FIX 4.2 : Quote Status Request <a> message

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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