QuoteStatusReport (MsgType = AI, FIXML = QuotStatRpt)

Required when quote is in response to a Quote Request message

Contains the QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i).

Contains the BidID(390) of a single Quote(35=S).

Contains the QuoteID(1867) of a single Quote(35=S).

Assigned by the party which accepts the quote. Can be used to provide the quote identifier assigned by an exchange, marketplace or executing system.

Contains the QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i).

Required when responding to a QuoteResponse(35=AJ) message.

If not specified, the default is an indicative quote.

Identifies the type of quote cancel.

Can be populated with the values provided on the associated QuoteStatusRequest(MsgType=A).

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

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

Side of order (see Volume : "Glossary" for value definitions)

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.

The date of a contract's early termination or other post-trade event when the event is prior to the contract natural end or maturity not defined as part of the security's reference data or contractual terms/agreement.

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 currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted

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

PartyID value within an instrument party repeating group. Same values as PartyID (448)

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

Conditionally required for multileg quote status reports.

Spread table code referred by the security or symbol.

Trade side of payout payer.

Indicates the type of entity who initiated an event, e.g. modification or cancellation of an order or quote.

Specifies the negotiation method to be used.

Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

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

For orders, this is the expiration time of a Good Til Date TimeInForce.

For Quotes - this is the expiration of the quote.

Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process.

For collateral requests, this is the time by which collateral must be assigned.

For collateral assignments, this is the time by which a response to the assignment is expected.

For credit/risk limit checks, this is the time when the reserved credit limit will expire for the requested transaction.

Price per unit of quantity (e.g. per share)

Code to represent the price type.

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

Marketplace assigned quote identifier for the bid side. Can be used to indicate priority.

Marketplace assigned quote identifier for the offer side. Can be used to indicate priority.

The market data entry identifier of the bid side of a quote

The market data entry identifier of the offer side of a quote.

Can be used by markets that require showing the current best bid and offer

Can be used by markets that require showing the current best bid and offer

Used for markets that use a minimum and maximum bid size.

If MinBidSize(647) is specified, BidSize(134) is interpreted to contain the maximum bid size.

Specifies the total bid size.

Used for markets that use a minimum and maximum offer size.

If MinOfferSize(648) is specified, OfferSize(135) is interpreted to contain the maximum offer size.

Specifies the total offer size.

Minimum quantity of an order to be executed.

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

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

Bid F/X spot rate.

Offer F/X spot rate.

Bid F/X forward points added to spot rate. May be a negative value.

Offer F/X forward points added to spot rate. May be a negative value.

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.

Bid yield

Mid yield

Offer yield

Timestamp when the business transaction represented by the message occurred.

Used to report volume with a trade

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

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

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

Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this message

Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this message

Can be used when the quote is provided in a currency other than the instruments trading currency.

Capacity of customer placing the order.

Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). May be used as required by other regulatory commissions for similar purposes.

Used when routing quotes to multiple markets

The ID source of ExDestination

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).

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)

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

Type of regulatory report.

Identifies the status of the quote acknowledgement.

Reason quote was rejected.

Reason description for rejecting the quote.

Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.

Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.

If specified, this should echo the value in the message this status message is in response to.

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

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

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

Free format text string

(Note: this field does not have a specified maximum length)

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