Description

The quote status report message is used:

Structure

Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y MsgType <35> = AI
649 QuoteStatusReqID N
131 QuoteReqID N Required when quote is in response to a Quote Request message
117 QuoteID N Maps to QuoteID <117> of a single Quote <S> or QuoteEntryID <299> of a MassQuote <i>.
390 BidID N

Contains the BidID <390> of a single Quote <S>.

1867 OfferID N

Contains the OfferID <1867> of a single Quote <S>.

1751 SecondaryQuoteID N
1166 QuoteMsgID N Maps to QuoteMsgID <1166> of a single Quote <S> or QuoteID <117> of a MassQuote <i>.
693 QuoteRespID N Required when responding to a Quote Response message.
537 QuoteType N

Quote Type

If not specified, the default is an indicative quote

298 QuoteCancelType N
Component Block - <Parties> N Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
Component Block - <TargetParties> N Can be populated with the values provided on the associated QuoteStatusRequest <a>.
336 TradingSessionID N
625 TradingSessionSubID N
Component Block - <Instrument> N Conditionally required when reporting status of a single security quote.
Component Block - <FinancingDetails> N Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
Component Block - <UndInstrmtGrp> N Number of underlyings
54 Side N
Component Block - <OrderQtyData> N Required for Tradeable quotes of single instruments
63 SettlType N
64 SettlDate N Can be used with forex quotes to specify a specific "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.
2878 TerminationDate N
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 currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted
2897 CurrencyCodeSource N
Component Block - <Stipulations> N
1 Account N
660 AcctIDSource N
581 AccountType N Type of account associated with the order (Origin)
Component Block - <LegQuotStatGrp> N Required for multileg quote status reports
Component Block - <QuotQualGrp> N
Component Block - <QuoteAttributeGrp> N
2830 EventInitiatorType N
2115 NegotiationMethod N
126 ExpireTime N
44 Price N
423 PriceType N
Component Block - <PriceQualifierGrp> N
Component Block - <SpreadOrBenchmarkCurveData> N
Component Block - <YieldData> N
1747 BidQuoteID N
1748 OfferQuoteID N
1745 BidMDEntryID N
1746 OfferMDEntryID N
132 BidPx N If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx 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, OfferPx or both must be specified.
645 MktBidPx N Can be used by markets that require showing the current best bid and offer
646 MktOfferPx N Can be used by markets that require showing the current best bid and offer
647 MinBidSize N Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size.
134 BidSize N Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size.
1749 TotalBidSize N
648 MinOfferSize N Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
135 OfferSize N Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
1750 TotalOfferSize N
110 MinQty 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
Component Block - <TrdRegTimestamps> N
40 OrdType N Can be used to specify the type of order the quote is for
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
656 SettlCurrBidFxRate N Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this message
657 SettlCurrOfferFxRate N Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this message
156 SettlCurrFxRateCalc N Can be used when the quote is provided in a currency other than the instruments trading currency.
Component Block - <CommissionData> N

Can be used to show the counterparty the commission associated with the transaction.

582 CustOrderCapacity N For Futures Exchanges
100 ExDestination N Used when routing quotes to multiple markets
1133 ExDestinationIDSource N
775 BookingType N
528 OrderCapacity N
529 OrderRestrictions N
1934 RegulatoryReportType N
297 QuoteStatus N Quote Status
300 QuoteRejectReason N Reason Quote was rejected
1328 RejectText N

Reason description for rejecting the quote.

1664 EncodedRejectTextLen N

Must be set if EncodedRejectText <1665> field is specified and must immediately precede it.

1665 EncodedRejectText N

Encoded (non-ASCII characters) representation of the RejectText <1328> field in the encoded format specified via the MessageEncoding <347> field.

1937 TradeContinuation N

If specified, this should echo the value in the message this status message is in response to.

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.

Component Block - <ThrottleResponse> N
58 Text N
354 EncodedTextLen N
355 EncodedText N
443 StrikeTime N

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

Component Block - <StandardTrailer> Y

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