In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose.
Added in protocol FIX.4.0
See in: FIX.4.0, FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
Block | StandardHeader | MsgType = R | Y | FIX.4.0 | |
131 | QuoteReqID | Y | FIX.4.0 | ||
55 | Symbol | Y | FIX.4.0 | ||
65 | SymbolSfx | FIX.4.0 | |||
48 | SecurityID | FIX.4.0 | |||
22 | IDSource | FIX.4.0 | |||
167 | SecurityType | Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. | FIX.4.1 | ||
200 | MaturityMonthYear | For Options or Futures to specify the month and year of maturity. | FIX.4.1 | ||
205 | MaturityDay | For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. | FIX.4.1 | ||
201 | PutOrCall | For Options. | FIX.4.1 | ||
202 | StrikePrice | For Options. | FIX.4.1 | ||
206 | OptAttribute | For Options. | FIX.4.1 | ||
207 | SecurityExchange | Can be used to identify the security. | FIX.4.1 | ||
106 | Issuer | FIX.4.0 | |||
107 | SecurityDesc | FIX.4.0 | |||
140 | PrevClosePx | Useful for verifying security identification | FIX.4.0 | ||
54 | Side | If OrdType = “Forex – Swap”, should be the side of the future portion of a F/X swap | FIX.4.0 | ||
38 | OrderQty | FIX.4.0 | |||
64 | FutSettDate | Can be used with forex quotes to specify the desired “value date” | FIX.4.1 | ||
40 | OrdType | Can be used to specify the type of order the quote request is for | FIX.4.1 | ||
193 | FutSettDate2 | Can be used with OrdType = “Forex – Swap” to specify the “value date” for the future portion of a F/X swap. | FIX.4.1 | ||
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 | ||
Block | StandardTrailer | Y | FIX.4.0 |