FIX 4.3 : Quote Request Reject <AG> message

Structure | Related Messages

Description

The Quote Request Reject <AG> message is used to reject Quote Request <R> messages for all quoting models.

Structure

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

For tradeable quote model - used to indicate to which RFQ Request <AH> this Quote Request <R> is in response.

658 QuoteRequestRejectReason Y

Reason QuoteRequest <R> was rejected

146 NoRelatedSym Y

Number of related symbols (instruments) in Request

=> Component Block - <Instrument> Y

Insert here the set of "<Instrument>" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

=> 140 PrevClosePx N

Useful for verifying security identification

=> 303 QuoteRequestType N

Indicates the type of Quote Request <R> (e.g. Manual vs. Automatic) being generated.

=> 537 QuoteType N

Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable)

=> 336 TradingSessionID N
=> 625 TradingSessionSubID N
=> 229 TradeOriginationDate N
=> Component Block - <Stipulations> N

Insert here the set of "<Stipulations>" (repeating group of Fixed Income stipulations) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

=> 54 Side N

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.

=> 465 QuantityType N
=> 38 OrderQty N
=> 152 CashOrderQty N
=> 63 SettlmntTyp N
=> 64 FutSettDate N

Can be used (e.g. with forex quotes) to specify the desired 'value date'

=> 40 OrdType N

Can be used to specify the type of order the quote request 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.

=> 126 ExpireTime N

The time when Quote Request <R> will expire.

=> 60 TransactTime N

Time transaction was entered

=> 15 Currency N

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.

=> Component Block - <SpreadOrBenchmarkCurveData> N

Insert here the set of "<SpreadOrBenchmarkCurveData>" (Fixed Income spread or benchmark curve) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

=> 423 PriceType N
=> 44 Price N

Quoted or target price

=> 640 Price2 N

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

=> Component Block - <YieldData> N

Insert here the set of "<YieldData>" (yield-related) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

58 Text N
354 EncodedTextLen N

Must be set if EncodedText <355> field is specified and must immediately precede it.

355 EncodedText N

Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.

<MessageTrailer> Y

 

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