Quote Status Report (MsgType = AI, FIXML = QuotStatRpt)

The quote status report message is used:

as the response to a Quote Status Request (a) message

as a response to a Quote Cancel (Z) message

as a response to a Quote Response (AJ) message in a negotiation dialog (see Volume 7 PRODUCT: FIXED INCOME)

Tag Field Name FIXML Req'd Comments
<Standard Message Header> Y MsgType = AI
649 QuoteStatusReqID @StatReqID N
131 QuoteReqID @ReqID N Required when quote is in response to a Quote Request (R) message
117 QuoteID @QID N Maps to: QuoteID (117) of a single Quote, QuoteEntryID (299) of a Mass Quote
1166 QuoteMsgID @QtMsgID N Maps to: QuoteMsgID (1166) of a single Quote or Quote Cancel, QuoteID (117) of a Mass Quote
693 QuoteRespID @RspID N Required when responding to a Quote Response (AJ) message.
537 QuoteType @Typ N Quote Type. If not specified, the default is an indicative quote
298 QuoteCancelType @CxlTyp N
<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".
<FinancingDetails> N Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages".
711 NoUnderlyings Undly N Number of underlyings
=> <UnderlyingInstrument> C Must be provided if Number of underlyings > 0
54 Side @Side N
<OrderQtyData> C Required for Tradeable quotes of single instruments
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
1 Account @Acct N
660 AcctIDSource @AcctIDSrc N
581 AccountType @AcctTyp N Type of account associated with the order (Origin)
555 NoLegs QuoteStat N Required for multileg quote status reports
=> <InstrumentLeg> C Required for multileg quote status reports 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
735 NoQuoteQualifiers QuotQual N
=> 695 QuoteQualifier @Qual C Required if NoQuoteQualifiers (735) > 1
126 ExpireTime @ExpireTm N
44 Price @Px N
423 PriceType @PxTyp N
<SpreadOrBenchmarkCurveData> N
<YieldData> 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, 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, 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.
110 MinQty @MinQty N
62 ValidUntilTime @ValidUntilTm N
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 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 message
156 SettlCurrFxRateCalc @SettlCurrFxRtCalc N Can be used when the quote is provided in a currency other than the instruments trading currency.
13 CommType @CommTyp N Can be used to show the counterparty the commission associated with the transaction.
12 Commission @Comm 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
297 QuoteStatus @Stat N Quote Status
300 QuoteRejectReason @RejRsn N Reason quote was rejected
58 Text @Txt N
354 EncodedTextLen @EncTxtLen C
355 EncodedText @EncTxt C
<Standard Message Trailer> Y