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
146 NoRelatedSym Number of related symbols (instruments) in Request Y FIX.4.4
Block Instrument Insert here the set of “Instrument” (symbology) fields defined in “Common Components of Application Messages” Y FIX.4.4
Block FinancingDetails Insert here the set of “FinancingDetails” (symbology) fields defined in “Common Components of Application Messages” FIX.4.4
BlockRepeating UndInstrmtGrp FIX.4.4
140 PrevClosePx Useful for verifying security identification FIX.4.4
303 QuoteRequestType Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. FIX.4.4
117 QuoteID Can be used when QuoteRequestType (303) = 3(Confirm Quote). FIX.5.0SP2 (126)
1751 SecondaryQuoteID Can be used when QuoteRequestType (303) = 3(Confirm Quote). FIX.5.0SP2 (126)
537 QuoteType Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable)
Valid values used by FX in the request: 0 = Indicative, 1 = Tradeable; Absence implies a request for an indicative quote.
FIX.4.4
336 TradingSessionID FIX.4.4
625 TradingSessionSubID FIX.4.4
229 TradeOriginationDate FIX.4.4
1913 NumOfCompetitors FIX.5.0SP2 (159)
54 Side If OrdType = “Forex – Swap”, should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested.
For single instrument use. FX values, 1 = Buy, 2 = Sell; This is from the perspective of the Initiator. If absent then a two-sided quote is being requested for spot or forward.
FIX.4.4
854 QtyType Type of quantity specified in a quantity field.
For FX, if used, should be “0”.
FIX.4.4
Block OrderQtyData Required for single instrument quoting.
Required for Fixed Income if QuoteType is Tradeable.
FIX.4.4
110 MinQty FIX.5.0
63 SettlType For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. FIX.4.4
64 SettlDate Can be used (e.g. with forex quotes) to specify the desired “value date”.
For NDFs either SettlType (specifying the tenor) or SettlDate must be specified.
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
15 Currency Can be used to specify the desired currency of the quoted price. May differ from the ‘normal’ trading currency of the instrument being quote requested. FIX.4.4
120 SettlCurrency Required for NDFs to specify the settlement currency (fixing currency). FIX.5.0SP1 (82)
BlockRepeating RateSource FIX.5.0SP1 (82)
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.4.4
660 AcctIDSource FIX.4.4
581 AccountType FIX.4.4
ImplicitBlockRepeating QuotReqLegsGrp FIX.4.4
ImplicitBlockRepeating QuotQualGrp FIX.4.4
828 TrdType May be used by SEFs (Swap Execution Facilities) to indicate a block swap transaction. FIX.5.0SP2 (176)
2347 RegulatoryTransactionType FIX.5.0SP2 (176)
2115 NegotiationMethod FIX.5.0SP2 (168)
692 QuotePriceType Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted. FIX.4.4
BlockRepeating PriceQualifierGrp FIX.5.0SP2 (230)
40 OrdType Can be used to specify the type of order the quote request is for FIX.4.4
62 ValidUntilTime Used by the quote initiator to indicate the period of time the resulting Quote must be valid until FIX.4.4
126 ExpireTime The time when the request for quote or negotiation dialog will expire. FIX.4.4
1914 ResponseTime FIX.5.0SP2 (159)
1915 QuoteDisplayTime FIX.5.0SP2 (159)
1629 ExposureDuration The (minimum or suggested) period of time a quote price is tradable before it becomes indicative (i.e. off-the-wire). FIX.5.0SP2 (159)
1916 ExposureDurationUnit FIX.5.0SP2 (159)
60 TransactTime Time transaction was entered FIX.4.4
Block SpreadOrBenchmarkCurveData Insert here the set of “SpreadOrBenchmarkCurveData” (Fixed Income spread or benchmark curve) fields defined in “Common Components of Application Messages” FIX.4.4
423 PriceType FIX.4.4
44 Price Quoted or target price FIX.4.4
631 MidPx For OTC swaps, may be used to provide the estimated mid-market-mark. FIX.5.0SP2 (175)
640 Price2 Can be used with OrdType = “Forex – Swap” to specify the Quoted or target price for the future portion of a F/X swap. FIX.4.4 Y
Block YieldData Insert here the set of “YieldData” (yield-related) fields defined in “Common Components of Application Messages” FIX.4.4
BlockRepeating Parties FIX.4.4
443 StrikeTime Conditionally required when QuoteQual(695) = d (Deferred spot) is specified. FIX.5.0SP2 (226)

Used in messages