The Quote Request Reject <AG> message is used to reject Quote Request <R> messages for all quoting models.
For tradeable quote model - used to indicate to which RFQ Request <AH> this Quote Request is in response.
Reason QuoteRequest <R> was rejected
Number of related symbols (instruments) in Request
Insert here the set of "<Instrument>" (symbology) fields
Useful for verifying security identification
Indicates the type of Quote Request <R> (e.g. Manual vs. Automatic) being generated.
Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable)
Insert here the set of "<Stipulations>" (repeating group of Fixed Income stipulations) fields
If OrdType <40> = '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.
Can be used (e.g. with forex quotes) to specify the desired 'value date'
Can be used to specify the type of order the quote request is for
Can be used with OrdType <40> = 'Forex - Swap' to specify the 'value date' for the future portion of a F/X swap.
Can be used with OrdType <40> = 'Forex - Swap' to specify the order quantity for the future portion of a F/X swap.
The time when Quote Request <R> will expire.
Time transaction was entered
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.
Insert here the set of "<SpreadOrBenchmarkCurveData>" (Fixed Income spread or benchmark curve) fields
Quoted or target price
Can be used with OrdType <40> = 'Forex - Swap' to specify the Quoted or target price for the future portion of a F/X swap.
Insert here the set of "<YieldData>" (yield-related) fields
Must be set if EncodedText <355> field is specified and must immediately precede it.
Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.