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  • Documentation

  • Message

    Quote (S)

    ID27
    PedigreeAdded FIX.4.0, Updated FIX.4.1

    The quote message is used as the response to a Quote Request message and can be used to publish unsolicited quotes.

    Quotes supplied as the result of a Quote Request message are tagged with the appropriate QuoteReqID, unsolicited quotes can be identified by the absence of a QuoteReqID.

    The symbol used for forex quotes is, in ISO codes, “currency1.currency2” (e.g. GBP.USD) and the quote will be returned as a rate expressed as currency1/currency2. BidPx indicates the rate at which the broker is willing to buy currency1 and deliver currency2, OfferPx indicates the rate at which the broker is willing to sell currency1 and receive currency2. Indicative rates are quoted in the BidPx field and may contain a level in the BidSize field.

    Orders can be generated based on Quotes. Quoted orders include the QuoteID and are OrdType=Previously Quoted or Forex - Previously Quoted.

    Field
    Name
    Type
    Req'd
    Comments
    Pedigree
    Y
    MsgType = S
    Added FIX.4.0
    131
    Required when quote is in response to a Quote Request message
    Added FIX.4.0
    117
    Y
    Added FIX.4.0
    55
    Y
    Added FIX.4.0
    65
    Added FIX.4.0
    48
    Added FIX.4.0
    22
    Added FIX.4.0
    167
    Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
    Added FIX.4.1
    200
    For Options or Futures to specify the month and year of maturity.
    Added FIX.4.1
    205
    For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
    Added FIX.4.1
    201
    For Options.
    Added FIX.4.1
    202
    For Options.
    Added FIX.4.1
    206
    For Options.
    Added FIX.4.1
    207
    Can be used to identify the security.
    Added FIX.4.1
    106
    Added FIX.4.0
    107
    Added FIX.4.0
    132
    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.
    Added FIX.4.0
    Updated FIX.4.1
    133
    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.
    Added FIX.4.0
    Updated FIX.4.1
    134
    Added FIX.4.0
    135
    Added FIX.4.0
    62
    Added FIX.4.0
    188
    May be applicable for F/X quotes
    Added FIX.4.1
    190
    May be applicable for F/X quotes
    Added FIX.4.1
    189
    May be applicable for F/X quotes
    Added FIX.4.1
    191
    May be applicable for F/X quotes
    Added FIX.4.1
    60
    Added FIX.4.1
    64
    Can be used with forex quotes to specify a specific “value date”
    Added FIX.4.1
    40
    Can be used to specify the type of order the quote is for
    Added FIX.4.1
    193
    Can be used with OrdType = “Forex - Swap” to specify the “value date” for the future portion of a F/X swap.
    Added FIX.4.1
    192
    Can be used with OrdType = “Forex - Swap” to specify the order quantity for the future portion of a F/X swap.
    Added FIX.4.1
    Y
    Added FIX.4.0

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