Message
QuoteResponse (AJ)
| ID | 69 |
| Pedigree | Added FIX.4.4, Updated EP143 |
The QuoteResponse(35=AJ) message is used for the following purposes:
1. Respond to an IOI(35=6) message
2. Respond to a Quote(35=S) message
3. Counter a Quote
4. End a negotiation dialog
5. Follow-up or end a QuoteRequest(35=R) dialog that did not receive a response.
1. Respond to an IOI(35=6) message
2. Respond to a Quote(35=S) message
3. Counter a Quote
4. End a negotiation dialog
5. Follow-up or end a QuoteRequest(35=R) dialog that did not receive a response.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
StandardHeader | Y | MsgType = AJ | Added FIX.4.4 | ||
693 | Y | Unique ID as assigned by the Initiator | Added FIX.4.4 | ||
117 | Required only when responding to a Quote. | Added FIX.4.4 | |||
1166 | Optionally used when responding to a Quote. | Added EP-1 | |||
131 | Contains the QuoteReqID(131) of the QuoteRequest(35=R). | Added EP143 | |||
694 | Y | Added FIX.4.4 Updated EP143 | |||
11 | Unique ID as assigned by the Initiator. Required only in two-party models when QuoteRespType(694) = 1 (Hit/Lift) or 2 (Counter quote). | Added FIX.4.4 | |||
528 | Added FIX.4.4 | ||||
529 | Added EP-1 | ||||
23 | Required only when responding to an IOI. | Added FIX.4.4 | |||
537 | Default is Indicative. | Added FIX.4.4 Deprecated FIX.5.0 | |||
1091 | Added EP-1 | ||||
QuotQualGrp | Added FIX.4.4 | ||||
828 | May be used by SEFs (Swap Execution Facilities) to indicate a block swap transaction. | Added EP176 | |||
2347 | Added EP176 | ||||
2115 | Added EP168 | ||||
Parties | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" | Added FIX.4.4 | |||
336 | Added FIX.4.4 | ||||
625 | Added FIX.4.4 | ||||
Instrument | 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). | Added FIX.4.4 | ||
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). | Added FIX.4.4 | |||
UndInstrmtGrp | Number of underlyings | Added FIX.4.4 | |||
54 | Required when countering a single instrument quote or "hit/lift" an IOI or Quote. | Added FIX.4.4 | |||
OrderQtyData | Conditionally required when countering a single instrument quote or "hit/lift" an IOI or Quote when applicable for the type of instrument. | Added FIX.4.4 Updated EP258 | |||
110 | Added EP-1 | ||||
63 | Added FIX.4.4 | ||||
64 | Can be used with forex quotes to specify a specific "value date" | Added FIX.4.4 | |||
2878 | Added EP258 | ||||
193 | Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. | Added FIX.4.4 Deprecated FIX.5.0 | |||
192 | Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. | Added FIX.4.4 Deprecated FIX.5.0 | |||
15 | Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted | Added FIX.4.4 | |||
2897 | Added EP273 | ||||
Stipulations | Optional | Added FIX.4.4 | |||
1 | Added FIX.4.4 | ||||
660 | Used to identify the source of the Account code. | Added FIX.4.4 | |||
581 | Type of account associated with the order (Origin) | Added FIX.4.4 | |||
LegQuotGrp | Required for multileg quote response | Added FIX.4.4 | |||
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.4.4 | |||
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.4.4 | |||
645 | Can be used by markets that require showing the current best bid and offer | Added FIX.4.4 | |||
646 | Can be used by markets that require showing the current best bid and offer | Added FIX.4.4 | |||
647 | Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. | Added FIX.4.4 | |||
134 | Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. | Added FIX.4.4 | |||
648 | Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. | Added FIX.4.4 | |||
135 | Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. | Added FIX.4.4 | |||
62 | The time when the QuoteResponse(35=AJ) will expire. Required for FI when the QuoteRespType(694) is either 1 (Hit/Lift) or 2 (Counter quote) to indicate to the respondent when the offer is valid until. | Added FIX.4.4 Updated EP159 | |||
188 | May be applicable for F/X quotes | Added FIX.4.4 | |||
190 | May be applicable for F/X quotes | Added FIX.4.4 | |||
189 | May be applicable for F/X quotes | Added FIX.4.4 | |||
191 | May be applicable for F/X quotes | Added FIX.4.4 | |||
631 | Added FIX.4.4 | ||||
632 | Added FIX.4.4 | ||||
633 | Added FIX.4.4 | ||||
634 | Added FIX.4.4 | ||||
60 | Added FIX.4.4 | ||||
40 | Can be used to specify the type of order the quote is for. | Added FIX.4.4 | |||
642 | Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value | Added FIX.4.4 Deprecated FIX.5.0 | |||
643 | Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value | Added FIX.4.4 Deprecated FIX.5.0 | |||
656 | 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 | Added FIX.4.4 | |||
657 | 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 | Added FIX.4.4 | |||
156 | Can be used when the quote is provided in a currency other than the instruments trading currency. | Added FIX.4.4 | |||
CommissionData | Can be used to show the counterparty the commission associated with the transaction. | Added EP204 | |||
582 | For Futures Exchanges | Added FIX.4.4 | |||
100 | Used when routing quotes to multiple markets | Added FIX.4.4 | |||
1133 | Added EP-1 | ||||
58 | Added FIX.4.4 | ||||
354 | Must be set if EncodedText field is specified and must immediately precede it. | Added FIX.4.4 | |||
355 | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | Added FIX.4.4 | |||
44 | Added FIX.4.4 | ||||
423 | Added FIX.4.4 | ||||
PriceQualifierGrp | Added EP230 | ||||
1917 | Added EP159 | ||||
SpreadOrBenchmarkCurveData | Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" | Added FIX.4.4 | |||
YieldData | Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" | Added FIX.4.4 | |||
1937 | May be used to indicate the quote/negotiation is for the specified post-execution trade continuation or lifecycle event. | Added EP258 | |||
2374 | Added EP258 | ||||
2372 | Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it. | Added EP258 | |||
2371 | Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. | Added EP258 | |||
443 | Conditionally required when QuoteQual(695) = d (Deferred spot) is specified. | Added EP226 | |||
StandardTrailer | Y | Added FIX.4.4 |
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