In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose.
Added in protocol FIX.4.0
See in: FIX.4.0, FIX.4.1, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
Block | StandardHeader | MsgType = R | Y | FIX.4.0 | |
131 | QuoteReqID | Y | FIX.4.0 | ||
146 | NoRelatedSym | Number of related symbols in Request | Y | FIX.4.2 | |
55 | Symbol | Must be the first field in the repeating group. | Y | FIX.4.0 | |
65 | SymbolSfx | Can be repeated multiple times if message is related to multiple symbols. | FIX.4.0 | ||
48 | SecurityID | Can be repeated multiple times if message is related to multiple symbols. | FIX.4.0 | ||
22 | IDSource | Can be repeated multiple times if message is related to multiple symbols. | FIX.4.0 | ||
167 | SecurityType | Must be specified if a Future or Option. If a Future:Symbol, SecurityType, and MaturityMonthYear are required. If an Option:Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. | FIX.4.1 | ||
200 | MaturityMonthYear | Specifiesthe month and year of maturity. Required if MaturityDay is specified. | FIX.4.1 | ||
205 | MaturityDay | Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. | FIX.4.1 | ||
201 | PutOrCall | For Options. | FIX.4.1 | ||
202 | StrikePrice | For Options. | FIX.4.1 | ||
206 | OptAttribute | For Options. | FIX.4.1 | ||
231 | ContractMultiplier | For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. | FIX.4.2 | ||
223 | CouponRate | For Fixed Income. | FIX.4.2 | ||
207 | SecurityExchange | Can be used to identify the security. | FIX.4.1 | ||
106 | Issuer | Can be repeated multiple times if message is related to multiple symbols. | FIX.4.0 | ||
348 | EncodedIssuerLen | Must be set if EncodedIssuer (349) field is specified and must immediately precede it. | FIX.4.2 | ||
349 | EncodedIssuer | Encoded (non-ASCII characters) representation of the Issuer (106) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.2 | ||
107 | SecurityDesc | Can be repeated multiple times if message is related to multiple symbols. | FIX.4.0 | ||
350 | EncodedSecurityDescLen | Must be set if EncodedSecurityDesc (351) field is specified and must immediately precede it. | FIX.4.2 | ||
351 | EncodedSecurityDesc | Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.2 | ||
140 | PrevClosePx | Useful for verifying security identification | FIX.4.0 | ||
303 | QuoteRequestType | Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. | FIX.4.2 | ||
336 | TradingSessionID | FIX.4.2 | |||
54 | Side | If OrdType = "Forex – Swap", should be the side of the future portion of a F/X swap | FIX.4.0 | ||
38 | OrderQty | FIX.4.0 | |||
64 | FutSettDate | Can be used with forex quotes to specify the desired "value date" | FIX.4.1 | ||
40 | OrdType | Can be used to specify the type of order the quote request is for | FIX.4.1 | ||
193 | FutSettDate2 | Can be used with OrdType = "Forex – Swap" to specify the "value date" for the future portion of a F/X swap. | FIX.4.1 | ||
192 | OrderQty2 | Can be used with OrdType = "Forex – Swap" to specify the order quantity for the future portion of a F/X swap. | FIX.4.1 | ||
126 | ExpireTime | The time when Quote Request will expire. | FIX.4.2 | ||
60 | TransactTime | Time transaction was entered | FIX.4.2 | ||
15 | Currency | Can be used to specify the currency of the quoted price. | FIX.4.2 | ||
Block | StandardTrailer | Y | FIX.4.0 |