The quote message is used as the response to a Quote Request message and can be used to publish unsolicited quotes.
Added in protocol FIX.4.0
See in: FIX.4.0, FIX.4.1, 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 = S | Y | FIX.4.0 | |
| 131 | QuoteReqID | Required when quote is in response to a Quote Request message | FIX.4.0 | ||
| 117 | QuoteID | Y | FIX.4.0 | ||
| 301 | QuoteResponseLevel | Level of Response requested from receiver of quote messages. | FIX.4.2 | ||
| 336 | TradingSessionID | FIX.4.2 | |||
| 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 | Specifiesthe month and year of maturity. Required if MaturityDay is specified. | FIX.4.1 | ||
| 205 | MaturityDay | 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 | ||
| 231 | ContractMultiplier | For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the “nominal” (e.g. contracts vs. shares) amount. | FIX.4.2 | ||
| 223 | CouponRate | For Fixed Income. | FIX.4.2 | ||
| 207 | SecurityExchange | Can be used to identify the security. | FIX.4.1 | ||
| 106 | Issuer | FIX.4.0 | |||
| 348 | EncodedIssuerLen | Must be set if EncodedIssuer (349) field is specified and must immediately precede it. | FIX.4.2 | ||
| 349 | EncodedIssuer | Encoded (non-ASCII characters) representation of the Issuer (106) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.2 | ||
| 107 | SecurityDesc | FIX.4.0 | |||
| 350 | EncodedSecurityDescLen | Must be set if EncodedSecurityDesc (351) field is specified and must immediately precede it. | FIX.4.2 | ||
| 351 | EncodedSecurityDesc | Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.2 | ||
| 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 | ||
| 134 | BidSize | FIX.4.0 | |||
| 135 | OfferSize | FIX.4.0 | |||
| 62 | ValidUntilTime | FIX.4.0 | |||
| 188 | BidSpotRate | May be applicable for F/X quotes | FIX.4.1 | ||
| 190 | OfferSpotRate | May be applicable for F/X quotes | FIX.4.1 | ||
| 189 | BidForwardPoints | May be applicable for F/X quotes | FIX.4.1 | ||
| 191 | OfferForwardPoints | May be applicable for F/X quotes | FIX.4.1 | ||
| 60 | TransactTime | FIX.4.1 | |||
| 64 | FutSettDate | Can be used with forex quotes to specify a specific “value date” | FIX.4.1 | ||
| 40 | OrdType | Can be used to specify the type of order the quote 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 | ||
| 15 | Currency | Can be used to specify the currency of the quoted price. | FIX.4.2 | ||
| Block | StandardTrailer | Y | FIX.4.0 |