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.
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
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.

Required if specified in QuoteRequest <R> message.

854 QtyType N
Component Block - <OrderQtyData> N

Insert here the set of "OrderQytData" fields defined in "Common Components of Application Messages"

Required if component is specified in QuoteRequest <R> message.

63 SettlType N
64 SettlDate N Can be used (e.g. with forex quotes) to specify the desired "value date"
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
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
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
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 Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
443 StrikeTime N

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

Used In