| Tag |
Field Name |
Req'd |
Comments |
| <MessageHeader> |
Y |
MsgType <35> = b
|
| 131 |
QuoteReqID |
N |
Required when acknowledgment is in response to a Quote Request <R> message
|
| 117 |
QuoteID |
N |
Required when acknowledgment is in response to a Quote message
|
| 297 |
QuoteAckStatus |
Y |
Status of the Quote Acknowledgement <b>.
|
| 300 |
QuoteRejectReason |
N |
Reason Quote was rejected.
|
| 301 |
QuoteResponseLevel |
N |
Level of Response requested from receiver of Quote messages. Is echoed back to the counterparty.
|
| 336 |
TradingSessionID |
N |
|
| 58 |
Text |
N |
|
| 296 |
NoQuoteSets |
N |
The number of sets of quotes in the message
|
| => |
302 |
QuoteSetID |
N |
First field in repeating group. Required if NoQuoteSets <296> > 0
|
| => |
311 |
UnderlyingSymbol |
N |
Required if NoQuoteSets <296> > 0
|
| => |
312 |
UnderlyingSymbolSfx |
N |
|
| => |
309 |
UnderlyingSecurityID |
N |
|
| => |
305 |
UnderlyingIDSource |
N |
|
| => |
310 |
UnderlyingSecurityType |
N |
|
| => |
313 |
UnderlyingMaturityMonthYear |
N |
Required if UnderlyingMaturityDay <314> is specified.
|
| => |
314 |
UnderlyingMaturityDay |
N |
|
| => |
315 |
UnderlyingPutOrCall |
N |
|
| => |
316 |
UnderlyingStrikePrice |
N |
|
| => |
317 |
UnderlyingOptAttribute |
N |
|
| => |
436 |
UnderlyingContractMultiplier |
N |
For Fixed Income, Convertible Bonds, Derivatives, etc.
|
| => |
435 |
UnderlyingCouponRate |
N |
For Fixed Income.
|
| => |
308 |
UnderlyingSecurityExchange |
N |
|
| => |
306 |
UnderlyingIssuer |
N |
|
| => |
362 |
EncodedUnderlyingIssuerLen |
N |
Must be set if EncodedUnderlyingIssuer <363> field is specified and must immediately precede it.
|
| => |
363 |
EncodedUnderlyingIssuer |
N |
Encoded (non-ASCII characters) representation of the UnderlyingIssuer <306> field in the encoded format specified via the MessageEncoding <347> field.
|
| => |
307 |
UnderlyingSecurityDesc |
N |
|
| => |
364 |
EncodedUnderlyingSecurityDescLen |
N |
Must be set if EncodedUnderlyingSecurityDesc <365> field is specified and must immediately precede it.
|
| => |
365 |
EncodedUnderlyingSecurityDesc |
N |
Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc <307> field in the encoded format specified via the MessageEncoding <347>
field.
|
| => |
304 |
TotQuoteEntries |
N |
Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries <295> in each message that has repeating quotes that are part of the same quote set.
Required if NoQuoteEntries <295> > 0
|
| => |
295 |
NoQuoteEntries |
N |
The number of quotes for this Symbol <55> (QuoteSet) that follow in this message.
|
| => |
=> |
299 |
QuoteEntryID |
N |
Uniquely identifies the quote as part of a QuoteSet.
First field in repeating group. Required if NoQuoteEntries <295> > 0.
|
| => |
=> |
55 |
Symbol |
N |
|
| => |
=> |
65 |
SymbolSfx |
N |
|
| => |
=> |
48 |
SecurityID |
N |
|
| => |
=> |
22 |
IDSource |
N |
|
| => |
=> |
167 |
SecurityType |
N |
Must be specified if a Future or Option. If a Future: Symbol <55>, SecurityType <167>, and MaturityMonthYear <200> are
required. If an Option: Symbol <55>, SecurityType <167>, MaturityMonthYear <200>, PutOrCall
<201>, and StrikePrice <202> are required.
|
| => |
=> |
200 |
MaturityMonthYear |
N |
Specifies the month and year of maturity. Required if MaturityDay <205> is specified.
|
| => |
=> |
205 |
MaturityDay |
N |
Can be used in conjunction with MaturityMonthYear <200> to specify a particular maturity date.
|
| => |
=> |
201 |
PutOrCall |
N |
For Options.
|
| => |
=> |
202 |
StrikePrice |
N |
For Options.
|
| => |
=> |
206 |
OptAttribute |
N |
For Options.
|
| => |
=> |
231 |
ContractMultiplier |
N |
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g.
contracts vs. shares) amount.
|
| => |
=> |
223 |
CouponRate |
N |
For Fixed Income.
|
| => |
=> |
207 |
SecurityExchange |
N |
Can be used to identify the security.
|
| => |
=> |
106 |
Issuer |
N |
|
| => |
=> |
348 |
EncodedIssuerLen |
N |
Must be set if EncodedIssuer <349> field is specified and must immediately precede it.
|
| => |
=> |
349 |
EncodedIssuer |
N |
Encoded (non-ASCII characters) representation of the Issuer <106> field in the encoded format specified via the MessageEncoding <347> field.
|
| => |
=> |
107 |
SecurityDesc |
N |
|
| => |
=> |
350 |
EncodedSecurityDescLen |
N |
Must be set if EncodedSecurityDesc <351> field is specified and must immediately precede it.
|
| => |
=> |
351 |
EncodedSecurityDesc |
N |
Encoded (non-ASCII characters) representation of the SecurityDesc <107> field in the encoded format specified via the MessageEncoding <347> field.
|
| => |
=> |
368 |
QuoteEntryRejectReason |
N |
Reason Quote Entry was rejected.
|
| <MessageTrailer> |
Y |
|
