The Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting markets.

Added in protocol FIX.4.0

See in: FIX.4.0, FIX.4.1, FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP2, FIX.5.0SP2 EP240.

Field or Component Name Description Is Required Added Is Deprecated
Block StandardHeader MsgType = S Y FIX.4.0
131 QuoteReqID Required when quote is in response to a Quote Request message FIX.4.0
117 QuoteID Y FIX.4.0
1166 QuoteMsgID Optionally used to supply a message identifier for a quote. FIX.5.0
693 QuoteRespID Required when responding to the Quote Response message. The counterparty specified ID of the Quote Response message. FIX.4.4
537 QuoteType Quote Type
If not specified, the default is an indicative quote
FIX.4.3
1171 PrivateQuote Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed. FIX.5.0
ImplicitBlockRepeating QuotQualGrp FIX.4.4
301 QuoteResponseLevel Level of Response requested from receiver of quote messages. FIX.4.2
BlockRepeating Parties Insert here the set of “Parties” (firm identification) fields defined in “Common Components of Application Messages” FIX.4.3
336 TradingSessionID FIX.4.2
625 TradingSessionSubID FIX.4.3
Block Instrument Insert here the set of “Instrument” (symbology) fields defined in “Common Components of Application Messages” Y FIX.4.3
Block FinancingDetails Insert here the set of “FinancingDetails” (symbology) fields defined in “Common Components of Application Messages” FIX.4.4
OptimisedImplicitBlockRepeating UndInstrmtGrp Number of underlyings FIX.4.4
54 Side Required for Tradeable or Counter quotes of single instruments FIX.4.4
Block OrderQtyData Required for Tradeable quotes or Counter quotes of single instruments FIX.4.4
63 SettlType FIX.4.3
64 SettlDate Can be used with forex quotes to specify a specific “value date” FIX.4.1
193 SettlDate2 Can be used with OrdType = “Forex – Swap” to specify the “value date” for the future portion of a F/X swap. FIX.4.1 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.4.1 Y
15 Currency Can be used to specify the currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted FIX.4.2
BlockRepeating Stipulations Insert here the set of “Stipulations” (repeating group of Fixed Income stipulations) fields defined in “Common Components of Application Messages” FIX.4.4
1 Account FIX.4.3
660 AcctIDSource FIX.4.4
581 AccountType Type of account associated with the order (Origin) FIX.4.3
ImplicitBlockRepeating LegQuotGrp Required for multileg quotes 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.4.0
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.4.0
645 MktBidPx Can be used by markets that require showing the current best bid and offer FIX.4.3
646 MktOfferPx Can be used by markets that require showing the current best bid and offer FIX.4.3
647 MinBidSize Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. FIX.4.3
134 BidSize Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. FIX.4.0
648 MinOfferSize Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. FIX.4.3
135 OfferSize Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. FIX.4.0
110 MinQty For use in private/directed quote negotiations. FIX.5.0
62 ValidUntilTime The time when the quote will expire FIX.4.0
188 BidSpotRate May be applicable for F/X quotes FIX.4.1
190 OfferSpotRate May be applicable for F/X quotes FIX.4.1
189 BidForwardPoints May be applicable for F/X quotes FIX.4.1
191 OfferForwardPoints May be applicable for F/X quotes FIX.4.1
1065 BidSwapPoints Bid swap points of an FX Swap quote. FIX.4.4
1066 OfferSwapPoints FIX.4.4
631 MidPx FIX.4.3
632 BidYield FIX.4.3
633 MidYield FIX.4.3
634 OfferYield FIX.4.3
60 TransactTime FIX.4.1
40 OrdType Can be used to specify the type of order the quote is for FIX.4.1
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.4.3 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.4.3 Y
656 SettlCurrBidFxRate 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 quote message FIX.4.3
657 SettlCurrOfferFxRate 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 quote message FIX.4.3
156 SettlCurrFxRateCalc Can be used when the quote is provided in a currency other than the instruments trading currency. FIX.4.3
13 CommType Can be used to show the counterparty the commission associated with the transaction. FIX.4.3
12 Commission Can be used to show the counterparty the commission associated with the transaction. FIX.4.3
582 CustOrderCapacity For Futures Exchanges FIX.4.3
100 ExDestination Used when routing quotes to multiple markets FIX.4.3
1133 ExDestinationIDSource FIX.4.4
528 OrderCapacity FIX.4.4
423 PriceType FIX.4.4
Block SpreadOrBenchmarkCurveData FIX.4.4
Block YieldData FIX.4.4
58 Text FIX.4.3
354 EncodedTextLen Must be set if EncodedText (355) field is specified and must immediately precede it. FIX.4.3
355 EncodedText Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.3
Block StandardTrailer Y FIX.4.0