FIX 4.3 : Quote Status Report <AI> message

Structure | Related Messages

Description

The Quote Status Report <AI> message is used:

Structure

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

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

117 QuoteID Y
537 QuoteType N

Quote <S> 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"

1 Account N
581 AccountType N

Type of account associated with the order (Origin)

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"

132 BidPx N

If F/X quote, should be the 'all-in' rate (spot rate adjusted for forward points). Note that either BidPx <132>, OfferPx <133> 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 <132>, OfferPx <133> 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 <647> is specified, BidSize <134> is interpreted to contain the maximum bid size.

648 MinOfferSize N

Specifies the minimum offer size. If MinOfferSize <648> is specified, OfferSize <135> is interpreted to contain the maximum offer size.

135 OfferSize N

Specified the offer size. If MinOfferSize <648> is specified, OfferSize <135> 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
64 FutSettDate N

Can be used with forex quotes to specify a specific 'value date'

40 OrdType N

Can be used to specify the type of order the quote is for

193 FutSettDate2 N

Can be used with OrdType <40> = 'Forex - Swap' to specify the 'value date' for the future portion of a F/X swap.

192 OrderQty2 N

Can be used with OrdType <40> = 'Forex - Swap' to specify the order quantity for the future portion of a F/X swap.

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

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

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.

12 Commission N

Can be used to show the counterparty the commission associated with the transaction.

13 CommType 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(formerly named: QuoteAckStatus prior to FIX 4.3) N

Quote <S> Status

<MessageTrailer> Y

 

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