Required if NoQuoteSets > 0
Required if NoQuoteEntries > 0
First field in repeating group. Required if NoQuoteEntries > 0.
| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| Standard Header | Y | MsgType = b (lowercase) | |||
| 131 | QuoteReqID | N | Required when acknowledgment is in response to a Quote Request message | ||
| 117 | QuoteID | N | Required when acknowledgment is in response to a Quote message | ||
| 297 | QuoteStatus | Y | Status of the mass quote acknowledgement. | ||
| 300 | QuoteRejectReason | N | Reason Quote was rejected. | ||
| 301 | QuoteResponseLevel | N | Level of Response requested from receiver of quote messages. Is echoed back to the counterparty. | ||
| 537 | QuoteType | N | Type of Quote | ||
| 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) | ||
| 58 | Text | N | |||
| 296 | NoQuoteSets | N | The number of sets of quotes in the message | ||
| 302 | QuoteSetID | N | First field in repeating group. Required if NoQuoteSets > 0 | |
| component block <UnderlyingInstrument> | N | Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" Required if NoQuoteSets > 0 | ||
| 304 | TotQuoteEntries | N | 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. Required if NoQuoteEntries > 0 | |
| 295 | NoQuoteEntries | N | The number of quotes for this Symbol (QuoteSet) that follow in this message. | |
| | 299 | QuoteEntryID | N | Uniquely identifies the quote as part of a QuoteSet. First field in repeating group. Required if NoQuoteEntries > 0. |
| | 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. |
| | 368 | QuoteEntryRejectReason | N | Reason Quote Entry was rejected. |
| Standard Trailer | Y | ||||