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FIX 5.0 SP1 : <QuotReqGrp> component block

Structure | Used In

Description

Structure

Tag Field Name Req'd Comments
146 NoRelatedSym Y Number of related symbols (instruments) in Request
=> Component Block - <Instrument> Y Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
=> Component Block - <FinancingDetails> N Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
=> Component Block - <UndInstrmtGrp> N
=> 140 PrevClosePx N Useful for verifying security identification
=> 303 QuoteRequestType N Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated.
=> 537 QuoteType N Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) Valid values used by FX in the request: 0 = Indicative, 1 = Tradeable; Absence implies a request for an indicative quote.
=> 336 TradingSessionID N
=> 625 TradingSessionSubID N
=> 229 TradeOriginationDate N
=> 54 Side N

If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested.

For single instrument use. FX values, 1 = Buy, 2 = Sell; This is from the perspective of the Initiator. If absent then a two-sided quote is being requested for spot or forward.

=> 854 QtyType N

Type of quantity specified in a quantity field.

For FX, if used, should be "0".

=> Component Block - <OrderQtyData> N

Required for single instrument quoting.

Required for Fixed Income if QuoteType is Tradeable.

=> 63 SettlType N
=> 64 SettlDate N Can be used (e.g. with forex quotes) to specify the desired "value date"
=> 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.
=> 15 Currency N Can be used to specify the desired currency of the quoted price. May differ from the ‘normal’ trading currency of the instrument being quote requested.
=> Component Block - <Stipulations> N Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"
=> 1 Account N
=> 660 AcctIDSource N
=> 581 AccountType N
=> Component Block - <QuotReqLegsGrp> N
=> Component Block - <QuotQualGrp> N
=> 692 QuotePriceType N Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted.
=> 40 OrdType N Can be used to specify the type of order the quote request is for
=> 62 ValidUntilTime N Used by the quote initiator to indicate the period of time the resulting Quote must be valid until
=> 126 ExpireTime N The time when Quote Request will expire.
=> 60 TransactTime N Time transaction was entered
=> Component Block - <SpreadOrBenchmarkCurveData> N Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
=> 423 PriceType N
=> 44 Price N Quoted or target price
=> 640 Price2 N Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap.
=> Component Block - <YieldData> N Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"
=> Component Block - <Parties> N
=> 110 MinQty N

Used In

Onix Solutions