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The Quote Response (AJ) message is used to respond to a IOI message or Quote (S) message. It is also used to counter a Quote (S) or end a negotiation dialog.
For usage of this message in a negotiation or counter quote dialog in the fixed income space see Volume 7, Fixed Income.
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = AJ | |||||
| 693 | QuoteRespID | @RspID | Y | Unique ID as assigned by the Initiator | |||
| 117 | QuoteID | @QID | N | Required only when responding to a Quote. | |||
| 1166 | QuoteMsgID | @QtMsgID | N | Optionally used when responding to a Quote. | |||
| 694 | QuoteRespType | @RspTyp | Y | Type of response this Quote Response (AJ) is. | |||
| 11 | ClOrdID | @ClOrdID | C | Unique ID as assigned by the Initiator. Required only when QuoteRespType (694) is 1 (Hit/Lift) or 2 (Counter quote). | |||
| 528 | OrderCapacity | @Cpcty | N | ||||
| 529 | OrderRestrictions | @Rstctions | N | ||||
| 23 | IOIID | @IOIID | N | Required only when responding to an IOI. | |||
| 537 | QuoteType | @Typ | N | (Deprecated in FIX.5.0). Default is Indicative. | |||
| 1091 | PreTradeAnonymity | @PrTrdAnon | N | ||||
| 735 | NoQuoteQualifiers | QuotQual | N | ||||
| => | 695 | QuoteQualifier | @Qual | C | Required if NoQuoteQualifiers (735) > 1 | ||
| <Parties> | N | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages". | |||||
| 336 | TradingSessionID | @SesID | N | ||||
| 625 | TradingSessionSubID | @SesSub | N | ||||
| <Instrument> | Y | Insert here the set of "Instrument" fields defined in "Common Components of Application Messages". For multilegs supply minimally a value for Symbol (55) . | |||||
| <FinancingDetails> | N | Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages". For multilegs supply minimally a value for Symbol (55) . | |||||
| 711 | NoUnderlyings | Undly | N | Number of underlyings | |||
| => | <UnderlyingInstrument> | C | Must be provided if Number of underlyings > 0 | ||||
| 54 | Side | @Side | N | Required when countering a single instrument quote or "hit/lift" an IOI or Quote. | |||
| <OrderQtyData> | N | Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages". Required when countering a single instrument quote or "hit/lift" an IOI or Quote. | |||||
| 110 | MinQty | @MinQty | N | ||||
| 63 | SettlType | @SettlTyp | N | ||||
| 64 | SettlDate | @SettlDt | C | Can be used with forex quotes to specify a specific "value date". | |||
| 193 | SettlDate2 | @SettlDt2 | N | (Deprecated in FIX.5.0)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 | (Deprecated in FIX.5.0)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 currency of the quoted prices. May differ from the normal trading currency of the instrument being quoted | |||
| <Stipulations> | N | Optional | |||||
| 1 | Account | @Acct | N | ||||
| 660 | AcctIDSource | @AcctIDSrc | N | Used to identify the source of the Account (1) code. | |||
| 581 | AccountType | @AcctTyp | N | Type of account associated with the order (Origin) | |||
| 555 | NoLegs | Quot | 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 | C | |||
| => | <LegStipulations> | N | |||||
| => | <NestedParties> | N | |||||
| => | 686 | LegPriceType | @PxTyp | C | Code to represent type of price presented in LegBidPx (681) and LegOfferPx. Required if LegBidPx (681) or PegOfferPx is present. | ||
| => | 681 | LegBidPx | @BidPx | N | |||
| => | 684 | LegOfferPx | @OfrPx | N | |||
| => | <LegBenchmarkCurveData> | N | |||||
| => | 654 | LegRefID | @RefID | N | Initiator can optionally provide a unique identifier for the specific leg. Required for FX Swaps | ||
| => | 1067 | LegBidForwardPoints | @LegBidFwdPnts | N | |||
| => | 1068 | LegOfferForwardPoints | @LegOfrFwdPnts | N | |||
| 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 | @OfrPx | 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 | @MktOfrPx | N | Can be used by markets that require showing the current best bid and offer | |||
| 647 | MinBidSize | @MinBidSz | N | Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. | |||
| 134 | BidSize | @BidSz | N | Specifies the bid size. If MinBidSize (647) is specified, BidSize (134) is interpreted to contain the maximum bid size. | |||
| 648 | MinOfferSize | @MinOfrSz | N | Specifies the minimum offer size. If MinOfferSize (648) is specified, OfferSize (135) is interpreted to contain the maximum offer size. | |||
| 135 | OfferSize | @OfrSz | N | Specified the offer size. If MinOfferSize (648) is specified, OfferSize (135) is interpreted to contain the maximum offer size. | |||
| 62 | ValidUntilTime | @ValidUntilTm | C | The time when the quote will expire. Required for FI when the QuoteRespType (694) is 2 (Counter quote) to indicate to the Respondent when the counter offer is valid until. | |||
| 188 | BidSpotRate | @BidSpotRt | N | May be applicable for F/X quotes | |||
| 190 | OfferSpotRate | @OfrSpotRt | N | May be applicable for F/X quotes | |||
| 189 | BidForwardPoints | @BidFwdPnts | N | May be applicable for F/X quotes | |||
| 191 | OfferForwardPoints | @OfrFwdPnts | N | May be applicable for F/X quotes | |||
| 631 | MidPx | @MidPx | N | ||||
| 632 | BidYield | @BidYld | N | ||||
| 633 | MidYield | @MidYld | N | ||||
| 634 | OfferYield | @OfrYld | N | ||||
| 60 | TransactTime | @TxnTm | N | ||||
| 40 | OrdType | @OrdTyp | N | Can be used to specify the type of order the quote is for. | |||
| 642 | BidForwardPoints2 | @BidFwdPnts2 | N | (Deprecated in FIX.5.0)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 | @OfrFwdPnts2 | N | (Deprecated in FIX.5.0)Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value | |||
| 656 | SettlCurrBidFxRate | @SettlCurrBidFxRt | N | Can be used when the quote is provided in a currency other than the instruments normal trading currency. Applies to all bid prices contained in this quote message | |||
| 657 | SettlCurrOfferFxRate | @SettlCurrOfrFxRt | N | Can be used when the quote is provided in a currency other than the instruments normal trading currency. Applies to all offer prices contained in this quote message | |||
| 156 | SettlCurrFxRateCalc | @SettlCurrFxRtCalc | N | Can be used when the quote is provided in a currency other than the instruments trading currency. | |||
| 12 | Commission | @Comm | N | Can be used to show the counterparty the commission associated with the transaction. | |||
| 13 | CommType | @CommTyp | N | Can be used to show the counterparty the commission associated with the transaction. | |||
| 582 | CustOrderCapacity | @CustCpcty | N | For Futures Exchanges | |||
| 100 | ExDestination | @ExDest | N | Used when routing quotes to multiple markets | |||
| 1133 | ExDestinationIDSource | @ExDestIDSrc | 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. | |||
| 44 | Price | @Px | N | ||||
| 423 | PriceType | @PxTyp | N | ||||
| <SpreadOrBenchmarkCurveData> | N | Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages". | |||||
| <YieldData> | N | Insert here the set of "YieldData" fields defined in "Common Components of Application Messages". | |||||
| <Standard Message Trailer> | Y | ||||||
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