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 (S) was rejected | |||
| 1171 | PrivateQuote | @PrvtQt | N | Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. | |||
| 1172 | RespondentType | @RspdntTyp | N | ||||
| 1091 | PreTradeAnonymity | @PrTrdAnon | N | ||||
| <RootParties> | N | Insert here the set of "Root Parties" fields defined in "common components of application messages". Used for acting parties that applies to the whole message, not individual legs, sides, etc. | |||||
| 146 | NoRelatedSym | QuotReqRej | Y | Number of related symbols (instruments) in Request | |||
| => | <Instrument> | Y | Insert here the set of "Instrument" fields defined in "Common Components of Application Messages". | ||||
| => | <FinancingDetails> | N | Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages". | ||||
| => | 711 | NoUnderlyings | N | Number of underlyings | |||
| => | => | <UnderlyingInstrument> | 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 | |||
| => | <OrderQtyData> | N | Insert here the set of "OrderQytData" fields defined in "Common Components of Application Messages". Required if component is specified in Quote Request (R) message. | ||||
| => | 63 | SettlType | @SettlTyp | N | |||
| => | 64 | SettlDate | @SettlDt | N | Can be used (e.g. with forex quotes) to specify the desired "value date". | ||
| => | 193 | SettlDate2 | @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 | Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages". | ||||
| => | 1 | Account | @Acct | N | |||
| => | 660 | AcctIDSource | @AcctIDSrc | N | |||
| => | 581 | AccountType | @AcctTyp | N | |||
| => | 555 | NoLegs | Leg | N | Required for multileg quotes. | ||
| => | => | <InstrumentLeg> | C | Required for multileg quotes. For Swaps one leg is Buy and other leg is Sell | |||
| => | => | 687 | LegQty | @Qty | N | ||
| => | => | 685 | LegOrderQty | @OrdQty | N | When reporting an Execution, LegOrderQty (685) may be used on Execution Report to echo back original LegOrderQty (685) submission. This field should be used to specify OrderQty (38) at the leg level rather than LegQty (687) (deprecated). | |
| => | => | 690 | LegSwapType | @SwapTyp | N | ||
| => | => | 587 | LegSettlType | @SettlTyp | N | ||
| => | => | 588 | LegSettlDate | @SettlDt | N | ||
| => | => | <LegStipulations> | N | ||||
| => | => | <NestedParties> | N | ||||
| => | => | <LegBenchmarkCurveData> | N | ||||
| => | => | 654 | LegRefID | @RefID | N | Initiator can optionally provide a unique identifier for the specific leg. | |
| => | 735 | NoQuoteQualifiers | QuotQual | N | |||
| => | => | 695 | QuoteQualifier | @Qual | C | Required if NoQuoteQualifiers (735) > 1 | |
| => | 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 (R) will expire. | ||
| => | 60 | TransactTime | @TxnTm | N | Time transaction was entered | ||
| => | <SpreadOrBenchmarkCurveData> | N | Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages". | ||||
| => | 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. | ||
| => | <YieldData> | N | Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages". | ||||
| => | <Parties> | N | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages". | ||||
| 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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