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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