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FIX 5.0 SP1 : QuoteStatusReport <AI> message

Structure | Related Messages

Description

The quote status report message is used:

as the response to a Quote <S> Status Request message

as a response to a Quote <S> Cancel message

as a response to a Quote <S> Response message in a negotiation dialog (see Volume 7 PRODUCT: FIXED INCOME and USER GROUP: EXCHANGES AND MARKETS)

Quote <S> Status Report

Structure

Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y MsgType = AI
649 QuoteStatusReqID N
131 QuoteReqID N Required when quote is in response to a Quote Request message
117 QuoteID N

Maps to:

- QuoteID(117) of a single Quote

- QuoteEntryID(299) of a Mass Quote.

693 QuoteRespID N Required when responding to a Quote Response message.
537 QuoteType N

Quote Type

If not specified, the default is an indicative quote

Component Block - <Parties> N Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
336 TradingSessionID N
625 TradingSessionSubID N
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 Number of underlyings
54 Side N
Component Block - <OrderQtyData> N Required for Tradeable quotes of single instruments
63 SettlType N
64 SettlDate N Can be used with forex quotes to specify a specific "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 currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted
Component Block - <Stipulations> N
1 Account N
660 AcctIDSource N
581 AccountType N Type of account associated with the order (Origin)
Component Block - <LegQuotStatGrp> N Required for multileg quote status reports
Component Block - <QuotQualGrp> N
126 ExpireTime N
44 Price N
423 PriceType N
Component Block - <SpreadOrBenchmarkCurveData> N
Component Block - <YieldData> 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.
645 MktBidPx N Can be used by markets that require showing the current best bid and offer
646 MktOfferPx N Can be used by markets that require showing the current best bid and offer
647 MinBidSize N Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size.
134 BidSize N Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size.
648 MinOfferSize N Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
135 OfferSize N Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
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
40 OrdType N Can be used to specify the type of order the quote is for
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
656 SettlCurrBidFxRate N 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 message
657 SettlCurrOfferFxRate N 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 message
156 SettlCurrFxRateCalc N Can be used when the quote is provided in a currency other than the instruments trading currency.
13 CommType N Can be used to show the counterparty the commission associated with the transaction.
12 Commission N Can be used to show the counterparty the commission associated with the transaction.
582 CustOrderCapacity N For Futures Exchanges
100 ExDestination N Used when routing quotes to multiple markets
297 QuoteStatus N Quote Status
58 Text N
354 EncodedTextLen N
355 EncodedText N
1133 ExDestinationIDSource N
298 QuoteCancelType N
1166 QuoteMsgID N

Maps to:

QuoteMsgID(1166) of a single Quote or Quote Cancel

QuoteID(117) of a Mass Quote.

300 QuoteRejectReason N Reason Quote was rejected
110 MinQty N
Component Block - <StandardTrailer> Y

Related Messages

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