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Quote Request Reject (MsgType = AG, FIXML = QuotReqRej)

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 @ReqID 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 @ReqRejRsn Y Reason Quote was rejected
146 NoRelatedSym QuotReqRej Y Number of related symbols (instruments) in Request
=> <Instrument> Y
=> <Financing Details> N
=> 711 NoUnderlyings Undly N Number of underlyings
=> => <Underlying Instrument> C Must be provided if Number of underlyings > 0
=> 140 PrevClosePx @PrevClsPx N Useful for verifying security identification
=> 303 QuoteRequestType @ReqTyp N Indicates the type of Quote Request (R) (e.g. Manual vs. Automatic) being generated.
=> 537 QuoteType @Typ N Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable)
=> 336 TradingSessionID @SesID N
=> 625 TradingSessionSubID @SesSub N
=> 229 TradeOriginationDate @OrignDt 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. Required if specified in Quote Request (R) message.
=> 854 QtyType @QtyTyp N
=> <Order Qty Data> N Required if component is specified in Quote Request (R) message.
=> 63 SettlType @SettlTyp N
=> 64 SettlDate @SettlDt C Can be used (e.g. with forex quotes) to specify the desired "value date"
=> 193 SettDate2 @SettlDt2 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 @Qty2 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 @Ccy 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.
=> <Stipulations> N
=> 1 Account @Acct N
=> 660 AcctIDSource @AcctIDSrc N
=> 581 AccountType @AcctTyp N
=> 555 NoLegs Leg N Required for multileg quote request rejects.
=> => <Instrument Leg> C Required for multileg quote request rejects. For Swaps one leg is Buy and other leg is Sell.
=> => 687 LegQty @Qty N
=> => 690 LegSwapType @SwapTyp N
=> => 587 LegSettlType @SettlTyp N
=> => 588 LegSettlDate @SettlDt C
=> => <Leg Stipulations> N
=> => <Nested Parties> N
=> => <Leg Benchmark Curve Data> N
=> 735 NoQuoteQualifiers QuotQual N
=> => 695 QuoteQualifier @Qual C Required if NoQuoteQualifiers (735) > 0
=> 692 QuotePriceType @QuotPxTyp N Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted.
=> 40 OrdType @OrdTyp N Can be used to specify the type of order the quote request is for
=> 126 ExpireTime @ExpireTm N The time when Quote Request will expire.
=> 60 TransactTime @TxnTm N Time transaction was entered
=> <Spread or Benchmark Curve Data> N
=> 423 PriceType @PxTyp N
=> 44 Price @Px N Quoted or target price
=> 640 Price2 @Px2 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
=> <Parties> N
58 Text @Txt N
354 EncodedTextLen @EncTxtLen C Must be set if EncodedText (355) field is specified and must immediately precede it.
355 EncodedText @EncTxt 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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