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Structure |
Related Messages
Description
The Quote Status Request <a> message is used by the institution to generate an Execution report <8> that contains the quote status message back from the counterparty.
It is used to retrieve the status of the originating party's quotes and not to obtain market data information.
Option Usage:
To retrieve all quotes for a given underlying symbol, use part of the symbology fields.
Structure
| Tag |
Field Name |
Req'd |
Comments |
| <MessageHeader> |
Y |
MsgType <35> = a
|
| 117 |
QuoteID |
N |
|
| 55 |
Symbol |
Y |
|
| 65 |
SymbolSfx |
N |
|
| 48 |
SecurityID |
N |
|
| 22 |
IDSource |
N |
|
| 167 |
SecurityType |
N |
Must be specified if a Future or Option. If a Future: Symbol <55>, SecurityType <167>, and MaturityMonthYear <200> are required. If an Option: Symbol <55>, SecurityType <167>, MaturityMonthYear <200>, PutOrCall <201>, and StrikePrice <202> are required.
|
| 200 |
MaturityMonthYear |
N |
Specifies the month and year of maturity. Required if MaturityDay <205> is specified.
|
| 205 |
MaturityDay |
N |
Can be used in conjunction with MaturityMonthYear <200> to specify a particular maturity date.
|
| 201 |
PutOrCall |
N |
For Options.
|
| 202 |
StrikePrice |
N |
For Options.
|
| 206 |
OptAttribute |
N |
For Options.
|
| 231 |
ContractMultiplier |
N |
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g.
contracts vs. shares) amount.
|
| 223 |
CouponRate |
N |
For Fixed Income.
|
| 207 |
SecurityExchange |
N |
Can be used to identify the security.
|
| 106 |
Issuer |
N |
|
| 348 |
EncodedIssuerLen |
N |
Must be set if EncodedIssuer <349> field is specified and must immediately precede it.
|
| 349 |
EncodedIssuer |
N |
Encoded (non-ASCII characters) representation of the Issuer <106> field in the encoded format specified via the MessageEncoding <347> field.
|
| 107 |
SecurityDesc |
N |
|
| 350 |
EncodedSecurityDescLen |
N |
Must be set if EncodedSecurityDesc <351> field is specified and must immediately precede it.
|
| 351 |
EncodedSecurityDesc |
N |
Encoded (non-ASCII characters) representation of the SecurityDesc <107> field in the encoded format specified via the MessageEncoding <347> field.
|
| 54 |
Side |
N |
|
| 336 |
TradingSessionID |
N |
|
| <MessageTrailer> |
Y |
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Related Messages
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