Default is Indicative if not specified
Must be the first field in the repeating group.
** Nested Repeating Group follows **
Must be used if NoQuoteEntries is used
| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| Standard Header | Y | MsgType = i (lowercase) | |||
| 131 | QuoteReqID | N | Required when quote is in response to a Quote Request message | ||
| 117 | QuoteID | Y | |||
| 537 | QuoteType | N | Type of Quote Default is Indicative if not specified | ||
| 301 | QuoteResponseLevel | N | Level of Response requested from receiver of quote messages. | ||
| component block <Parties> | N | Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | |||
| 1 | Account | N | |||
| 581 | AccountType | N | Type of account associated with the order (Origin) | ||
| 293 | DefBidSize | N | Default Bid Size for quote contained within this quote message - if not explicitly provided. | ||
| 294 | DefOfferSize | N | Default Offer Size for quotes contained within this quote message - if not explicitly provided. | ||
| 296 | NoQuoteSets | Y | The number of sets of quotes in the message | ||
| 302 | QuoteSetID | Y | Sequential number for the Quote Set. For a given QuoteID - assumed to start at 1. Must be the first field in the repeating group. | |
| component block <UnderlyingInstrument> | N | Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | ||
| 367 | QuoteSetValidUntilTime | N | ||
| 304 | TotQuoteEntries | Y | Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. | |
| 295 | NoQuoteEntries | Y | The number of quotes for this Symbol (instrument) (QuoteSet) that follow in this message. ** Nested Repeating Group follows ** | |
| | 299 | QuoteEntryID | Y | Uniquely identifies the quote as part of a QuoteSet. Must be used if NoQuoteEntries is used |
| | component block <Instrument> | N | Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | |
| | 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. |
| | 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 | FutSettDate | 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 | FutSettDate2 | 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. |
| | 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. |
| Standard Trailer | Y | ||||