| Tag |
Field Name |
Req'd |
Comments |
| 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" |
| => |
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. |
| => |
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 |
|
| => |
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.
|
| => |
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.
|
| => |
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 |
|
| => |
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.
|
| => |
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. |
| => |
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 |
| => |
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 |
|
| => |
110 |
MinQty |
N |
|
| => |
120 |
SettlCurrency |
N |
Required for NDFs to specify the settlement currency (fixing currency). |
| => |
Component Block - <RateSource> |
N |
|
