| Tag |
Field Name |
Req'd |
Comments |
| <MessageHeader> |
Y |
MsgType <35> = AG
|
| 131 |
QuoteReqID |
Y |
|
| 644 |
RFQReqID |
N |
For tradeable quote model - used to indicate to which RFQ Request <AH> this Quote Request <R> is in response.
|
| 658 |
QuoteRequestRejectReason |
Y |
Reason QuoteRequest <R> was rejected
|
| 146 |
NoRelatedSym |
Y |
Number of related symbols (instruments) in Request
|
| => |
Component Block - <Instrument> |
Y |
Insert here the set of "<Instrument>" (symbology) fields
|
| => |
Component Block - <FinancingDetails> |
N |
Insert here the set of "<FinancingDetails>" fields
|
| => |
711 |
NoUnderlyings |
N |
Number of underlyings
|
| => |
=> |
Component Block - <UnderlyingInstrument> |
N |
Must be provided if Number of underlyings >0
|
| => |
140 |
PrevClosePx |
N |
Useful for verifying security identification
|
| => |
303 |
QuoteRequestType |
N |
Indicates the type of Quote Request <R> (e.g. Manual vs. Automatic) being generated.
|
| => |
537 |
QuoteType |
N |
Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable)
|
| => |
336 |
TradingSessionID |
N |
|
| => |
625 |
TradingSessionSubID |
N |
|
| => |
229 |
TradeOriginationDate |
N |
|
| => |
54 |
Side |
N |
If OrdType <40> = 'Forex - Swap', should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided
quote is being requested.
Required if specified in Quote Request <R> message.
|
| => |
854 |
QtyType |
N |
|
| => |
Component Block - <OrderQtyData> |
N |
Insert here the set of "<OrderQtyData>" fields
Required if component is specified in Quote Request <R> message.
|
| => |
63 |
SettlType |
N |
|
| => |
64 |
SettlDate |
N |
Can be used (e.g. with forex quotes) to specify the desired 'value date'
|
| => |
193 |
SettlDate2 |
N |
Can be used with OrdType <40> = 'Forex - Swap' to specify the 'value date' for the future portion of a F/X swap.
|
| => |
192 |
OrderQty2 |
N |
Can be used with OrdType <40> = 'Forex - Swap' to specify the order quantity for the future portion of a F/X swap.
|
| => |
15 |
Currency |
N |
Can be used to specify the desired currency of the quoted price. May differ from the 'normal' trading currency of the instrument
being quote requested.
|
| => |
Component Block - <Stipulations> |
N |
Insert here the set of "<Stipulations>" (repeating group of Fixed Income stipulations) fields
|
| => |
1 |
Account |
N |
|
| => |
660 |
AcctIDSource |
N |
|
| => |
581 |
AccountType |
N |
|
| => |
555 |
NoLegs |
N |
Required for multileg quote request rejects
|
| => |
=> |
Component Block - <InstrumentLeg> |
N |
Required for multileg quote request rejects
For Swaps one leg is Buy and other leg is Sell
|
| => |
=> |
687 |
LegQty |
N |
|
| => |
=> |
690 |
LegSwapType |
N |
|
| => |
=> |
587 |
LegSettlType |
N |
|
| => |
=> |
588 |
LegSettlDate |
N |
|
| => |
=> |
Component Block - <LegStipulations> |
N |
|
| => |
=> |
Component Block - <NestedParties> |
N |
|
| => |
=> |
Component Block - <LegBenchmarkCurveData> |
N |
|
| => |
735 |
NoQuoteQualifiers |
N |
|
| => |
=> |
695 |
QuoteQualifier |
N |
Required if NoQuoteQualifiers <735> > 1
|
| => |
692 |
QuotePriceType |
N |
Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify
how quote is quoted.
|
| => |
40 |
OrdType |
N |
Can be used to specify the type of order the quote request is for
|
| => |
126 |
ExpireTime |
N |
The time when Quote Request <R> will expire.
|
| => |
60 |
TransactTime |
N |
Time transaction was entered
|
| => |
Component Block - <SpreadOrBenchmarkCurveData> |
N |
Insert here the set of "<SpreadOrBenchmarkCurveData>" (Fixed Income spread or benchmark curve) fields
|
| => |
423 |
PriceType |
N |
|
| => |
44 |
Price |
N |
Quoted or target price
|
| => |
640 |
Price2 |
N |
Can be used with OrdType <40> = 'Forex - Swap' to specify the Quoted or target price for the future portion of a F/X swap.
|
| => |
Component Block - <YieldData> |
N |
Insert here the set of "<YieldData>" (yield-related) fields
|
| => |
Component Block - <Parties> |
N |
Insert here the set of "<Parties>" (firm identification) fields
|
| 58 |
Text |
N |
|
| 354 |
EncodedTextLen |
N |
Must be set if EncodedText <355> field is specified and must immediately precede it.
|
| 355 |
EncodedText |
N |
Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.
|
| <MessageTrailer> |
Y |
|
