| Tag |
Field Name |
Req'd |
Comments |
| <MessageHeader> |
Y |
MsgType <35> = AJ
|
| 693 |
QuoteRespID |
Y |
Unique ID as assigned by the Initiator
|
| 117 |
QuoteID |
N |
Required only when responding to a Quote <S>.
|
| 694 |
QuoteRespType |
Y |
Type of response this Quote Response <AJ> is.
|
| 11 |
ClOrdID |
N |
Required only when QuoteRespType <694> is 1 (Hit/Lift) or 2 (Counter quote).
|
| 528 |
OrderCapacity |
N |
|
| 23 |
IOIID |
N |
Required only when responding to an IOI <6>.
|
| 537 |
QuoteType |
N |
Default is Indicative.
|
| 735 |
NoQuoteQualifiers |
N |
|
| => |
695 |
QuoteQualifier |
N |
Required if NoQuoteQualifiers <735> > 1
|
|
Component Block - <Parties> |
N |
Insert here the set of "<Parties>" (firm identification) fields
|
| 336 |
TradingSessionID |
N |
|
| 625 |
TradingSessionSubID |
N |
|
|
Component Block - <Instrument> |
Y |
Insert here the set of "<Instrument>" (symbology) fields
For multilegs supply minimally a value for Symbol <55>.
|
|
Component Block - <FinancingDetails> |
N |
Insert here the set of "<FinancingDetails>" fields
For multilegs supply minimally a value for Symbol <55>.
|
| 711 |
NoUnderlyings |
N |
Number of underlyings
|
| => |
Component Block - <UnderlyingInstrument> |
N |
Must be provided if Number of underlyings > 0
|
| 54 |
Side |
N |
Required when countering a single instrument quote or 'hit/lift' an IOI <6> or Quote <S>.
|
|
Component Block - <OrderQtyData> |
N |
Insert here the set of "<OrderQtyData>" fields
Required when countering a single instrument quote or 'hit/lift' an IOI <6> or Quote <S>.
|
| 63 |
SettlType |
N |
|
| 64 |
SettlDate |
N |
Can be used with forex quotes to specify a specific '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 currency of the quoted prices. May differ from the 'normal' trading currency of the instrument
being quoted
|
|
Component Block - <Stipulations> |
N |
Optional
|
| 1 |
Account |
N |
|
| 660 |
AcctIDSource |
N |
Used to identify the source of the Account <1> code.
|
| 581 |
AccountType |
N |
Type of account associated with the order (Origin)
|
| 555 |
NoLegs |
N |
Required for multileg quote response
|
| => |
Component Block - <InstrumentLeg> |
N |
Required for multileg quote response
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 |
Insert here the set of "<LegStipulations>" fields
|
| => |
Component Block - <NestedParties> |
N |
Insert here the set of "<NestedParties>" (firm identification "nested" within additional repeating group) fields
|
| => |
686 |
LegPriceType |
N |
Represents type of price presented in LegBidPx <681> and LegOfferPx <684>. Required if LegBidPx <681> or LegOfferPx <684> is present.
|
| => |
681 |
LegBidPx |
N |
|
| => |
684 |
LegOfferPx |
N |
|
| => |
Component Block - <LegBenchmarkCurveData> |
N |
Insert here the set of "<LegBenchmarkCurveData>" (Fixed Income benchmark curve) fields
To specify the Leg benchmark when the legs are priced differently, e.g. Euro Corporates.
|
| 132 |
BidPx |
N |
If F/X quote, should be the 'all-in' rate (spot rate adjusted for forward points). Note that either BidPx <132>, OfferPx <133> or both must be specified.
|
| 133 |
OfferPx |
N |
If F/X quote, should be the 'all-in' rate (spot rate adjusted for forward points). Note that either BidPx <132>, OfferPx <133> or both must be specified.
|
| 645 |
MktBidPx |
N |
Can be used by markets that require showing the current best bid and offer
|
| 646 |
MktOfferPx |
N |
Can be used by markets that require showing the current best bid and offer
|
| 647 |
MinBidSize |
N |
Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size.
|
| 134 |
BidSize |
N |
Specifies the bid size. If MinBidSize <647> is specified, BidSize <134> is interpreted to contain the maximum bid size.
|
| 648 |
MinOfferSize |
N |
Specifies the minimum offer size. If MinOfferSize <648> is specified, OfferSize <135> is interpreted to contain the maximum offer size.
|
| 135 |
OfferSize |
N |
Specified the offer size. If MinOfferSize <648> is specified, OfferSize <135> is interpreted to contain the maximum offer size.
|
| 62 |
ValidUntilTime |
N |
The time when the quote will expire.
Required for FI when the QuoteRespType <694> is 2 (Counter quote) to indicate to the Respondent when the counter offer is valid until.
|
| 188 |
BidSpotRate |
N |
May be applicable for F/X quotes
|
| 190 |
OfferSpotRate |
N |
May be applicable for F/X quotes
|
| 189 |
BidForwardPoints |
N |
May be applicable for F/X quotes
|
| 191 |
OfferForwardPoints |
N |
May be applicable for F/X quotes
|
| 631 |
MidPx |
N |
|
| 632 |
BidYield |
N |
|
| 633 |
MidYield |
N |
|
| 634 |
OfferYield |
N |
|
| 60 |
TransactTime |
N |
|
| 40 |
OrdType |
N |
Can be used to specify the type of order the quote is for.
|
| 642 |
BidForwardPoints2 |
N |
Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value
|
| 643 |
OfferForwardPoints2 |
N |
Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value
|
| 656 |
SettlCurrBidFxRate |
N |
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 message
|
| 657 |
SettlCurrOfferFxRate |
N |
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 message
|
| 156 |
SettlCurrFxRateCalc |
N |
Can be used when the quote is provided in a currency other than the instruments trading currency.
|
| 12 |
Commission |
N |
Can be used to show the counterparty the commission associated with the transaction.
|
| 13 |
CommType |
N |
Can be used to show the counterparty the commission associated with the transaction.
|
| 582 |
CustOrderCapacity |
N |
For Futures Exchanges
|
| 100 |
ExDestination |
N |
Used when routing quotes to multiple markets
|
| 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.
|
| 44 |
Price |
N |
|
| 423 |
PriceType |
N |
|
|
Component Block - <SpreadOrBenchmarkCurveData> |
N |
Insert here the set of "<SpreadOrBenchmarkCurveData>" fields
|
|
Component Block - <YieldData> |
N |
Insert here the set of "<YieldData>" fields
|
| <MessageTrailer> |
Y |
|
