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 and USER GROUP: EXCHANGES AND MARKETS)

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 (S) or QuoteEntryID (299) of a Mass Quote (i)
1166 QuoteMsgID @QtMsgID N Maps to: QuoteMsgID (1166) of a single Quote (S) or QuoteID (117) of a Mass Quote (i) .
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".
<TargetParties> N Can be populated with the values provided on the associated QuoteStatusRequest (a) .
336 TradingSessionID @SesID N
625 TradingSessionSubID @SesSub N
<Instrument> N Conditionally required when reporting status of a single security quote.
<FinancingDetails> N Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
<UndInstrmtGrp> N Number of underlyings
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)
<LegQuotStatGrp> N Required for multileg quote status reports
<QuotQualGrp> N
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
775 BookingType @BkngTyp N
528 OrderCapacity @Cpcty N
529 OrderRestrictions @Rstctions 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