Added in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0, FIX.5.0SP2, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| 146 | NoRelatedSym | Number of related symbols (instruments) in Request | Y | FIX.4.4 | |
| Block | Instrument | Insert here the set of “Instrument” (symbology) fields defined in “Common Components of Application Messages” | Y | FIX.4.4 | |
| Block | FinancingDetails | Insert here the set of “FinancingDetails” (symbology) fields defined in “Common Components of Application Messages” | FIX.4.4 | ||
| OptimisedImplicitBlockRepeating | UndInstrmtGrp | FIX.4.4 | |||
| 140 | PrevClosePx | Useful for verifying security identification | FIX.4.4 | ||
| 303 | QuoteRequestType | Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. | FIX.4.4 | ||
| 537 | QuoteType | Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) Valid values used by FX in the request: 0 = Indicative, 1 = Tradeable; Absence implies a request for an indicative quote. |
FIX.4.4 | ||
| 336 | TradingSessionID | FIX.4.4 | |||
| 625 | TradingSessionSubID | FIX.4.4 | |||
| 229 | TradeOriginationDate | FIX.4.4 | |||
| 54 | Side | If OrdType = “Forex – Swap”, should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. For single instrument use. FX values, 1 = Buy, 2 = Sell; This is from the perspective of the Initiator. If absent then a two-sided quote is being requested for spot or forward. |
FIX.4.4 | ||
| 854 | QtyType | Type of quantity specified in a quantity field. For FX, if used, should be “0”. |
FIX.4.4 | ||
| Block | OrderQtyData | Required for single instrument quoting. Required for Fixed Income if QuoteType is Tradeable. |
FIX.4.4 | ||
| 110 | MinQty | FIX.5.0 | |||
| 63 | SettlType | FIX.4.4 | |||
| 64 | SettlDate | Can be used (e.g. with forex quotes) to specify the desired “value date” | FIX.4.4 | ||
| 193 | SettlDate2 | Can be used with OrdType = “Forex – Swap” to specify the “value date” for the future portion of a F/X swap. | FIX.4.4 | Y | |
| 192 | OrderQty2 | Can be used with OrdType = “Forex – Swap” to specify the order quantity for the future portion of a F/X swap. | FIX.4.4 | Y | |
| 15 | Currency | Can be used to specify the desired currency of the quoted price. May differ from the ‘normal’ trading currency of the instrument being quote requested. | FIX.4.4 | ||
| BlockRepeating | Stipulations | Insert here the set of “Stipulations” (repeating group of Fixed Income stipulations) fields defined in “Common Components of Application Messages” | FIX.4.4 | ||
| 1 | Account | FIX.4.4 | |||
| 660 | AcctIDSource | FIX.4.4 | |||
| 581 | AccountType | FIX.4.4 | |||
| ImplicitBlockRepeating | QuotReqLegsGrp | FIX.4.4 | |||
| ImplicitBlockRepeating | QuotQualGrp | FIX.4.4 | |||
| 692 | QuotePriceType | Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted. | FIX.4.4 | ||
| 40 | OrdType | Can be used to specify the type of order the quote request is for | FIX.4.4 | ||
| 62 | ValidUntilTime | Used by the quote initiator to indicate the period of time the resulting Quote must be valid until | FIX.4.4 | ||
| 126 | ExpireTime | The time when Quote Request will expire. | FIX.4.4 | ||
| 60 | TransactTime | Time transaction was entered | FIX.4.4 | ||
| Block | SpreadOrBenchmarkCurveData | Insert here the set of “SpreadOrBenchmarkCurveData” (Fixed Income spread or benchmark curve) fields defined in “Common Components of Application Messages” | FIX.4.4 | ||
| 423 | PriceType | FIX.4.4 | |||
| 44 | Price | Quoted or target price | FIX.4.4 | ||
| 640 | Price2 | Can be used with OrdType = “Forex – Swap” to specify the Quoted or target price for the future portion of a F/X swap. | FIX.4.4 | Y | |
| Block | YieldData | Insert here the set of “YieldData” (yield-related) fields defined in “Common Components of Application Messages” | FIX.4.4 | ||
| BlockRepeating | Parties | FIX.4.4 |