| 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 message
|
| 297 |
QuoteStatus |
Y |
Status of the mass quote acknowledgement.
|
| 300 |
QuoteRejectReason |
N |
Reason Quote was rejected.
|
| 301 |
QuoteResponseLevel |
N |
Level of Response requested from receiver of Quote messages. Is echoed back to the counterparty.
|
| 537 |
QuoteType |
N |
Type of Quote
|
|
Component Block - <Parties> |
N |
Insert here the set of "<Parties>" (firm identification) fields
|
| 1 |
Account |
N |
|
| 660 |
AcctIDSource |
N |
|
| 581 |
AccountType |
N |
Type of account associated with the order (Origin)
|
| 58 |
Text |
N |
|
| 354 |
EncodedTextLen |
N |
|
| 355 |
EncodedText |
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
|
| => |
Component Block - <UnderlyingInstrument> |
N |
Insert here the set of "<UnderlyingInstrument>" (underlying symbology) fields
Required if NoQuoteSets <296> > 0
|
| => |
304 |
TotNoQuoteEntries |
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
|
| => |
893 |
LastFragment |
N |
Indicates if this message is the last fragment of a fragmented Mass Quote <i> message
|
| => |
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.
|
| => |
=> |
Component Block - <Instrument> |
N |
Insert here the set of "<Instrument>" (symbology) fields
|
| => |
=> |
555 |
NoLegs |
N |
Used for multileg instruments
|
| => |
=> |
=> |
Component Block - <InstrumentLeg> |
N |
Used for multileg instruments
|
| => |
=> |
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.
|
| => |
=> |
134 |
BidSize |
N |
|
| => |
=> |
135 |
OfferSize |
N |
|
| => |
=> |
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 |
|
| => |
=> |
336 |
TradingSessionID |
N |
|
| => |
=> |
625 |
TradingSessionSubID |
N |
|
| => |
=> |
64 |
SettlDate |
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 |
SettlDate2 |
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 price.
|
| => |
=> |
368 |
QuoteEntryRejectReason |
N |
Reason Quote Entry was rejected.
|
| <MessageTrailer> |
Y |
|
