<QuotReqGrp> Component Block

Used in :

Tag Field Name FIXML Req'd Comments
146 NoRelatedSym QuotReq Y Number of related symbols (instruments) in Request
=> <Instrument> Y

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

=> <FinancingDetails> N

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

=> <UndInstrmtGrp> N

Free form text to specify additional information or enumeration description when a standard value does not apply.

=> 140 PrevClosePx @PrevClsPx N

Useful for verifying security identification

=> 303 QuoteRequestType @ReqTyp N

Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated.

=> 117 QuoteID @QID N

Can be used when QuoteRequestType(303) = 3(Confirm Quote).

=> 1751 SecondaryQuoteID @QID2 N

Can be used when QuoteRequestType(303) = 3(Confirm Quote).

=> 537 QuoteType @Typ N

Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable)

Valid values used by FX in the request: 0 = Indicative, 1 = Tradeable; Absence implies a request for an indicative quote.

=> 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

=> 229 TradeOriginationDate @OrignDt N

Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

(prior to FIX 4.4 field was of type UTCDate)

=> 1913 NumOfCompetitors @NumCmptors N

The number of competing Respondents (e.g. dealers) to receive a quote request (either via the QuoteRequest(35=R) or via other means).

=> 54 Side @Side N

If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested.

For single instrument use. FX values, 1 = Buy, 2 = Sell; This is from the perspective of the Initiator. If absent then a two-sided quote is being requested for spot or forward.

=> 854 QtyType @QtyTyp N

Type of quantity specified in a quantity field.

For FX, if used, should be "0".

=> <OrderQtyData> N

Conditionally required for single instrument quoting when applicable for the type of instrument.

=> 110 MinQty @MinQty N

Minimum quantity of an order to be executed.

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

=> 63 SettlType @SettlTyp C

For NDFs either SettlType (specifying the tenor) or SettlDate must be specified.

=> 64 SettlDate @SettlDt C

Can be used (e.g. with forex quotes) to specify the desired "value date".

For NDFs either SettlType (specifying the tenor) or SettlDate must be specified.

=> 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.

=> 15 Currency @Ccy N

Can be used to specify the desired currency of the quoted price. May differ from the 'normal' trading currency of the instrument being quote requested.

=> 2897 CurrencyCodeSource @CcySrc N

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

=> 120 SettlCurrency @SettlCcy N

Required for NDFs to specify the settlement currency (fixing currency).

=> 2899 SettlCurrencyCodeSource @SettlCcySrc N

Identifies class or source of the SettlCurrency(120) value.

=> <RateSource> N

Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

=> <Stipulations> N

Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"

=> 1 Account @Acct N

Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.

=> 660 AcctIDSource @AcctIDSrc N

Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.

=> 581 AccountType @AcctTyp N

Type of account associated with an order

=> <QuotReqLegsGrp> N

Identifies the type of complex event.

=> <QuotQualGrp> N

Spread table code referred by the security or symbol.

=> 828 TrdType @TrdTyp N

May be used by SEFs (Swap Execution Facilities) to indicate a block swap transaction.

=> 2347 RegulatoryTransactionType @RegTxnTyp N

Specifies the regulatory mandate or rule that the transaction complies with.

=> <RegulatoryTradeIDGrp> N

Trade side of payout payer.

=> 2115 NegotiationMethod @NegottnMeth N

Specifies the negotiation method to be used.

=> 692 QuotePriceType @QuotPxTyp N

Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted.

=> <PriceQualifierGrp> N

Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx.

=> 40 OrdType @OrdTyp N

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

=> 62 ValidUntilTime @ValidUntilTm N

Used by the quote initiator to indicate the period of time the resulting Quote must be valid until

=> 126 ExpireTime @ExpireTm N

The time when the request for quote or negotiation dialog will expire.

=> 1914 ResponseTime @RspTm N

The time by which a meaningful response should arrive back (always expressed in UTC (Universal Time Coordinated, also known as "GMT").

The meaning of the response time is specific to the context where the field is used.

For a QuoteRequest(35=R) message, this is the time by which the Quote(35=S) message should arrive to the initiator of the QuoteRequest(35=R) message.

=> 1915 QuoteDisplayTime @QuotDsplyTm N

Time by which the quote will be displayed.

For example, the time the execution venue will display dealer(s) submitted quotes to market participant(s).

=> 1629 ExposureDuration @ExpsreDur N

The (minimum or suggested) period of time a quote price is tradable before it becomes indicative (i.e. off-the-wire).

=> 1916 ExposureDurationUnit @ExpsreDurUnit N

Time unit in which the ExposureDuration(1629) is expressed.

=> 60 TransactTime @TxnTm N

Time transaction was entered

=> <SpreadOrBenchmarkCurveData> N

Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"

=> 423 PriceType @PxTyp N

Code to represent the price type.

=> 44 Price @Px N

Quoted or target price

=> 631 MidPx @MidPx N

For OTC swaps, may be used to provide the estimated mid-market-mark.

=> 640 Price2 @Px2 N

Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap.

=> <YieldData> N

Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"

=> <Parties> N

Same as TrdRegTimestamp(769). Used in a multi-sided message to indicate relevant trade-side timestamp.

=> 1937 TradeContinuation @TrdContntn N

Maybe used to indicate quote/negotiation is for the specified post-execution trade continuation or lifecycle event.

=> 2374 TradeContinuationText @TrdContntnTxt N

Free form text to specify additional trade continuation information or data.

=> 2372 EncodedTradeContinuationTextLen @EncTrdContntnTextLen N

Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it.

=> 2371 EncodedTradeContinuationText @EncTrdContntnText N

Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field.

=> 443 StrikeTime @StrkTm N

Conditionally required when QuoteQual(695) = d (Deferred spot) is specified.