Quote Response

TagField NameReq'dComments
Component Block <Standard Header> Y MsgType = AJ
693 QuoteRespID Y Unique ID as assigned by the Initiator
117 QuoteID N Required only when responding to a Quote.
694 QuoteRespType Y Type of response this Quote Response is.
11 ClOrdID N Required only when QuoteRespType is 1 (Hit/Lift) or 2 (Counter quote).
528 OrderCapacity N
23 IOIID N Required only when responding to an IOI.
537 QuoteType N Default is Indicative.
735 NoQuoteQualifiers N
695 QuoteQualifier N Required if NoQuoteQualifiers > 1
Component Block <Parties> N Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
336 TradingSessionID N
625 TradingSessionSubID N
Component Block <Instrument> Y Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" For multilegs supply minimally a value for Symbol (55).
Component Block <Financing Details> N Insert here the set of "FinancingDetails" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" For multilegs supply minimally a value for Symbol (55).
711 NoUnderlyings N Number of underlyings
Component Block <Underlying Instrument> N Must be provided if Number of underlyings > 0
54 Side N Required when countering a single instrument quote or “hit/lift” an IOI or Quote.
Component Block <Order Qty Data> N Insert here the set of "OrderQtyData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" Required when countering a single instrument quote or “hit/lift” an IOI or Quote.
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.
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
Component Block <Stipulations> N Optional
1 Account N
660 AcctIDSource N Used to identify the source of the Account code.
581 AccountType N Type of account associated with the order (Origin)
555 NoLegs N Required for multileg quote response
Component Block <Instrument Leg> N Required for multileg quote response For Swaps one leg is Buy and other leg is Sell
687 LegQty N
690 LegSwapType N
587 LegSettlType N
588 LegSettlDate N
Component Block <Leg Stipulations> N Insert here the set of "LegStipulations" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Component Block <Nested Parties> N Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
686 LegPriceType N Represents type of price presented in LegBidPx and LegOfferPx. Required if LegBidPx or LegOfferPx is present.
681 LegBidPx N
684 LegOfferPx N
Component Block <Leg Benchmark Curve Data> N Insert here the set of "LegBenchmarkCurveData" (Fixed Income benchmark curve) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" To specify the Leg benchmark when the legs are priced differently, e.g. Euro Corporates.
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.
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.
62 ValidUntilTime N The time when the quote will expire. Required for FI when the QuoteRespType is 2 (Counter quote) to indicate to the Respondent when the counter offer is valid until.
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
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 quote 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 quote message
156 SettlCurrFxRateCalc N Can be used when the quote is provided in a currency other than the instruments trading currency.
12 Commission N Can be used to show the counterparty the commission associated with the transaction.
13 CommType 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
58 Text N
354 EncodedTextLen N Must be set if EncodedText field is specified and must immediately precede it.
355 EncodedText N Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
44 Price N
423 PriceType N
Component Block <Spread Or Benchmark Curve Data> N Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Component Block <Yield Data> N Insert here the set of "YieldData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Component Block <Standard Trailer> Y
XML DTD
<!ENTITY % QuotRspCustom "" >
<!ENTITY % QuotRspContent "QuotRespID, QuotID?, QuotRespTyp, ClOrdID?, OrdCpcty?, IOIID?, QuotTyp?, QuotQualsGrp*, Ptys?, TrdgSessID?, TrdgSessSubID?, Instrmt, FinancingDetails?, UndInstrmtGrp*, Side?, OrdQtyData?, SettlTyp?, SettlDt?, SettlDt2?, OrdQty2?, Ccy?, Stips?, Acct?, AcctIDSrc?, AcctTyp?, LegQuotGrp*, BidPx?, OfrPx?, MktBidPx?, MktOfrPx?, MinBidSz?, BidSz?, MinOfrSz?, OfrSz?, ValidUntilTm?, BidSpotRt?, OfrSpotRt?, BidFwdPnts?, OfrFwdPnts?, MidPx?, BidYld?, MidYld?, OfrYld?, TransactTm?, OrdTyp?, BidFwdPnts2?, OfrFwdPnts2?, SettlCurrBidFxRt?, SettlCurrOfrFxRt?, SettlCurrFxRtCalc?, Comm?, CommTyp?, CustOrdCpcty?, ExDest?, Text?, EncTextLen?, EncText?, Px?, PxTyp?, SpreadOrBnchmkCrvData?, YldData? %QuotRspCustom;" >
<!ELEMENT QuotRsp (%QuotRspContent;)>
<!ATTLIST QuotRsp
FIXMsgType_ENUM CDATA #FIXED "AJ"
Category CDATA #FIXED "QuotationNegotiation"
FIXSpecVolume CDATA #FIXED 'Volume3'
FullName CDATA #FIXED "QuoteResponse"
ComponentType CDATA #FIXED "Message" >

<!ENTITY % QuotQualsGrpCustom "" >
<!ENTITY % QuotQualsGrpContent "QuotQual? %QuotQualsGrpCustom;" >
<!ELEMENT QuotQualsGrp (%QuotQualsGrpContent;)+>
<!ATTLIST QuotQualsGrp
NumInGrp_FIELD CDATA #FIXED 'NoQuotQuals'
FIXTag CDATA #FIXED '735'
ComponentType CDATA #FIXED 'BlockRepeating'
Category CDATA #FIXED 'QuotationNegotiation' >