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.5.0SP1, FIX.5.0SP2.

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 QuoteRequest (R) message. FIX.4.0
117 QuoteID Y FIX.4.0
390 BidID Unique identifier for the bid side of the quote. FIX.5.0SP2 (144)
1867 OfferID Unique identifier for the ask side of the quote. FIX.5.0SP2 (144)
1751 SecondaryQuoteID Can be used when modifying an existing quote. FIX.5.0SP2 (126)
1166 QuoteMsgID Optionally used to supply a message identifier for a quote. FIX.5.0
693 QuoteRespID Required when responding to the QuoteResponse (AJ) message. The counterparty specified ID of the QuoteResponse (AJ) message. FIX.4.4
537 QuoteType If not specified, the default is an indicative quote. FIX.4.3
2403 QuoteModelType FIX.5.0SP2 (184)
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
2115 NegotiationMethod FIX.5.0SP2 (168)
301 QuoteResponseLevel FIX.4.2
BlockRepeating QuoteAttributeGrp May be used by the quote provider to indicate pre-trade transparency waiver determination in the context of MiFID II. FIX.5.0SP2 (229)
BlockRepeating ValueChecksGrp FIX.5.0SP2 (144)
BlockRepeating Parties FIX.4.3
336 TradingSessionID FIX.4.2
625 TradingSessionSubID FIX.4.3
Block Instrument Y FIX.4.3
Block FinancingDetails FIX.4.4
BlockRepeating UndInstrmtGrp 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”.
For NDFs this is required.
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
120 SettlCurrency Required for NDFs to specify the settlement currency (fixing currency). FIX.5.0SP1 (82)
BlockRepeating RateSource FIX.5.0SP1 (82)
BlockRepeating Stipulations FIX.4.4
1 Account FIX.4.3
660 AcctIDSource FIX.4.4
581 AccountType 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 Used for markets that use a minimum and maximum bid size. FIX.4.3
134 BidSize If MinBidSize (647) is specified, BidSize (134) is interpreted to contain the maximum bid size. FIX.4.0
1749 TotalBidSize FIX.5.0SP2 (126)
648 MinOfferSize Used for markets that use a minimum and maximum offer size. FIX.4.3
135 OfferSize If MinOfferSize (648) is specified, OfferSize (135) is interpreted to contain the maximum offer size. FIX.4.0
1750 TotalOfferSize FIX.5.0SP2 (126)
110 MinQty For use in private/directed quote negotiations. FIX.5.0
1629 ExposureDuration FIX.5.0SP2 (159)
1916 ExposureDurationUnit FIX.5.0SP2 (159)
62 ValidUntilTime The time when the quote will expire FIX.4.0
188 BidSpotRate FIX.4.1
190 OfferSpotRate FIX.4.1
189 BidForwardPoints FIX.4.1
191 OfferForwardPoints FIX.4.1
1065 BidSwapPoints 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
Block CommissionData Can be used to show the counterparty the commission associated with the transaction. FIX.5.0SP2 (204)
582 CustOrderCapacity FIX.4.3
100 ExDestination Used when routing quotes to multiple markets FIX.4.3
1133 ExDestinationIDSource FIX.4.4
775 BookingType FIX.5.0SP1 (78)
528 OrderCapacity FIX.4.4
529 OrderRestrictions FIX.5.0SP1 (78)
423 PriceType FIX.4.4
BlockRepeating PriceQualifierGrp FIX.5.0SP2 (230)
2533 BidSpread SpreadOrBenchmarkCurveData component may be used to specify the benchmark. FIX.5.0SP2 (194)
2534 OfferSpread SpreadOrBenchmarkCurveData component may be used to specify the benchmark. FIX.5.0SP2 (194)
Block SpreadOrBenchmarkCurveData Spread (218) may be used for a mid-spread value. FIX.4.4
BlockRepeating RelativeValueGrp FIX.5.0SP2 (194)
Block YieldData FIX.4.4
ImplicitBlockRepeating RoutingGrp FIX.5.0SP2 (194)
2362 SelfMatchPreventionID FIX.5.0SP2 (218)
1685 ThrottleInst FIX.5.0SP2 (116)
376 ComplianceID FIX.5.0SP2 (185)
2404 ComplianceText FIX.5.0SP2 (185)
2351 EncodedComplianceTextLen Must be set if EncodedComplianceText (2352) field is specified and must immediately precede it. FIX.5.0SP2 (185)
2352 EncodedComplianceText Encoded (non-ASCII characters) representation of the ComplianceText (2404) field in the encoded format specified via the MessageEncoding (347) field. FIX.5.0SP2 (185)
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
443 StrikeTime Conditionally required when QuoteQual(695) = d (Deferred spot) is specified. FIX.5.0SP2 (226)
Block StandardTrailer Y FIX.4.0