| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| StandardHeader | Yes |
MsgType = S | |||
| 131 | QuoteReqID | No |
Required when quote is in response to a Quote Request message | ||
| 117 | QuoteID | Yes | |||
| 693 | QuoteRespID | No |
Required when responding to the Quote Response message. The counterparty specified ID of the Quote Response message. | ||
| 537 | QuoteType | No |
Quote Type If not specified, the default is an indicative quote | ||
| QuotQualGrp | No | ||||
| 301 | QuoteResponseLevel | No |
Level of Response requested from receiver of quote messages. | ||
| Parties | No |
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" | |||
| 336 | TradingSessionID | No | |||
| 625 | TradingSessionSubID | No | |||
| Instrument | Yes |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | |||
| FinancingDetails | No |
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" | |||
| UndInstrmtGrp | No |
Number of underlyings | |||
| 54 | Side | No |
Required for Tradeable or Counter quotes of single instruments | ||
| OrderQtyData | No |
Required for Tradeable quotes or Counter quotes of single instruments | |||
| 63 | SettlType | No | |||
| 64 | SettlDate | No |
Can be used with forex quotes to specify a specific "value date" | ||
| 193 | SettlDate2 (Deprecated in FIX.5.0) | No |
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. | ||
| 192 | OrderQty2 (Deprecated in FIX.5.0) | No |
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. | ||
| 15 | Currency | No |
Can be used to specify the currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted | ||
| Stipulations | No |
Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" | |||
| 1 | Account | No | |||
| 660 | AcctIDSource | No | |||
| 581 | AccountType | No |
Type of account associated with the order (Origin) | ||
| LegQuotGrp | No |
Required for multileg quotes | |||
| 132 | BidPx | No |
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 | No |
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 | No |
Can be used by markets that require showing the current best bid and offer | ||
| 646 | MktOfferPx | No |
Can be used by markets that require showing the current best bid and offer | ||
| 647 | MinBidSize | No |
Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. | ||
| 134 | BidSize | No |
Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. | ||
| 648 | MinOfferSize | No |
Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. | ||
| 135 | OfferSize | No |
Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. | ||
| 62 | ValidUntilTime | No |
The time when the quote will expire | ||
| 188 | BidSpotRate | No |
May be applicable for F/X quotes | ||
| 190 | OfferSpotRate | No |
May be applicable for F/X quotes | ||
| 189 | BidForwardPoints | No |
May be applicable for F/X quotes | ||
| 191 | OfferForwardPoints | No |
May be applicable for F/X quotes | ||
| 1065 | BidSwapPoints | No | Bid swap points of an FX Swap quote. | ||
| 1066 | OfferSwapPoints | No | |||
| 631 | MidPx | No | |||
| 632 | BidYield | No | |||
| 633 | MidYield | No | |||
| 634 | OfferYield | No | |||
| 60 | TransactTime | No | |||
| 40 | OrdType | No |
Can be used to specify the type of order the quote is for | ||
| 642 | BidForwardPoints2 (Deprecated in FIX.5.0) | No | 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 (Deprecated in FIX.5.0) | No | 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 | No |
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 | No |
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 | No |
Can be used when the quote is provided in a currency other than the instruments trading currency. | ||
| 13 | CommType | No |
Can be used to show the counterparty the commission associated with the transaction. | ||
| 12 | Commission | No |
Can be used to show the counterparty the commission associated with the transaction. | ||
| 582 | CustOrderCapacity | No |
For Futures Exchanges | ||
| 100 | ExDestination | No |
Used when routing quotes to multiple markets | ||
| 1133 | ExDestinationIDSource | No | |||
| 528 | OrderCapacity | No | |||
| 423 | PriceType | No | |||
| SpreadOrBenchmarkCurveData | No | ||||
| YieldData | No | ||||
| 58 | Text | No | |||
| 354 | EncodedTextLen | No |
Must be set if EncodedText field is specified and must immediately precede it. | ||
| 355 | EncodedText | No |
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | ||
| StandardTrailer | Yes | ||||