The quote message is used as the response to a Quote Request message in both indicative, tradeable, and restricted tradeable quoting markets.

Added in protocol FIX.4.0

See in: FIX.4.0, FIX.4.1, 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 = 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
537 QuoteType Quote Type
If not specified, the default is an indicative quote
FIX.4.3
301 QuoteResponseLevel Level of Response requested from receiver of quote messages. FIX.4.2
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
336 TradingSessionID FIX.4.2
625 TradingSessionSubID FIX.4.3
Block Instrument Insert here the set of “Instrument” (symbology) fields defined in “COMMON COMPONENTS OF APPLICATION MESSAGES” Y 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.4.0
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
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.4.0
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.4.0
62 ValidUntilTime The time when the quote will expire 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
631 MidPx FIX.4.3
632 BidYield FIX.4.3
633 MidYield FIX.4.3
634 OfferYield FIX.4.3
60 TransactTime FIX.4.1
63 SettlmntTyp FIX.4.3
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
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 prices. May differ from the ‘normal’ trading currency of the instrument being quoted FIX.4.2
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 quote 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 quote 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
12 Commission Can be used to show the counterparty the commission associated with the transaction. FIX.4.3
13 CommType 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
58 Text FIX.4.3
354 EncodedTextLen Must be set if EncodedText (355) field is specified and must immediately precede it. FIX.4.3
355 EncodedText Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.3
Block StandardTrailer Y FIX.4.0