The Quote Request Reject (AG) message is used to reject Quote Request (R) messages for all quoting models.
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = AG | |||||
| 131 | QuoteReqID | QuoteReqID | Y | ||||
| 644 | RFQReqID | RFQReqID | N | For tradeable quote model - used to indicate to which RFQ Request (AH) this Quote Request (R) is in response. | |||
| 658 | QuoteRequestRejectReason | QuoteRequestRejectReason | Y | Reason Quote was rejected | |||
| 146 | NoRelatedSym | NoRelatedSym | Y | Number of related symbols (instruments) in Request | |||
| => | <Instrument> | Y | |||||
| => | 140 | PrevClosePx | PrevClosePx | N | Useful for verifying security identification | ||
| => | 303 | QuoteRequestType | QuoteRequestType | N | Indicates the type of Quote Request (R) (e.g. Manual vs. Automatic) being generated. | ||
| => | 537 | QuoteType | QuoteType | N | Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) | ||
| => | 336 | TradingSessionID | TradingSessionID | N | |||
| => | 625 | TradingSessionSubID | TradingSessionSubID | N | |||
| => | 229 | TradeOriginationDate | TradeOriginationDate | N | |||
| => | <Stipulations> | N | |||||
| => | 54 | Side | 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. | ||
| => | 465 | QuantityType | QuantityType | N | |||
| => | 38 | OrderQty | OrderQty | N | |||
| => | 152 | CashOrderQty | CashOrderQty | N | |||
| => | 63 | SettlmntTyp | Settlement | N | |||
| => | 64 | FutSettDate | FutSettDate | C | Can be used (e.g. with forex quotes) to specify the desired "value date" | ||
| => | 40 | OrdType | OrdType | N | Can be used to specify the type of order the quote request 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. | ||
| => | 126 | ExpireTime | ExpireTime | N | The time when Quote Request (R) will expire. | ||
| => | 60 | TransactTime | TransactTime | N | Time transaction was entered | ||
| => | 15 | Currency | 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. | ||
| => | <Spread Or Benchmark Curve Data> | N | |||||
| => | 423 | PriceType | PriceType | N | |||
| => | 44 | Price | Price | N | Quoted or target price | ||
| => | 640 | Price2 | 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. | ||
| => | <Yield Data> | N | |||||
| => | 58 | Text | Text | N | |||
| => | 354 | EncodedTextLen | EncodedTextLen | C | Must be set if EncodedText (355) field is specified and must immediately precede it. | ||
| => | 355 | EncodedText | EncodedText | C | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | ||
| <Standard Message Trailer> | Y | ||||||
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