Message QuoteResponse (AJ)

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.5.0SP1, FIX.5.0SP2, 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
694 QuoteRespType Type of response this Quote Response is. Y FIX.4.4
11 ClOrdID Unique ID as assigned by the Initiator. Required only when QuoteRespType is 1 (Hit/Lift) or 2 (Counter quote). FIX.4.4
528 OrderCapacity FIX.4.4
23 IOIID Required only when responding to an IOI. FIX.4.4
537 QuoteType Default is Indicative. FIX.4.4 Y
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
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