Description
The quote status report message is used:
- as the response to a QuoteStatusRequest <a> message
- as a response to a QuoteCancel <Z> message
- as a response to a QuoteResponse <AJ> message in a negotiation dialog (see Volume 7 PRODUCT: FIXED INCOME and USER GROUP: EXCHANGES AND MARKETS)
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <StandardHeader> | Y | MsgType = AI | ||
| 649 | QuoteStatusReqID | N | ||
| 131 | QuoteReqID | N | Required when quote is in response to a Quote Request message | |
| 117 | QuoteID | N | Maps to QuoteID <117> of a single Quote <S> or QuoteEntryID <299> of a MassQuote <i>. | |
| 390 | BidID | N |
Contains the BidID <390> of a single Quote <S>. |
|
| 1867 | OfferID | N |
Contains the OfferID <1867> of a single Quote <S>. |
|
| 1751 | SecondaryQuoteID | N | ||
| 1166 | QuoteMsgID | N | Maps to QuoteMsgID <1166> of a single Quote <S> or QuoteID <117> of a MassQuote <i>. | |
| 693 | QuoteRespID | N | Required when responding to a Quote Response message. | |
| 537 | QuoteType | N |
Quote Type If not specified, the default is an indicative quote |
|
| 298 | QuoteCancelType | N | ||
| Component Block - <Parties> | N | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" | ||
| Component Block - <TargetParties> | N | Can be populated with the values provided on the associated QuoteStatusRequest <a>. | ||
| 336 | TradingSessionID | N | ||
| 625 | TradingSessionSubID | N | ||
| Component Block - <Instrument> | N | Conditionally required when reporting status of a single security quote. | ||
| Component Block - <FinancingDetails> | N | Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" | ||
| Component Block - <UndInstrmtGrp> | N | Number of underlyings | ||
| 54 | Side | N | ||
| Component Block - <OrderQtyData> | N | Required for Tradeable quotes of single instruments | ||
| 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 = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. | |
| 2878 | TerminationDate | N | ||
| 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 currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted | |
| Component Block - <Stipulations> | N | |||
| 1 | Account | N | ||
| 660 | AcctIDSource | N | ||
| 581 | AccountType | N | Type of account associated with the order (Origin) | |
| Component Block - <LegQuotStatGrp> | N | Required for multileg quote status reports | ||
| Component Block - <QuotQualGrp> | N | |||
| Component Block - <QuoteAttributeGrp> | N | |||
| 2830 | EventInitiatorType | N | ||
| 2115 | NegotiationMethod | N | ||
| 126 | ExpireTime | N | ||
| 44 | Price | N | ||
| 423 | PriceType | N | ||
| Component Block - <PriceQualifierGrp> | N | |||
| Component Block - <SpreadOrBenchmarkCurveData> | N | |||
| Component Block - <YieldData> | N | |||
| 1747 | BidQuoteID | N | ||
| 1748 | OfferQuoteID | N | ||
| 1745 | BidMDEntryID | N | ||
| 1746 | OfferMDEntryID | N | ||
| 132 | BidPx | N | If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx 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, OfferPx 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 is specified, BidSize is interpreted to contain the maximum bid size. | |
| 1749 | TotalBidSize | N | ||
| 648 | MinOfferSize | N | Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. | |
| 135 | OfferSize | N | Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. | |
| 1750 | TotalOfferSize | N | ||
| 110 | MinQty | N | ||
| 62 | ValidUntilTime | N | ||
| 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 | ||
| Component Block - <TrdRegTimestamps> | 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. | |
| Component Block - <CommissionData> | 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 | |
| 1133 | ExDestinationIDSource | N | ||
| 775 | BookingType | N | ||
| 528 | OrderCapacity | N | ||
| 529 | OrderRestrictions | N | ||
| 1934 | RegulatoryReportType | N | ||
| 297 | QuoteStatus | N | Quote Status | |
| 300 | QuoteRejectReason | N | Reason Quote was rejected | |
| 1328 | RejectText | N |
Reason description for rejecting the quote. |
|
| 1664 | EncodedRejectTextLen | N |
Must be set if EncodedRejectText <1665> field is specified and must immediately precede it. |
|
| 1665 | EncodedRejectText | N |
Encoded (non-ASCII characters) representation of the RejectText <1328> field in the encoded format specified via the MessageEncoding <347> field. |
|
| 1937 | TradeContinuation | N |
If specified, this should echo the value in the message this status message is in response to. |
|
| 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. |
|
| Component Block - <ThrottleResponse> | N | |||
| 58 | Text | N | ||
| 354 | EncodedTextLen | N | ||
| 355 | EncodedText | N | ||
| 443 | StrikeTime | N |
Conditionally required when QuoteQualifier <695> = d (Deferred spot) is specified. |
|
| Component Block - <StandardTrailer> | Y | |||