradingSessionID N
=> 625 TradingSessionSubID N
=> 64 SettlDate N Can be used with forex quotes to specify a specific "value date"
=> 40 OrdType N Can be used to specify the type of order the quote is for
=> 193 SettlDate2 N Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
=> 192 OrderQty2 N Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
=> 642 BidForwardPoints2 N 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 N 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 N Can be used to specify the currency of the quoted price.
=> 368 QuoteEntryRejectReason N Reason Quote Entry was rejected.
=> 1167 QuoteEntryStatus N

Used In

Onix Solutions