FIX 4.2 : Quote Acknowledgement <b> message

Structure | Related Messages

Description

An optional response to Quote <S>, Mass Quote <i>, Quote Cancel <Z>, and Quote Request <R> message is the Quote Acknowledgement <b> message. The use of the Quote Acknowledgement <b> message is optional per Quote <S>, Mass Quote <i>, or Quote Request <R> message. It is intended to provide application level acknowledgement of quotes. The level of response requested from a receiver of the Quote Acknowledgement <b> message is specified in the QuoteResponseLevel <301> tag.

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = b
131 QuoteReqID N

Required when acknowledgment is in response to a Quote Request <R> message

117 QuoteID N

Required when acknowledgment is in response to a Quote <S> message

297 QuoteAckStatus Y

Status of the quote acknowledgement.

300 QuoteRejectReason N

Reason Quote <S> was rejected.

301 QuoteResponseLevel N

Level of Response requested from receiver of Quote <S> messages. Is echoed back to the counterparty.

336 TradingSessionID N
58 Text N
296 NoQuoteSets N

The number of sets of quotes in the message

=> 302 QuoteSetID N

First field in repeating group. Required if NoQuoteSets <296> > 0

=> 311 UnderlyingSymbol N

Required if NoQuoteSets <296> > 0

=> 312 UnderlyingSymbolSfx N
=> 309 UnderlyingSecurityID N
=> 305 UnderlyingIDSource N
=> 310 UnderlyingSecurityType N
=> 313 UnderlyingMaturityMonthYear N

Required if UnderlyingMaturityDay <314> is specified.

=> 314 UnderlyingMaturityDay N
=> 315 UnderlyingPutOrCall N
=> 316 UnderlyingStrikePrice N
=> 317 UnderlyingOptAttribute N
=> 436 UnderlyingContractMultiplier N

For Fixed Income, Convertible Bonds, Derivatives, etc.

=> 435 UnderlyingCouponRate N

For Fixed Income.

=> 308 UnderlyingSecurityExchange N
=> 306 UnderlyingIssuer N
=> 362 EncodedUnderlyingIssuerLen N

Must be set if EncodedUnderlyingIssuer <363> field is specified and must immediately precede it.

=> 363 EncodedUnderlyingIssuer N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer <306> field in the encoded format specified via the MessageEncoding <347> field.

=> 307 UnderlyingSecurityDesc N
=> 364 EncodedUnderlyingSecurityDescLen N

Must be set if EncodedUnderlyingSecurityDesc <365> field is specified and must immediately precede it.

=> 365 EncodedUnderlyingSecurityDesc N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc <307> field in the encoded format specified via the MessageEncoding <347> field.

=> 304 TotQuoteEntries N

Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries <295> in each message that has repeating quotes that are part of the same quote set.

Required if NoQuoteEntries <295> > 0

=> 295 NoQuoteEntries N

The number of quotes for this Symbol <55> (QuoteSet) that follow in this message.

=> => 299 QuoteEntryID N

Uniquely identifies the quote as part of a QuoteSet.

First field in repeating group. Required if NoQuoteEntries <295> > 0.

=> => 55 Symbol N
=> => 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

Specifiesthe 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.

=> => 368 QuoteEntryRejectReason N

Reason Quote <S> Entry was rejected.

<MessageTrailer> Y

 

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