The quote status report message is used:
• as the response to a Quote Status Request message
• as a response to a Quote Cancel message
• as a response to a Quote Response message in a negotiation dialog (see Volume 7 – PRODUCT: FIXED INCOME and USER GROUP: EXCHANGES AND MARKETS)
Added in protocol FIX.4.3
See in: FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| Block | StandardHeader | MsgType = AI | Y | FIX.4.3 | |
| 649 | QuoteStatusReqID | FIX.4.3 | |||
| 131 | QuoteReqID | Required when quote is in response to a Quote Request message | FIX.4.3 | ||
| 117 | QuoteID | Contains the QuoteID (117) of a single Quote(MsgType=S) or QuoteEntryID (299) of a MassQuote(MsgType=i). | FIX.4.3 | ||
| 390 | BidID | Contains the BidID (390) of a single Quote (S). | FIX.5.0SP2 (144) | ||
| 1867 | OfferID | Contains the QuoteID(1867) of a single Quote (S). | FIX.5.0SP2 (144) | ||
| 1751 | SecondaryQuoteID | FIX.5.0SP2 (126) | |||
| 1166 | QuoteMsgID | Contains the QuoteMsgID (1166) of a single Quote(MsgType=S) or QuoteID (117) of a MassQuote(MsgType=i). | FIX.5.0 | ||
| 693 | QuoteRespID | Required when responding to a QuoteResponse (AJ) message. | FIX.4.4 | ||
| 537 | QuoteType | If not specified, the default is an indicative quote. | FIX.4.3 | ||
| 298 | QuoteCancelType | FIX.5.0 | |||
| BlockRepeating | Parties | FIX.4.3 | |||
| BlockRepeating | TargetParties | Can be populated with the values provided on the associated QuoteStatusRequest(MsgType=A). | FIX.5.0SP1 (85) | ||
| 336 | TradingSessionID | FIX.4.3 | |||
| 625 | TradingSessionSubID | FIX.4.3 | |||
| Block | Instrument | Conditionally required when reporting status of a single security quote. | FIX.4.3 | ||
| Block | FinancingDetails | FIX.4.4 | |||
| BlockRepeating | UndInstrmtGrp | FIX.4.4 | |||
| 54 | Side | FIX.4.4 | |||
| Block | OrderQtyData | Conditionally required for quotes of single instruments when QuoteType (537)=1(Tradeable). | FIX.4.4 | ||
| 63 | SettlType | FIX.4.4 | |||
| 64 | SettlDate | Can be used with forex quotes to specify a specific “value date” | FIX.4.3 | ||
| 193 | SettlDate2 | Can be used with OrdType = “Forex – Swap” to specify the “value date” for the future portion of a F/X swap. | FIX.4.3 | 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.4.3 | Y | |
| 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.4.3 | ||
| BlockRepeating | Stipulations | FIX.4.4 | |||
| 1 | Account | FIX.4.3 | |||
| 660 | AcctIDSource | FIX.4.4 | |||
| 581 | AccountType | FIX.4.3 | |||
| ImplicitBlockRepeating | LegQuotStatGrp | Conditionally required for multileg quote status reports. | FIX.4.4 | ||
| ImplicitBlockRepeating | QuotQualGrp | FIX.4.4 | |||
| 2115 | NegotiationMethod | FIX.5.0SP2 (168) | |||
| 126 | ExpireTime | FIX.4.4 | |||
| 44 | Price | FIX.4.4 | |||
| 423 | PriceType | FIX.4.4 | |||
| BlockRepeating | PriceQualifierGrp | FIX.5.0SP2 (230) | |||
| Block | SpreadOrBenchmarkCurveData | FIX.4.4 | |||
| Block | YieldData | FIX.4.4 | |||
| 1747 | BidQuoteID | FIX.5.0SP2 (125) | |||
| 1748 | OfferQuoteID | FIX.5.0SP2 (125) | |||
| 1745 | BidMDEntryID | FIX.5.0SP2 (125) | |||
| 1746 | OfferMDEntryID | FIX.5.0SP2 (125) | |||
| 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 | ||
| 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 | Used for markets that use a minimum and maximum bid size. | FIX.4.3 | ||
| 134 | BidSize | If MinBidSize (647) is specified, BidSize (134) is interpreted to contain the maximum bid size. | FIX.4.3 | ||
| 1749 | TotalBidSize | FIX.5.0SP2 (126) | |||
| 648 | MinOfferSize | Used for markets that use a minimum and maximum offer size. | FIX.4.3 | ||
| 135 | OfferSize | If MinOfferSize (648) is specified, OfferSize (135) is interpreted to contain the maximum offer size. | FIX.4.3 | ||
| 1750 | TotalOfferSize | FIX.5.0SP2 (126) | |||
| 110 | MinQty | FIX.5.0 | |||
| 62 | ValidUntilTime | FIX.4.3 | |||
| 188 | BidSpotRate | FIX.4.3 | |||
| 190 | OfferSpotRate | FIX.4.3 | |||
| 189 | BidForwardPoints | FIX.4.3 | |||
| 191 | OfferForwardPoints | 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 | |||
| 40 | OrdType | Can be used to specify the type of order the quote is for | 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 | Y | |
| 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 | Y | |
| 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 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 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 | ||
| Block | CommissionData | Can be used to show the counterparty the commission associated with the transaction. | FIX.5.0SP2 (204) | ||
| 582 | CustOrderCapacity | FIX.4.3 | |||
| 100 | ExDestination | Used when routing quotes to multiple markets | FIX.4.3 | ||
| 1133 | ExDestinationIDSource | FIX.4.4 | |||
| 775 | BookingType | FIX.5.0SP1 (78) | |||
| 528 | OrderCapacity | FIX.5.0SP1 (78) | |||
| 529 | OrderRestrictions | FIX.5.0SP1 (78) | |||
| 297 | QuoteStatus | FIX.4.3 | |||
| 300 | QuoteRejectReason | FIX.5.0 | |||
| 1328 | RejectText | Reason description for rejecting the quote. | FIX.5.0SP2 (134) | ||
| 1664 | EncodedRejectTextLen | Must be set if EncodedRejectText (1665) field is specified and must immediately precede it. | FIX.5.0SP2 (134) | ||
| 1665 | EncodedRejectText | Encoded (non-ASCII characters) representation of the RejectText (1328) field in the encoded format specified via the MessageEncoding (347) field. | FIX.5.0SP2 (134) | ||
| Block | ThrottleResponse | FIX.5.0SP2 (116) | |||
| 58 | Text | FIX.4.4 | |||
| 354 | EncodedTextLen | FIX.4.4 | |||
| 355 | EncodedText | FIX.4.4 | |||
| 443 | StrikeTime | Conditionally required when QuoteQual(695) = d (Deferred spot) is specified. | FIX.5.0SP2 (226) | ||
| Block | StandardTrailer | Y | FIX.4.3 |