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Quote Status Request <a> message – FIX 4.4 – FIX Dictionary

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FIX 4.4 : Quote Status Request <a> message

Structure | Related Messages

Description

The Quote Status Request <a> message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes:

  • For the issuer of a quote in a market to query the status of that quote (using the QuoteID <117> to specify the target quote).
  • To subscribe and unsubscribe for Quote Status Report <AI> messages for one or more securities.

Application of Quote Status Request <a> to Options Markets using tradeable or restricted tradeable quoting models:

To retrieve status of all quotes for a given underlying symbol for options enter the Symbol <55> and optionally the SecurityID <48> along with a CFICode <461>="OXXXXX".

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = a
649 QuoteStatusReqID N
117 QuoteID N
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
555 NoLegs N

Required for multileg quotes
=> Component Block - <InstrumentLeg> N

Required for multileg quotes

For Swaps one leg is Buy and other leg is Sell
Component Block - <Parties> N

Insert here the set of "<Parties>" (firm identification) fields

1 Account N
660 AcctIDSource N
581 AccountType N

Type of account associated with the order (Origin)
336 TradingSessionID N
625 TradingSessionSubID N
263 SubscriptionRequestType N

Used to subscribe for Quote Status Report <AI> messages

<MessageTrailer> Y

 

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