The quote status report message is used:
• as the response to a Quote Status Request message
• as a response to a Quote Cancel message
• as a response to a Quote Response message in a negotiation dialog (see Volume 7 – PRODUCT: FIXED INCOME and USER GROUP: EXCHANGES AND MARKETS)
Added in protocol FIX.4.3
See in: FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| Block | StandardHeader | MsgType = AI | Y | FIX.4.3 | |
| 649 | QuoteStatusReqID | FIX.4.3 | |||
| 131 | QuoteReqID | Required when quote is in response to a Quote Request message | FIX.4.3 | ||
| 117 | QuoteID | Maps to QuoteID (117) of a single Quote(MsgType=S) or QuoteEntryID (299) of a MassQuote(MsgType=i). | FIX.4.3 | ||
| 1166 | QuoteMsgID | Maps to QuoteMsgID (1166) of a single Quote(MsgType=S) or QuoteID (117) of a MassQuote(MsgType=i). | FIX.5.0 | ||
| 693 | QuoteRespID | Required when responding to a Quote Response message. | FIX.4.4 | ||
| 537 | QuoteType | Quote Type If not specified, the default is an indicative quote |
FIX.4.3 | ||
| 298 | QuoteCancelType | FIX.5.0 | |||
| BlockRepeating | Parties | Insert here the set of “Parties” (firm identification) fields defined in “Common Components of Application Messages” | FIX.4.3 | ||
| BlockRepeating | TargetParties | Can be populated with the values provided on the associated QuoteStatusRequest(MsgType=A). | FIX.5.0SP1 (85) | ||
| 336 | TradingSessionID | FIX.4.3 | |||
| 625 | TradingSessionSubID | FIX.4.3 | |||
| Block | Instrument | Conditionally required when reporting status of a single security quote. | 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 | FIX.4.4 | |||
| Block | OrderQtyData | Required for Tradeable quotes of single instruments | FIX.4.4 | ||
| 63 | SettlType | FIX.4.4 | |||
| 64 | SettlDate | Can be used with forex quotes to specify a specific “value date” | FIX.4.3 | ||
| 193 | SettlDate2 | Can be used with OrdType = “Forex – Swap” to specify the “value date” for the future portion of a F/X swap. | FIX.4.3 | 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.4.3 | 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.4.3 | ||
| BlockRepeating | Stipulations | 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 | LegQuotStatGrp | Required for multileg quote status reports | FIX.4.4 | ||
| ImplicitBlockRepeating | QuotQualGrp | FIX.4.4 | |||
| 126 | ExpireTime | FIX.4.4 | |||
| 44 | Price | FIX.4.4 | |||
| 423 | PriceType | FIX.4.4 | |||
| Block | SpreadOrBenchmarkCurveData | FIX.4.4 | |||
| Block | YieldData | 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.4.3 | ||
| 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.4.3 | ||
| 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.4.3 | ||
| 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.4.3 | ||
| 110 | MinQty | FIX.5.0 | |||
| 62 | ValidUntilTime | FIX.4.3 | |||
| 188 | BidSpotRate | May be applicable for F/X quotes | FIX.4.3 | ||
| 190 | OfferSpotRate | May be applicable for F/X quotes | FIX.4.3 | ||
| 189 | BidForwardPoints | May be applicable for F/X quotes | FIX.4.3 | ||
| 191 | OfferForwardPoints | May be applicable for F/X quotes | FIX.4.3 | ||
| 631 | MidPx | FIX.4.3 | |||
| 632 | BidYield | FIX.4.3 | |||
| 633 | MidYield | FIX.4.3 | |||
| 634 | OfferYield | FIX.4.3 | |||
| 60 | TransactTime | FIX.4.3 | |||
| 40 | OrdType | Can be used to specify the type of order the quote is for | FIX.4.3 | ||
| 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 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 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 | |||
| 775 | BookingType | FIX.5.0SP1 (78) | |||
| 528 | OrderCapacity | FIX.5.0SP1 (78) | |||
| 529 | OrderRestrictions | FIX.5.0SP1 (78) | |||
| 297 | QuoteStatus | Quote Status | FIX.4.3 | ||
| 300 | QuoteRejectReason | Reason Quote was rejected | FIX.5.0 | ||
| 58 | Text | FIX.4.4 | |||
| 354 | EncodedTextLen | FIX.4.4 | |||
| 355 | EncodedText | FIX.4.4 | |||
| Block | StandardTrailer | Y | FIX.4.3 |