Structure

Tag Field Name Req'd Comments
146 NoRelatedSym N 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"
Component Block - <FinancingDetails> N Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
Component Block - <UndInstrmtGrp> N
140 PrevClosePx N Useful for verifying security identification
303 QuoteRequestType N Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated.
117 QuoteID N

Can be used when QuoteRequestType <303> = 3(Confirm Quote).

1751 SecondaryQuoteID N

Can be used when QuoteRequestType <303> = 3(Confirm Quote).

537 QuoteType N Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) Valid values used by FX in the request: 0 = Indicative, 1 = Tradeable; Absence implies a request for an indicative quote.
336 TradingSessionID N
625 TradingSessionSubID N
229 TradeOriginationDate N
1913 NumOfCompetitors N
54 Side N

If OrdType = "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.

For single instrument use. FX values, 1 = Buy, 2 = Sell; This is from the perspective of the Initiator. If absent then a two-sided quote is being requested for spot or forward.

854 QtyType N

Type of quantity specified in a quantity field.

For FX, if used, should be "0".

Component Block - <OrderQtyData> N

Required for single instrument quoting.

Required for Fixed Income if QuoteType is Tradeable.

110 MinQty N
63 SettlType N For NDFs either SettlType (specifying the tenor) or SettlDate must be specified.
64 SettlDate N

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

For NDFs either SettlType (specifying the tenor) or SettlDate must be specified.

193 SettlDate2 N Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
192 OrderQty2 N Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
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.
2897 CurrencyCodeSource N
120 SettlCurrency N Required for NDFs to specify the settlement currency (fixing currency).
2899 SettlCurrencyCodeSource N
Component Block - <RateSource> 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"
1 Account N
660 AcctIDSource N
581 AccountType N
Component Block - <QuotReqLegsGrp> N
Component Block - <QuotQualGrp> N
828 TrdType N

May be used by SEFs (Swap Execution Facilities) to indicate a block swap transaction.

2347 RegulatoryTransactionType N
Component Block - <RegulatoryTradeIDGrp> N
2115 NegotiationMethod N
692 QuotePriceType N Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted.
Component Block - <PriceQualifierGrp> N
40 OrdType N Can be used to specify the type of order the quote request is for
62 ValidUntilTime N Used by the quote initiator to indicate the period of time the resulting Quote must be valid until
126 ExpireTime N The time when Quote Request will expire.
1914 ResponseTime N
1915 QuoteDisplayTime N
1629 ExposureDuration N

The (minimum or suggested) period of time a quote price is tradable before it becomes indicative (i.e. off-the-wire).

1916 ExposureDurationUnit N
60 TransactTime N Time transaction was entered
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
631 MidPx N

For OTC swaps, may be used to provide the estimated mid-market-mark.

640 Price2 N Can be used with OrdType = "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"
Component Block - <Parties> N
1937 TradeContinuation N

Maybe used to indicate quote/negotiation is for the specified post-execution trade continuation or lifecycle event.

2374 TradeContinuationText N
2372 EncodedTradeContinuationTextLen N

Must be set if EncodedTradeContinuationText <2371> field is specified and must immediately precede it.

2371 EncodedTradeContinuationText N

Encoded (non-ASCII characters) representation of the TradeContinuationText <2374> field in the encoded format specified via the MessageEncoding <347> field.

443 StrikeTime N

Conditionally required when QuoteQualifier <695> = d (Deferred spot) is specified.

Used In