Quote Status Report (MsgType = AI, FIXML = QuoteStatusReport)

The Quote Status Report (AI) message is used:

Tag Field Name FIXML Req'd Comments
<Standard Message Header> Y MsgType = AI
649 QuoteStatusReqID QuoteStatusReqID N
131 QuoteReqID QuoteReqID N Required when quote is in response to a Quote Request (R) message
117 QuoteID QuoteID Y
537 QuoteType QuoteType N If not specified, the default is an indicative quote
<Parties> N
1 Account Account N
581 AccountType AccountType N Type of account associated with the order (Origin)
336 TradingSessionID TradingSessionID N
625 TradingSessionSubID TradingSessionSubID N
<Instrument> Y
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.
645 MktBidPx MktBidPx N Can be used by markets that require showing the current best bid and offer
646 MktOfferPx MktOfferPx N Can be used by markets that require showing the current best bid and offer
647 MinBidSize MinBidSize N Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size.
134 BidSize BidSize N Specifies the bid size. If MinBidSize (647) is specified, BidSize (134) is interpreted to contain the maximum bid size.
648 MinOfferSize MinOfferSize N Specifies the minimum offer size. If MinOfferSize (648) is specified, OfferSize (135) is interpreted to contain the maximum offer size.
135 OfferSize OfferSize N Specified the offer size. If MinOfferSize (648) is specified, OfferSize (135) is interpreted to contain the maximum offer size.
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
631 MidPx MidPx N
632 BidYield BidYield N
633 MidYield MidYield N
634 OfferYield OfferYield N
60 TransactTime TransactTime N
64 FutSettDate FutSettDate N Can be used with forex quotes to specify a specific "value date"
40 OrdType OrdType 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.
642 BidForwardPoints2 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 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
15 Currency 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
656 SettlCurrBidFxRate 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 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 SettlCurrFxRateCalc N Can be used when the quote is provided in a currency other than the instruments trading currency.
12 Commission Commission N Can be used to show the counterparty the commission associated with the transaction.
13 CommType CommType N Can be used to show the counterparty the commission associated with the transaction.
582 CustOrderCapacity CustOrderCapacity N For Futures Exchanges
100 ExDestination ExDestination N Used when routing quotes to multiple markets
297 QuoteStatus QuoteStatus N Quote Status
<Standard Message Trailer> Y