The quote status request message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes:
• For the issuer of a quote in a market to query the status of that quote (using the QuoteID to specify the target quote).
• To subscribe and unsubscribe for Quote Status Report messages for one or more securities.
Added in protocol FIX.4.2
See in: FIX.4.2, 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 = a (lowercase) | Y | FIX.4.2 | |
649 | QuoteStatusReqID | FIX.4.3 | |||
117 | QuoteID | Maps to: – QuoteID (117) of a single Quote – QuoteEntryID (299) of a Mass Quote. |
FIX.4.2 | ||
Block | Instrument | Conditionally required when requesting status of a single security quote. | FIX.4.3 | ||
Block | FinancingDetails | Insert here the set of “FinancingDetails” (symbology) fields defined in “Common Components of Application Messages” | FIX.4.4 | ||
BlockRepeating | UndInstrmtGrp | Number of underlyings | FIX.4.4 | ||
BlockRepeating | InstrmtLegGrp | Required for multileg quotes | FIX.4.4 | ||
BlockRepeating | Parties | Insert here the set of “Parties” (firm identification) fields defined in “Common Components of Application Messages” | FIX.4.3 | ||
BlockRepeating | TargetParties | Can be used to specify the parties to whom the Quote Status Request should apply. | FIX.5.0SP1 (85) | ||
1 | Account | FIX.4.3 | |||
660 | AcctIDSource | FIX.4.4 | |||
581 | AccountType | Type of account associated with the order (Origin) | FIX.4.3 | ||
336 | TradingSessionID | FIX.4.2 | |||
625 | TradingSessionSubID | FIX.4.3 | |||
263 | SubscriptionRequestType | Used to subscribe for Quote Status Report messages | FIX.4.3 | ||
Block | StandardTrailer | Y | FIX.4.2 |