<QuotEntryAckGrp> Component Block

Used in :

Tag Field Name FIXML Req'd Comments
295 NoQuoteEntries QuotEntryAck N

The number of quotes for this Symbol (QuoteSet) that follow in this message.

=> 299 QuoteEntryID @EntryID N

Uniquely identifies the quote across the complete set of all quotes for a given quote provider.

First field in repeating group. Required if NoQuoteEntries > 0.

=> <Instrument> N

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

=> <InstrmtLegGrp> N

Relevant settled entity matrix source.

=> 132 BidPx @BidPx N

If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.

=> 133 OfferPx @OfrPx N

If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.

=> 134 BidSize @BidSz N

Quantity of bid

(Prior to FIX 4.2 this field was of type int)

=> 135 OfferSize @OfrSz N

Quantity of offer

(Prior to FIX 4.2 this field was of type int)

=> 62 ValidUntilTime @ValidUntilTm N

Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

=> 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

Mid price/rate.

For OTC swaps this is the mid-market mark (for example, as defined by CFTC).

For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive.

=> 632 BidYield @BidYld N

Bid yield

=> 633 MidYield @MidYld N

Mid yield

=> 634 OfferYield @OfrYld N

Offer yield

=> 60 TransactTime @TxnTm N

Timestamp when the business transaction represented by the message occurred.

=> 336 TradingSessionID @SesID N

Identifier for a trading session.

A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties.

To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336).

Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.

=> 625 TradingSessionSubID @SesSub N

Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility

=> 64 SettlDate @SettlDt N

Can be used with forex quotes to specify a specific "value date"

=> 40 OrdType @OrdTyp N

Can be used to specify the type of order the quote is for

=> 193 SettlDate2 @SettlDt2 N

Can be used with OrdType = "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 = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.

=> 642 BidForwardPoints2 @BidFwdPnts2 N

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

Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value

=> 15 Currency @Ccy N

Can be used to specify the currency of the quoted price.

=> 2897 CurrencyCodeSource @CcySrc N

Identifies class or source of the Currency(15) value.

=> 775 BookingType @BkngTyp N

Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar).

=> 528 OrderCapacity @Cpcty N

Designates the capacity of the firm placing the order.

(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field)

(see Volume : "Glossary" for value definitions)

=> 529 OrderRestrictions @Rstctions N

Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.

=> 1167 QuoteEntryStatus @QtEntSts N

Identifies the status of an individual quote. See also QuoteStatus(297) which is used for single Quotes.

=> 368 QuoteEntryRejectReason @EntryRejRsn N

Reason Quote Entry was rejected.