<QuotReqRjctGrp> Component Block

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

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

Useful for verifying security identification

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

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

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.

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

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)

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.

Required if specified in Quote Request message.

Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).

Insert here the set of "OrderQytData" fields defined in "Common Components of Application Messages"

Required if component is specified in Quote Request message.

Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)

Regular is defined as the default settlement period for the particular security on the exchange of execution.

In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.

Additionally the following patterns may be uses as well as enum values

Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0

Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0

Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0

Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0

Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.

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

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

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.

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

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

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

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.

Type of account associated with an order

Identifies the type of complex event.

Spread table code referred by the security or symbol.

Specifies the negotiation method to be used.

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.

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

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

The time when Quote Request will expire.

Time transaction was entered

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

Code to represent the price type.

Quoted or target price

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

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

Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

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