Added in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.
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 across the complete set of all quotes for a given quote provider. 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 | ||
BlockRepeating | 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 | ||
775 | BookingType | FIX.5.0SP1 (78) | |||
528 | OrderCapacity | FIX.5.0SP1 (78) | |||
529 | OrderRestrictions | FIX.5.0SP1 (78) | |||
1167 | QuoteEntryStatus | FIX.5.0 | |||
368 | QuoteEntryRejectReason | Reason Quote Entry was rejected. | FIX.4.4 |