Mass Quote Acknowledgement is used as the application level response to a Mass Quote message.

Added in protocol FIX.4.2

See in: FIX.4.2, 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 mass 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
537 QuoteType Type of Quote FIX.4.3
BlockRepeating Parties Insert here the set of “Parties” (firm identification) fields defined in “COMMON COMPONENTS OF APPLICATION MESSAGES” FIX.4.3
1 Account FIX.4.3
581 AccountType Type of account associated with the order (Origin) FIX.4.3
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
Block UnderlyingInstrument Insert here the set of “UnderlyingInstrument” (underlying symbology) fields defined in “COMMON COMPONENTS OF APPLICATION MESSAGES”
Required if NoQuoteSets > 0
FIX.4.3
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
Block Instrument Insert here the set of “Instrument” (symbology) fields defined in “COMMON COMPONENTS OF APPLICATION MESSAGES” FIX.4.3
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
134 BidSize FIX.4.3
135 OfferSize FIX.4.3
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
336 TradingSessionID FIX.4.2
625 TradingSessionSubID FIX.4.3
64 FutSettDate Can be used with forex quotes to specify a specific “value date” FIX.4.3
40 OrdType Can be used to specify the type of order the quote is for FIX.4.3
193 FutSettDate2 Can be used with OrdType = “Forex – Swap” to specify the “value date” for the future portion of a F/X swap. FIX.4.3
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
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
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
15 Currency Can be used to specify the currency of the quoted price. FIX.4.3
368 QuoteEntryRejectReason Reason Quote Entry was rejected. FIX.4.2
Block StandardTrailer Y FIX.4.2