| 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. |
| 694 |
QuoteRespType |
Y |
Type of response this Quote Response is. |
| 11 |
ClOrdID |
N |
Unique ID as assigned by the Initiator. Required only when QuoteRespType is 1 (Hit/Lift) or 2 (Counter quote). |
| 528 |
OrderCapacity |
N |
|
| 23 |
IOIID |
N |
Required only when responding to an IOI. |
| 537 |
QuoteType |
N |
Default is Indicative. |
|
Component Block - <QuotQualGrp> |
N |
|
|
Component Block - <Parties> |
N |
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" |
| 336 |
TradingSessionID |
N |
|
| 625 |
TradingSessionSubID |
N |
|
|
Component Block - <Instrument> |
Y |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
For multilegs supply minimally a value for Symbol (55).
|
|
Component Block - <FinancingDetails> |
N |
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
For multilegs supply minimally a value for Symbol (55).
|
|
Component Block - <UndInstrmtGrp> |
N |
Number of underlyings |
| 54 |
Side |
N |
Required when countering a single instrument quote or "hit/lift" an IOI or Quote. |
|
Component Block - <OrderQtyData> |
N |
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
Required when countering a single instrument quote or "hit/lift" an IOI or Quote.
|
| 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. |
| 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 |
Optional |
| 1 |
Account |
N |
|
| 660 |
AcctIDSource |
N |
Used to identify the source of the Account code. |
| 581 |
AccountType |
N |
Type of account associated with the order (Origin) |
|
Component Block - <LegQuotGrp> |
N |
Required for multileg quote response |
| 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. |
| 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. |
| 62 |
ValidUntilTime |
N |
The time when the quote will expire.
Required for FI when the QuoteRespType 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 quote 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 quote 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 field is specified and must immediately precede it. |
| 355 |
EncodedText |
N |
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. |
| 44 |
Price |
N |
|
| 423 |
PriceType |
N |
|
|
Component Block - <SpreadOrBenchmarkCurveData> |
N |
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" |
|
Component Block - <YieldData> |
N |
Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" |
| 1133 |
ExDestinationIDSource |
N |
|
| <MessageTrailer> |
Y |
|
