An optional response to Quote, Mass Quote, Quote Cancel, and Quote Request message is the Quote Acknowledgement message.
Added in protocol FIX.4.2
See in: 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 = b (lowercase) | Y | FIX.4.2 | |
131 | QuoteReqID | Required when acknowledgment is in response to a Quote Request message | FIX.4.2 | ||
117 | QuoteID | Required when acknowledgment is in response to a Quote message | FIX.4.2 | ||
297 | QuoteAckStatus | Status of the quote acknowledgement. | Y | FIX.4.2 | |
300 | QuoteRejectReason | Reason Quote was rejected. | FIX.4.2 | ||
301 | QuoteResponseLevel | Level of Response requested from receiver of quote messages. Is echoed back to the counterparty. | FIX.4.2 | ||
336 | TradingSessionID | FIX.4.2 | |||
58 | Text | FIX.4.2 | |||
296 | NoQuoteSets | The number of sets of quotes in the message | FIX.4.2 | ||
302 | QuoteSetID | First field in repeating group. Required if NoQuoteSets > 0 | FIX.4.2 | ||
311 | UnderlyingSymbol | Required if NoQuoteSets > 0 | FIX.4.2 | ||
312 | UnderlyingSymbolSfx | FIX.4.2 | |||
309 | UnderlyingSecurityID | FIX.4.2 | |||
305 | UnderlyingIDSource | FIX.4.2 | |||
310 | UnderlyingSecurityType | FIX.4.2 | |||
313 | UnderlyingMaturityMonthYear | Required if UnderlyingMaturityDay is specified. | FIX.4.2 | ||
314 | UnderlyingMaturityDay | FIX.4.2 | |||
315 | UnderlyingPutOrCall | FIX.4.2 | |||
316 | UnderlyingStrikePrice | FIX.4.2 | |||
317 | UnderlyingOptAttribute | FIX.4.2 | |||
436 | UnderlyingContractMultiplier | For Fixed Income, Convertible Bonds, Derivatives, etc. | FIX.4.2 | ||
435 | UnderlyingCouponRate | For Fixed Income. | FIX.4.2 | ||
308 | UnderlyingSecurityExchange | FIX.4.2 | |||
306 | UnderlyingIssuer | FIX.4.2 | |||
362 | EncodedUnderlyingIssuerLen | Must be set if EncodedUnderlyingIssuer (363) field is specified and must immediately precede it. | FIX.4.2 | ||
363 | EncodedUnderlyingIssuer | Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.2 | ||
307 | UnderlyingSecurityDesc | FIX.4.2 | |||
364 | EncodedUnderlyingSecurityDescLen | Must be set if EncodedUnderlyingSecurityDesc (365) field is specified and must immediately precede it. | FIX.4.2 | ||
365 | EncodedUnderlyingSecurityDesc | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.2 | ||
304 | TotQuoteEntries | Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. Required if NoQuoteEntries > 0 |
FIX.4.2 | ||
295 | NoQuoteEntries | The number of quotes for this Symbol (QuoteSet) that follow in this message. | FIX.4.2 | ||
299 | QuoteEntryID | Uniquely identifies the quote as part of a QuoteSet. First field in repeating group. Required if NoQuoteEntries > 0. |
FIX.4.2 | ||
55 | Symbol | FIX.4.2 | |||
65 | SymbolSfx | FIX.4.2 | |||
48 | SecurityID | FIX.4.2 | |||
22 | IDSource | FIX.4.2 | |||
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.4.2 | ||
200 | MaturityMonthYear | Specifiesthe month and year of maturity. Required if MaturityDay is specified. | FIX.4.2 | ||
205 | MaturityDay | Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. | FIX.4.2 | ||
201 | PutOrCall | For Options. | FIX.4.2 | ||
202 | StrikePrice | For Options. | FIX.4.2 | ||
206 | OptAttribute | For Options. | FIX.4.2 | ||
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.4.2 | ||
106 | Issuer | FIX.4.2 | |||
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.4.2 | |||
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 | ||
368 | QuoteEntryRejectReason | Reason Quote Entry was rejected. | FIX.4.2 | ||
Block | StandardTrailer | Y | FIX.4.2 |