Orchimate 1.3.2 /

OrchestraFIX44EP294

Orchestra Hub

Y

MsgType = AJ

Y

Unique ID as assigned by the Initiator

Required only when responding to a Quote.

Y

Type of response this Quote Response is.

Required only when QuoteRespType is 1 (Hit/Lift) or 2 (Counter quote).

Required only when responding to an IOI.

Default is Indicative.

Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

Y

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
For multilegs supply minimally a value for Symbol (55).

Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
For multilegs supply minimally a value for Symbol (55).

Number of underlyings

Required when countering a single instrument quote or "hit/lift" an IOI or Quote.

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.

Can be used with forex quotes to specify a specific "value date"

Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of an F/X swap.

Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of an F/X swap.

Can be used to specify the currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted

Optional

Used to identify the source of the Account code.

Type of account associated with the order (Origin)

Required for multileg quote response

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.

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.

Can be used by markets that require showing the current best bid and offer

Can be used by markets that require showing the current best bid and offer

Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size.

Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size.

Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.

Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.

The time when the quote will expire.
Required for FI when the QuoteRespType is 2 (Counter quote) to indicate to the Respondent when the counteroffer is valid until.

May be applicable for F/X quotes

May be applicable for F/X quotes

May be applicable for F/X quotes

May be applicable for F/X quotes

Can be used to specify the type of order the quote is for.

Bid F/X forward points of the future portion of an F/X swap quote added to spot rate. May be a negative value

Offer F/X forward points of the future portion of an F/X swap quote added to spot rate. May be a negative value

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

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

Can be used when the quote is provided in a currency other than the instruments trading currency.

Can be used to show the counterparty the commission associated with the transaction.

Can be used to show the counterparty the commission associated with the transaction.

For Futures Exchanges

Used when routing quotes to multiple markets

Must be set if EncodedText field is specified and must immediately precede it.

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"

Insert here the set of "YieldData" fields defined in "Common Components of Application Messages"