| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| Component Block <Standard Header> | Y | MsgType = AG
| |||
| 131 | QuoteReqID | Y |
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| 644 | RFQReqID | N | For tradeable quote model – used to indicate to which RFQ Request this Quote Request is in response.
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| 658 | QuoteRequestRejectReason | Y | Reason Quote was rejected
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| 146 | NoRelatedSym | Y | Number of related symbols (instruments) in Request
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Component Block <Instrument> | Y | Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
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Component Block <Financing Details> | N | Insert here the set of "FinancingDetails" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
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711 | NoUnderlyings | N | Number of underlyings
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Component Block <Underlying Instrument> | N | Must be provided if Number of underlyings >
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140 | PrevClosePx | N | Useful for verifying security identification
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303 | QuoteRequestType | N | Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated.
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537 | QuoteType | N | Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable)
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336 | TradingSessionID | N |
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625 | TradingSessionSubID | N |
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229 | TradeOriginationDate | N |
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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 Quote Request message.
| |
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854 | QtyType | N |
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Component Block <Order Qty Data> | N | Insert here the set of “OrderQytData” fields defined in “COMMON COMPONENETS OF APPLICATION MESSAGES”
Required if component is specified in Quote Request message.
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63 | SettlType | N |
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64 | SettlDate | N | Can be used (e.g. with forex quotes) to specify the desired “value date”
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193 | SettlDate2 | N | Can be used with OrdType = “Forex - Swap” to specify the “value date” for the future portion of a F/X swap.
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192 | OrderQty2 | N | Can be used with OrdType = “Forex - Swap” to specify the order quantity for the future portion of a F/X swap.
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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.
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Component Block <Stipulations> | N | Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
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1 | Account | N |
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660 | AcctIDSource | N |
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581 | AccountType | N |
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555 | NoLegs | N | Required for multileg quote request rejects
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Component Block <Instrument Leg> | N | Required for multileg quote request rejects
For Swaps one leg is Buy and other leg is Sell
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687 | LegQty | N |
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690 | LegSwapType | N |
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587 | LegSettlType | N |
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588 | LegSettlDate | N |
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Component Block <Leg Stipulations> | N |
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Component Block <Nested Parties> | N |
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Component Block <Leg Benchmark Curve Data> | N |
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735 | NoQuoteQualifiers | N |
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695 | QuoteQualifier | N | Required if NoQuoteQualifiers > 1
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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.
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40 | OrdType | N | Can be used to specify the type of order the quote request is for
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126 | ExpireTime | N | The time when Quote Request will expire.
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60 | TransactTime | N | Time transaction was entered
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Component Block <Spread Or Benchmark Curve Data> | N | Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
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423 | PriceType | N |
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44 | Price | N | Quoted or target price
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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.
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Component Block <Yield Data> | N | Insert here the set of "YieldData" (yield-related) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
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Component Block <Parties> | N | Insert here the set of “Parties” (firm identification) fields defined in “COMMON COMPONENTS OF APPLICATION MESSAGES”
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| 58 | Text | N |
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| 354 | EncodedTextLen | N | Must be set if EncodedText field is specified and must immediately precede it.
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| 355 | EncodedText | N | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
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| Component Block <Standard Trailer> | Y |
| |||
| XML DTD | |||||
| <!ENTITY % QuotReqRejCustom "" > <!ENTITY % QuotReqRejContent "QuotReqID, RFQReqID?, QuotReqRejRsn, QuotReqRjctGrp+, Text?, EncTextLen?, EncText? %QuotReqRejCustom;" > <!ELEMENT QuotReqRej (%QuotReqRejContent;)> <!ATTLIST QuotReqRej FIXMsgType_ENUM CDATA #FIXED "AG" Category CDATA #FIXED "QuotationNegotiation" FIXSpecVolume CDATA #FIXED 'Volume3' FullName CDATA #FIXED "QuoteRequestReject" ComponentType CDATA #FIXED "Message" > | |||||