QuoteStatusReport <AI> message – FIX 5.0 SP2 – FIX Dictionary

FIX 5.0 SP2 : QuoteStatusReport <AI> message

Description

The quote status report message is used:

as the response to a Quote <S> Status Request message

as a response to a Quote <S> Cancel message

as a response to a Quote <S> Response message in a negotiation dialog (see Volume 7 PRODUCT: FIXED INCOME and USER GROUP: EXCHANGES AND MARKETS)

Quote <S> Status Report

Structure

Tag	Field Name	Req'd	Comments
Component Block - <StandardHeader>		Y	MsgType = AI
649	QuoteStatusReqID	N
131	QuoteReqID	N	Required when quote is in response to a Quote Request message
117	QuoteID	N	Maps to QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i).
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>		N	Conditionally required when reporting status of a single security quote.
Component Block - <FinancingDetails>		N	Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
Component Block - <UndInstrmtGrp>		N	Number of underlyings
54	Side	N
Component Block - <OrderQtyData>		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)
Component Block - <LegQuotStatGrp>		N	Required for multileg quote status reports
Component Block - <QuotQualGrp>		N
126	ExpireTime	N
44	Price	N
423	PriceType	N
Component Block - <SpreadOrBenchmarkCurveData>		N
Component Block - <YieldData>		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
1133	ExDestinationIDSource	N
298	QuoteCancelType	N
1166	QuoteMsgID	N	Maps to QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i).
300	QuoteRejectReason	N	Reason Quote was rejected
110	MinQty	N
775	BookingType	N
528	OrderCapacity	N
529	OrderRestrictions	N
Component Block - <TargetParties>		N	Can be populated with the values provided on the associated QuoteStatusRequest(MsgType=A).
Component Block - <StandardTrailer>		Y

Related Messages

Quote <S>

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