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 (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