Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 146 | NoRelatedSym | Y | Number of related symbols (instruments) in Request | |
| → | Component Block - <Instrument> | Y | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | |
| → | Component Block - <FinancingDetails> | N | Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" | |
| → | Component Block - <UndInstrmtGrp> | N | ||
| → | 140 | PrevClosePx | N | Useful for verifying security identification |
| → | 303 | QuoteRequestType | N | Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. |
| → | 117 | QuoteID | N |
Can be used when QuoteRequestType <303> = 3(Confirm Quote). |
| → | 1751 | SecondaryQuoteID | N |
Can be used when QuoteRequestType <303> = 3(Confirm Quote). |
| → | 537 | QuoteType | N | Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) Valid values used by FX in the request: 0 = Indicative, 1 = Tradeable; Absence implies a request for an indicative quote. |
| → | 336 | TradingSessionID | N | |
| → | 625 | TradingSessionSubID | N | |
| → | 229 | TradeOriginationDate | N | |
| → | 1913 | NumOfCompetitors | N | |
| → | 54 | Side | N |
If OrdType = "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. For single instrument use. FX values, 1 = Buy, 2 = Sell; This is from the perspective of the Initiator. If absent then a two-sided quote is being requested for spot or forward. |
| → | 854 | QtyType | N |
Type of quantity specified in a quantity field. For FX, if used, should be "0". |
| → | Component Block - <OrderQtyData> | N |
Required for single instrument quoting. Required for Fixed Income if QuoteType is Tradeable. |
|
| → | 110 | MinQty | N | |
| → | 63 | SettlType | N | For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. |
| → | 64 | SettlDate | N |
Can be used (e.g. with forex quotes) to specify the desired "value date". For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. |
| → | 193 | SettlDate2 | N | Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. |
| → | 192 | OrderQty2 | N | Can be used with OrdType = "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. |
| → | 120 | SettlCurrency | N | Required for NDFs to specify the settlement currency (fixing currency). |
| → | Component Block - <RateSource> | N | ||
| → | Component Block - <Stipulations> | N | Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" | |
| → | 1 | Account | N | |
| → | 660 | AcctIDSource | N | |
| → | 581 | AccountType | N | |
| → | Component Block - <QuotReqLegsGrp> | N | ||
| → | Component Block - <QuotQualGrp> | N | ||
| → | 828 | TrdType | N |
May be used by SEFs (Swap Execution Facilities) to indicate a block swap transaction. |
| → | 2347 | RegulatoryTransactionType | N | |
| → | Component Block - <RegulatoryTradeIDGrp> | N | ||
| → | 2115 | NegotiationMethod | N | |
| → | 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. |
| → | Component Block - <PriceQualifierGrp> | N | ||
| → | 40 | OrdType | N | Can be used to specify the type of order the quote request is for |
| → | 62 | ValidUntilTime | N | Used by the quote initiator to indicate the period of time the resulting Quote must be valid until |
| → | 126 | ExpireTime | N | The time when Quote Request will expire. |
| → | 1914 | ResponseTime | N | |
| → | 1915 | QuoteDisplayTime | N | |
| → | 1629 | ExposureDuration | N |
The (minimum or suggested) period of time a quote price is tradable before it becomes indicative (i.e. off-the-wire). |
| → | 1916 | ExposureDurationUnit | N | |
| → | 60 | TransactTime | N | Time transaction was entered |
| → | Component Block - <SpreadOrBenchmarkCurveData> | N | Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" | |
| → | 423 | PriceType | N | |
| → | 44 | Price | N | Quoted or target price |
| → | 631 | MidPx | N |
For OTC swaps, may be used to provide the estimated mid-market-mark. |
| → | 640 | Price2 | N | Can be used with OrdType = "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 defined in "Common Components of Application Messages" | |
| → | Component Block - <Parties> | N | ||
| → | 1937 | TradeContinuation | N |
Maybe used to indicate quote/negotiation is for the specified post-execution trade continuation or lifecycle event. |
| → | 2374 | TradeContinuationText | N | |
| → | 2372 | EncodedTradeContinuationTextLen | N |
Must be set if EncodedTradeContinuationText <2371> field is specified and must immediately precede it. |
| → | 2371 | EncodedTradeContinuationText | N |
Encoded (non-ASCII characters) representation of the TradeContinuationText <2374> field in the encoded format specified via the MessageEncoding <347> field. |
| → | 443 | StrikeTime | N |
Conditionally required when QuoteQualifier <695> = d (Deferred spot) is specified. |