Quote Status Request (MsgType = a, FIXML = QuoteStatusReq)

The Quote Status Request (a) message is used by the institution to generate an execution report that contains the quote status message back from the counterparty. It is used to retrieve the status of the originating party\s quotes and not to obtain market data information.

Option Usage:

To retrieve all quotes for a given underlying symbol, use part of the symbology fields.

Tag Field Name FIXML Req'd Comments
<Standard Message Header> Y MsgType = a
117 QuoteID QuoteID 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.
54 Side Side N
336 TradingSessionID TrdSesID N
<Standard Message Trailer> Y