Added in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| 295 | NoQuoteEntries | The number of quotes for this Symbol (QuoteSet) that follow in this message. | FIX.4.4 | ||
| 299 | QuoteEntryID | Uniquely identifies the quote as part of a QuoteSet. First field in repeating group. Required if NoQuoteEntries > 0. |
FIX.4.4 | ||
| Block | Instrument | Insert here the set of “Instrument” (symbology) fields defined in “Common Components of Application Messages” | FIX.4.4 | ||
| OptimisedImplicitBlockRepeating | InstrmtLegGrp | FIX.4.4 | |||
| 132 | BidPx | 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. | FIX.4.4 | ||
| 133 | OfferPx | 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. | FIX.4.4 | ||
| 134 | BidSize | FIX.4.4 | |||
| 135 | OfferSize | FIX.4.4 | |||
| 62 | ValidUntilTime | FIX.4.4 | |||
| 188 | BidSpotRate | May be applicable for F/X quotes | FIX.4.4 | ||
| 190 | OfferSpotRate | May be applicable for F/X quotes | FIX.4.4 | ||
| 189 | BidForwardPoints | May be applicable for F/X quotes | FIX.4.4 | ||
| 191 | OfferForwardPoints | May be applicable for F/X quotes | FIX.4.4 | ||
| 631 | MidPx | FIX.4.4 | |||
| 632 | BidYield | FIX.4.4 | |||
| 633 | MidYield | FIX.4.4 | |||
| 634 | OfferYield | FIX.4.4 | |||
| 60 | TransactTime | FIX.4.4 | |||
| 336 | TradingSessionID | FIX.4.4 | |||
| 625 | TradingSessionSubID | FIX.4.4 | |||
| 64 | SettlDate | Can be used with forex quotes to specify a specific “value date” | FIX.4.4 | ||
| 40 | OrdType | Can be used to specify the type of order the quote is for | FIX.4.4 | ||
| 193 | SettlDate2 | Can be used with OrdType = “Forex – Swap” to specify the “value date” for the future portion of a F/X swap. | FIX.4.4 | Y | |
| 192 | OrderQty2 | Can be used with OrdType = “Forex – Swap” to specify the order quantity for the future portion of a F/X swap. | FIX.4.4 | Y | |
| 642 | BidForwardPoints2 | Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value | FIX.4.4 | Y | |
| 643 | OfferForwardPoints2 | Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value | FIX.4.4 | Y | |
| 15 | Currency | Can be used to specify the currency of the quoted price. | FIX.4.4 | ||
| 368 | QuoteEntryRejectReason | Reason Quote Entry was rejected. | FIX.4.4 |