Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 295 | NoQuoteEntries | QuotEntry | Y | The number of quotes for this Symbol (instrument) (QuoteSet) that follow in this message. | |||
| => | 299 | QuoteEntryID | @EntryID | Y |
Uniquely identifies the quote across the complete set of all quotes for a given quote provider. |
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| => | <Instrument> | N |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" |
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| => | <InstrmtLegGrp> | N |
Relevant settled entity matrix source. |
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| => | 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 or both must be specified. |
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| => | 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 or both must be specified. |
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| => | 1749 | TotalBidSize | @TotBidSz | N |
Specifies the total bid size. |
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| => | 1750 | TotalOfferSize | @TotOfrSz | N |
Specifies the total offer size. |
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| => | 134 | BidSize | @BidSz | N |
Quantity of bid (Prior to FIX 4.2 this field was of type int) |
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| => | 135 | OfferSize | @OfrSz | N |
Quantity of offer (Prior to FIX 4.2 this field was of type int) |
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| => | 62 | ValidUntilTime | @ValidUntilTm | N |
Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") |
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| => | 188 | BidSpotRate | @BidSpotRt | N |
May be applicable for F/X quotes |
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| => | 190 | OfferSpotRate | @OfrSpotRt | N |
May be applicable for F/X quotes |
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| => | 189 | BidForwardPoints | @BidFwdPnts | N |
May be applicable for F/X quotes |
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| => | 191 | OfferForwardPoints | @OfrFwdPnts | N |
May be applicable for F/X quotes |
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| => | 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. |
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| => | 632 | BidYield | @BidYld | N |
Bid yield |
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| => | 633 | MidYield | @MidYld | N |
Mid yield |
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| => | 634 | OfferYield | @OfrYld | N |
Offer yield |
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| => | 60 | TransactTime | @TxnTm | N |
Timestamp when the business transaction represented by the message occurred. |
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| => | 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. |
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| => | 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 |
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| => | 64 | SettlDate | @SettlDt | C |
Can be used with forex quotes to specify a specific "value date" |
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| => | 40 | OrdType | @OrdTyp | N |
Can be used to specify the type of order the quote is for |
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| => | 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. |
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| => | 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. |
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| => | 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 |
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| => | 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 |
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| => | 15 | Currency | @Ccy | N |
Can be used to specify the currency of the quoted price. |
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| => | 2897 | CurrencyCodeSource | @CcySrc | N |
Identifies class or source of the Currency(15) value. |
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| => | 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). |
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| => | 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) |
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| => | 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. |
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