Quote Request Reject <AG> message – FIX 4.4 – FIX Dictionary

FIX 4.4 : Quote Request Reject <AG> message

Description

The Quote Request Reject <AG> message is used to reject Quote Request <R> messages for all quoting models.

Structure

Tag			Field Name	Req'd	Comments
<MessageHeader>				Y	MsgType <35> = AG
131			QuoteReqID	Y
644			RFQReqID	N	For tradeable quote model - used to indicate to which RFQ Request <AH> this Quote Request <R> is in response.
658			QuoteRequestRejectReason	Y	Reason Quote <S> was rejected
146			NoRelatedSym	Y	Number of related symbols (instruments) in Request
=>	Component Block - <Instrument>			Y	Insert here the set of "<Instrument>" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
=>	Component Block - <FinancingDetails>			N	Insert here the set of "<FinancingDetails>" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
=>	711		NoUnderlyings	N	Number of underlyings
=>	=>	Component Block - <UnderlyingInstrument>		N	Must be provided if Number of underlyings >
=>	140		PrevClosePx	N	Useful for verifying security identification
=>	303		QuoteRequestType	N	Indicates the type of Quote Request <R> (e.g. Manual vs. Automatic) being generated.
=>	537		QuoteType	N	Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable)
=>	336		TradingSessionID	N
=>	625		TradingSessionSubID	N
=>	229		TradeOriginationDate	N
=>	54		Side	N	If OrdType <40> = '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 <R> message.
=>	854		QtyType	N
=>	Component Block - <OrderQtyData>			N	Insert here the set of 'OrderQytData' fields defined in 'COMMON COMPONENETS OF APPLICATION MESSAGES' Required if component is specified in Quote Request <R> message.
=>	63		SettlType	N
=>	64		SettlDate	N	Can be used (e.g. with forex quotes) to specify the desired 'value date'
=>	193		SettlDate2	N	Can be used with OrdType <40> = 'Forex - Swap' to specify the 'value date' for the future portion of a F/X swap.
=>	192		OrderQty2	N	Can be used with OrdType <40> = '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 desired currency of the quoted price. May differ from the 'normal' trading currency of the instrument being quote requested.
=>	Component Block - <Stipulations>			N	Insert here the set of "<Stipulations>" (repeating group of Fixed Income stipulations) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
=>	1		Account	N
=>	660		AcctIDSource	N
=>	581		AccountType	N
=>	555		NoLegs	N	Required for multileg quote request rejects
=>	=>	Component Block - <InstrumentLeg>		N	Required for multileg quote request rejects 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 - <LegStipulations>		N
=>	=>	Component Block - <NestedParties>		N
=>	=>	Component Block - <LegBenchmarkCurveData>		N
=>	735		NoQuoteQualifiers	N
=>	=>	695	QuoteQualifier	N	Required if NoQuoteQualifiers <735> > 1
=>	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.
=>	40		OrdType	N	Can be used to specify the type of order the quote request is for
=>	126		ExpireTime	N	The time when Quote Request <R> will expire.
=>	60		TransactTime	N	Time transaction was entered
=>	Component Block - <SpreadOrBenchmarkCurveData>			N	Insert here the set of "<SpreadOrBenchmarkCurveData>" (Fixed Income spread or benchmark curve) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
=>	423		PriceType	N
=>	44		Price	N	Quoted or target price
=>	640		Price2	N	Can be used with OrdType <40> = 'Forex - Swap' to specify the Quoted or target price for the future portion of a F/X swap.
=>	Component Block - <YieldData>			N	Insert here the set of "<YieldData>" (yield-related) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
=>	Component Block - <Parties>			N	Insert here the set of '<Parties>' (firm identification) fields defined in 'COMMON COMPONENTS OF APPLICATION MESSAGES'
58			Text	N
354			EncodedTextLen	N	Must be set if EncodedText <355> field is specified and must immediately precede it.
355			EncodedText	N	Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.
<MessageTrailer>				Y

Related Messages

Quote Request <R>

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