The Quote Response message is used to respond to a IOI message or Quote message. It is also used to counter a Quote or end a negotiation dialog.
Added in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2 EP240.
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
Block | StandardHeader | MsgType = AJ | Y | FIX.4.4 | |
693 | QuoteRespID | Unique ID as assigned by the Initiator | Y | FIX.4.4 | |
117 | QuoteID | Required only when responding to a Quote. | FIX.4.4 | ||
1166 | QuoteMsgID | Optionally used when responding to a Quote. | FIX.5.0 | ||
694 | QuoteRespType | Type of response this Quote Response is. | Y | FIX.4.4 | |
11 | ClOrdID | Unique ID as assigned by the Initiator. Required only in two-party models when QuoteRespType (694) = 1 (Hit/Lift) or 2 (Counter quote). | FIX.4.4 | ||
528 | OrderCapacity | FIX.4.4 | |||
529 | OrderRestrictions | FIX.5.0 | |||
23 | IOIID | Required only when responding to an IOI. | FIX.4.4 | ||
537 | QuoteType | Default is Indicative. | FIX.4.4 | Y | |
1091 | PreTradeAnonymity | FIX.5.0 | |||
ImplicitBlockRepeating | QuotQualGrp | FIX.4.4 | |||
BlockRepeating | Parties | Insert here the set of “Parties” (firm identification) fields defined in “Common Components of Application Messages” | FIX.4.4 | ||
336 | TradingSessionID | FIX.4.4 | |||
625 | TradingSessionSubID | FIX.4.4 | |||
Block | Instrument | Insert here the set of “Instrument” (symbology) fields defined in “Common Components of Application Messages” For multilegs supply minimally a value for Symbol (55). |
Y | FIX.4.4 | |
Block | FinancingDetails | Insert here the set of “FinancingDetails” (symbology) fields defined in “Common Components of Application Messages” For multilegs supply minimally a value for Symbol (55). |
FIX.4.4 | ||
OptimisedImplicitBlockRepeating | UndInstrmtGrp | Number of underlyings | FIX.4.4 | ||
54 | Side | Required when countering a single instrument quote or “hit/lift” an IOI or Quote. | FIX.4.4 | ||
Block | OrderQtyData | Insert here the set of “OrderQtyData” fields defined in “Common Components of Application Messages” Required when countering a single instrument quote or “hit/lift” an IOI or Quote. |
FIX.4.4 | ||
110 | MinQty | FIX.5.0 | |||
63 | SettlType | FIX.4.4 | |||
64 | SettlDate | Can be used with forex quotes to specify a specific “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 currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted | FIX.4.4 | ||
BlockRepeating | Stipulations | Optional | FIX.4.4 | ||
1 | Account | FIX.4.4 | |||
660 | AcctIDSource | Used to identify the source of the Account code. | FIX.4.4 | ||
581 | AccountType | Type of account associated with the order (Origin) | FIX.4.4 | ||
ImplicitBlockRepeating | LegQuotGrp | Required for multileg quote response | FIX.4.4 | ||
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.4.4 | ||
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.4.4 | ||
645 | MktBidPx | Can be used by markets that require showing the current best bid and offer | FIX.4.4 | ||
646 | MktOfferPx | Can be used by markets that require showing the current best bid and offer | FIX.4.4 | ||
647 | MinBidSize | Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. | FIX.4.4 | ||
134 | BidSize | Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. | FIX.4.4 | ||
648 | MinOfferSize | Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. | FIX.4.4 | ||
135 | OfferSize | Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. | FIX.4.4 | ||
62 | ValidUntilTime | The time when the quote will expire. Required for FI when the QuoteRespType is 2 (Counter quote) to indicate to the Respondent when the counter offer is valid until. |
FIX.4.4 | ||
188 | BidSpotRate | May be applicable for F/X quotes | FIX.4.4 | ||
190 | OfferSpotRate | May be applicable for F/X quotes | FIX.4.4 | ||
189 | BidForwardPoints | May be applicable for F/X quotes | FIX.4.4 | ||
191 | OfferForwardPoints | May be applicable for F/X quotes | FIX.4.4 | ||
631 | MidPx | FIX.4.4 | |||
632 | BidYield | FIX.4.4 | |||
633 | MidYield | FIX.4.4 | |||
634 | OfferYield | FIX.4.4 | |||
60 | TransactTime | FIX.4.4 | |||
40 | OrdType | Can be used to specify the type of order the quote is for. | FIX.4.4 | ||
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.4.4 | 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.4.4 | 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 quote message | FIX.4.4 | ||
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.4.4 | ||
156 | SettlCurrFxRateCalc | Can be used when the quote is provided in a currency other than the instruments trading currency. | FIX.4.4 | ||
12 | Commission | Can be used to show the counterparty the commission associated with the transaction. | FIX.4.4 | ||
13 | CommType | Can be used to show the counterparty the commission associated with the transaction. | FIX.4.4 | ||
582 | CustOrderCapacity | For Futures Exchanges | FIX.4.4 | ||
100 | ExDestination | Used when routing quotes to multiple markets | FIX.4.4 | ||
1133 | ExDestinationIDSource | FIX.4.4 | |||
58 | Text | FIX.4.4 | |||
354 | EncodedTextLen | Must be set if EncodedText (355) field is specified and must immediately precede it. | FIX.4.4 | ||
355 | EncodedText | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.4 | ||
44 | Price | FIX.4.4 | |||
423 | PriceType | FIX.4.4 | |||
Block | SpreadOrBenchmarkCurveData | Insert here the set of “SpreadOrBenchmarkCurveData” fields defined in “Common Components of Application Messages” | FIX.4.4 | ||
Block | YieldData | Insert here the set of “YieldData” fields defined in “Common Components of Application Messages” | FIX.4.4 | ||
Block | StandardTrailer | Y | FIX.4.4 |