Quote Status Report

TagField NameReq'dComments
Component Block <Standard Header> Y MsgType = AI
649 QuoteStatusReqID N
131 QuoteReqID N Required when quote is in response to a Quote Request message
117 QuoteID Y
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
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"
Component Block <Financing Details> N Insert here the set of "FinancingDetails" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
711 NoUnderlyings N Number of underlyings
Component Block <Underlying Instrument> N Must be provided if Number of underlyings > 0
54 Side N
Component Block <Order Qty Data> 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.
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
1 Account N
660 AcctIDSource N
581 AccountType N Type of account associated with the order (Origin)
555 NoLegs N Required for multileg quote status reports
Component Block <Instrument Leg> N Required for multileg quote status reports 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
Component Block <Nested Parties> N
735 NoQuoteQualifiers N
695 QuoteQualifier N Required if NoQuoteQualifiers > 1
126 ExpireTime N
44 Price N
423 PriceType N
Component Block <Spread Or Benchmark Curve Data> N
Component Block <Yield Data> 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.
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
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 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.
13 CommType N Can be used to show the counterparty the commission associated with the transaction.
12 Commission 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
297 QuoteStatus N Quote Status
58 Text N
354 EncodedTextLen N
355 EncodedText N
Component Block <Standard Trailer> Y
XML DTD
<!ENTITY % QuotStatRptCustom "" >
<!ENTITY % QuotStatRptContent "QuotStatReqID?, QuotReqID?, QuotID, QuotRespID?, QuotTyp?, Ptys?, TrdgSessID?, TrdgSessSubID?, Instrmt, FinancingDetails?, UndInstrmtGrp*, Side?, OrdQtyData?, SettlTyp?, SettlDt?, SettlDt2?, OrdQty2?, Ccy?, Stips?, Acct?, AcctIDSrc?, AcctTyp?, LegsGrp*, QuotQualsGrp*, ExpireTm?, Px?, PxTyp?, SpreadOrBnchmkCrvData?, YldData?, BidPx?, OfrPx?, MktBidPx?, MktOfrPx?, MinBidSz?, BidSz?, MinOfrSz?, OfrSz?, ValidUntilTm?, BidSpotRt?, OfrSpotRt?, BidFwdPnts?, OfrFwdPnts?, MidPx?, BidYld?, MidYld?, OfrYld?, TransactTm?, OrdTyp?, BidFwdPnts2?, OfrFwdPnts2?, SettlCurrBidFxRt?, SettlCurrOfrFxRt?, SettlCurrFxRtCalc?, CommTyp?, Comm?, CustOrdCpcty?, ExDest?, QuotStat?, Text?, EncTextLen?, EncText? %QuotStatRptCustom;" >
<!ELEMENT QuotStatRpt (%QuotStatRptContent;)>
<!ATTLIST QuotStatRpt
FIXMsgType_ENUM CDATA #FIXED "AI"
Category CDATA #FIXED "QuotationNegotiation"
FIXSpecVolume CDATA #FIXED 'Volume3'
FullName CDATA #FIXED "QuoteStatusReport"
ComponentType CDATA #FIXED "Message" >

<!ENTITY % LegsGrpCustom "" >
<!ENTITY % LegsGrpContent "InstrmtLeg?, LegQty?, LegSwapTyp?, LegSettlTyp?, LegSettlDt?, LegStips?, NstPtys? %LegsGrpCustom;" >
<!ELEMENT LegsGrp (%LegsGrpContent;)+>
<!ATTLIST LegsGrp
NumInGrp_FIELD CDATA #FIXED 'NoLegs'
FIXTag CDATA #FIXED '555'
ComponentType CDATA #FIXED 'BlockRepeating'
Category CDATA #FIXED 'QuotationNegotiation' >