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Quote (MsgType = S, FIXML = Quote)

The Quote (S) message is used as the response to a Quote Request (R) message and can be used to publish unsolicited quotes.

Quotes supplied as the result of a Quote Request (R) message are tagged with the appropriate QuoteReqID (131) , unsolicited quotes can be identified by the absence of a QuoteReqID (131) .

If the message is used for foreign exchange, conventions for identifying the forex transaction are as follows:

Orders can be generated based on Quotes. Quoted orders include the QuoteID (117) and are OrdType (40) =Previously Quoted or Forex - Previously Quoted.

Tag Field Name FIXML Req'd Comments
<Standard Message Header> Y MsgType = S
131 QuoteReqID QuoteReqID N Required when quote is in response to a Quote Request (R) message
117 QuoteID QuoteID Y
301 QuoteResponseLevel QuoteResponseLevel N Level of Response requested from receiver of quote (S) messages.
336 TradingSessionID TrdSesID N
55 Symbol Symbol Y
65 SymbolSfx SymbolSfx N
48 SecurityID SecurityID N
22 IDSource IDSource N
167 SecurityType SecurityType N Must be specified if a Future or Option. If a Future: Symbol (55) , SecurityType (167) , and MaturityMonthYear (200) are required. If an Option: Symbol (55) , SecurityType (167) , MaturityMonthYear (200) , PutOrCall (201) , and StrikePrice (202) are required.
200 MaturityMonthYear MonthYear C Specifies the month and year of maturity. Required if MaturityDay (205) is specified.
205 MaturityDay Day N Can be used in conjunction with MaturityMonthYear (200) to specify a particular maturity date.
201 PutOrCall PutCall C For Options.
202 StrikePrice StrikePx C For Options.
206 OptAttribute OptAttribute N For Options.
231 ContractMultiplier ContractMultiplier N For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
223 CouponRate CouponRate N For Fixed Income.
207 SecurityExchange SecurityExch N Can be used to identify the security.
106 Issuer Issuer N
348 EncodedIssuerLen EncodedIssuerLen C Must be set if EncodedIssuer (349) field is specified and must immediately precede it.
349 EncodedIssuer EncodedIssuer C Encoded (non-ASCII characters) representation of the Issuer (106) field in the encoded format specified via the MessageEncoding (347) field.
107 SecurityDesc SecurityDesc N
350 EncodedSecurityDescLen EncodedSecDescLen C Must be set if EncodedSecurityDesc (351) field is specified and must immediately precede it.
351 EncodedSecurityDesc EncodedSecDesc C Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field.
132 BidPx BidPx C If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx (132) , OfferPx (133) or both must be specified.
133 OfferPx OfferPx C If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx (132) , OfferPx (133) or both must be specified.
134 BidSize BidSize N
135 OfferSize OfferSize N
62 ValidUntilTime ValidUntilTime N
188 BidSpotRate BidSpotRate N May be applicable for F/X quotes
190 OfferSpotRate OfferSpotRate N May be applicable for F/X quotes
189 BidForwardPoints BidForwardPoints N May be applicable for F/X quotes
191 OfferForwardPoints OfferForwardPoints N May be applicable for F/X quotes
60 TransactTime TransactTime N
64 FutSettDate FutSettDate N Can be used with forex quotes to specify a specific "value date"
40 OrdType OrderType N Can be used to specify the type of order the quote is for
193 FutSettDate2 FutSettDate2 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 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 Currency N Can be used to specify the currency of the quoted price.
<Standard Message Trailer> Y

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