FIX.5.0SP2 Message
QuoteStatusReport [type 'AI']
<QuotStatRpt>
The quote status report message is used:
• as the response to a Quote Status Request message
• as a response to a Quote Cancel message
• as a response to a Quote Response message in a negotiation dialog (see Volume 7 – PRODUCT: FIXED INCOME and USER GROUP: EXCHANGES AND MARKETS)
Added FIX.4.3
Expand Components | Collapse Components
Field or Component | Field Name | FIXML name | Req'd | Comments | Depr. |
---|
![]() | Component | StandardHeader | BaseHeader | | MsgType = AI |
![]() | 649 | QuoteStatusReqID | @StatReqID | |
![]() | 131 | QuoteReqID | @ReqID | Required when quote is in response to a Quote Request message |
![]() | 117 | QuoteID | @QID | Maps to QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i). |
![]() | 1166 | QuoteMsgID | @QtMsgID | Maps to QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i). |
![]() | 693 | QuoteRespID | @RspID | Required when responding to a Quote Response message. |
![]() | 537 | QuoteType | @Typ | Quote Type If not specified, the default is an indicative quote |
![]() | 298 | QuoteCancelType | @CxlTyp |
![]() | Component | Parties | Pty | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" |
![]() | Component | TargetParties | TgtPty | Can be populated with the values provided on the associated QuoteStatusRequest(MsgType=A). |
![]() | 336 | TradingSessionID | @SesID |
![]() | 625 | TradingSessionSubID | @SesSub |
![]() | Component | Instrument | Instrmt | Conditionally required when reporting status of a single security quote. |
![]() | Component | FinancingDetails | FinDetls | Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" |
![]() | Component | UndInstrmtGrp | Undly | Number of underlyings |
![]() | 54 | Side | @Side |
![]() | Component | OrderQtyData | OrdQty | Required for Tradeable quotes of single instruments |
![]() | 63 | SettlType | @SettlTyp | ||
![]() | 64 | SettlDate | @SettlDt | Can be used with forex quotes to specify a specific "value date" | |
![]() | 193 | SettlDate2 | @SettlDt2 | Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. | FIX.5.0 |
![]() | 192 | OrderQty2 | @Qty2 | Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. | FIX.5.0 |
![]() | 15 | Currency | @Ccy | Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted |
![]() | Component | Stipulations | Stip |
![]() | 1 | Account | @Acct | |
![]() | 660 | AcctIDSource | @AcctIDSrc | |
![]() | 581 | AccountType | @AcctTyp | Type of account associated with the order (Origin) |
![]() | Component | LegQuotStatGrp | QuoteStat | Required for multileg quote status reports |
![]() | Component | QuotQualGrp | QuotQual |
![]() | 126 | ExpireTime | @ExpireTm |
![]() | 44 | Price | @Px |
![]() | 423 | PriceType | @PxTyp |
![]() | Component | SpreadOrBenchmarkCurveData | SprdBnchmkCurve |
![]() | Component | YieldData | Yield |
![]() | 132 | BidPx | @BidPx | 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 | @OfrPx | 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 | @MktBidPx | Can be used by markets that require showing the current best bid and offer | |
![]() | 646 | MktOfferPx | @MktOfrPx | Can be used by markets that require showing the current best bid and offer | |
![]() | 647 | MinBidSize | @MinBidSz | Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. | |
![]() | 134 | BidSize | @BidSz | Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. | |
![]() | 648 | MinOfferSize | @MinOfrSz | Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. | |
![]() | 135 | OfferSize | @OfrSz | Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. | |
![]() | 110 | MinQty | @MinQty | ||
![]() | 62 | ValidUntilTime | @ValidUntilTm | ||
![]() | 188 | BidSpotRate | @BidSpotRt | May be applicable for F/X quotes | |
![]() | 190 | OfferSpotRate | @OfrSpotRt | May be applicable for F/X quotes | |
![]() | 189 | BidForwardPoints | @BidFwdPnts | May be applicable for F/X quotes | |
![]() | 191 | OfferForwardPoints | @OfrFwdPnts | May be applicable for F/X quotes | |
![]() | 631 | MidPx | @MidPx | ||
![]() | 632 | BidYield | @BidYld | ||
![]() | 633 | MidYield | @MidYld | ||
![]() | 634 | OfferYield | @OfrYld | ||
![]() | 60 | TransactTime | @TxnTm | ||
![]() | 40 | OrdType | @OrdTyp | Can be used to specify the type of order the quote is for | |
![]() | 642 | BidForwardPoints2 | @BidFwdPnts2 | Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value | FIX.5.0 |
![]() | 643 | OfferForwardPoints2 | @OfrFwdPnts2 | Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value | FIX.5.0 |
![]() | 656 | SettlCurrBidFxRate | @SettlCurrBidFxRt | 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 | @SettlCurrOfrFxRt | 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 | @SettlCurrFxRtCalc | Can be used when the quote is provided in a currency other than the instruments trading currency. | |
![]() | 13 | CommType | @CommTyp | Can be used to show the counterparty the commission associated with the transaction. | |
![]() | 12 | Commission | @Comm | Can be used to show the counterparty the commission associated with the transaction. | |
![]() | 582 | CustOrderCapacity | @CustCpcty | For Futures Exchanges | |
![]() | 100 | ExDestination | @ExDest | Used when routing quotes to multiple markets | |
![]() | 1133 | ExDestinationIDSource | @ExDestIDSrc | ||
![]() | 775 | BookingType | @BkngTyp | ||
![]() | 528 | OrderCapacity | @Cpcty | ||
![]() | 529 | OrderRestrictions | @Rstctions | ||
![]() | 297 | QuoteStatus | @Stat | Quote Status | |
![]() | 300 | QuoteRejectReason | @RejRsn | Reason Quote was rejected | |
![]() | 58 | Text | @Txt | ||
![]() | 354 | EncodedTextLen | @EncTxtLen | ||
![]() | 355 | EncodedText | @EncTxt |
![]() | Component | StandardTrailer | |
|
消息實作:
package cs.mina.codec.msg;
import java.util.HashSet;
import java.util.List;
import java.util.Set;
import cs.mina.exception.InValidDataException;
/*
*@author(huangxiaoping)
*@date 2013-12-2
*/
public class QuoteStatusReportMsg extends BaseMsg {
private Tag parties = new PartiesTag(false);
private Tag instrument = new InstrumentTag(false);
private Tag bidID = new Tag("390", "String", false);
private Tag offerID = new Tag("1867", "String", false);
private Tag quoteType = new Tag("537", "int", false);
private Tag quoteCancelType=new Tag("298","int",false);
private Tag transactTime = new Tag("60", "UTCTimestamp", false);
private Tag quoteMsgID=new Tag("1166","String",false);
private Tag quoteStatus=new Tag("297","int",false);
private Tag quoteRejectReason=new Tag("300","int",false);
private Tag rejectText=new Tag("1328","String",false);
private Set<String> tagIdsSet = new HashSet<String>();
public QuoteStatusReportMsg(){
this.getHeadEntity().getMsgType().setTagValue("AI");
tagIdsSet.add("390");
tagIdsSet.add("1867");
tagIdsSet.add("537");
tagIdsSet.add("298");
tagIdsSet.add("60");
tagIdsSet.add("1166");
tagIdsSet.add("297");
tagIdsSet.add("300");
tagIdsSet.add("1328");
this.bodyEntity.getBodyTagList().add(parties);
this.bodyEntity.getBodyTagList().add(instrument);
this.bodyEntity.getBodyTagList().add(bidID);
this.bodyEntity.getBodyTagList().add(offerID);
this.bodyEntity.getBodyTagList().add(quoteType);
this.bodyEntity.getBodyTagList().add(quoteCancelType);
this.bodyEntity.getBodyTagList().add(transactTime);
this.bodyEntity.getBodyTagList().add(quoteMsgID);
this.bodyEntity.getBodyTagList().add(quoteStatus);
this.bodyEntity.getBodyTagList().add(quoteRejectReason);
this.bodyEntity.getBodyTagList().add(rejectText);
}
@Override
public void decodeBody() {
Set<String> already=new HashSet<String>();
String input=this.body;
while(input.length()!=0){
String firstTagId=input.substring(0, input.indexOf("="));
if(firstTagId.equals("453")){
input=this.getParties().decode(input, already);
}else if(InstrumentTag.tagIdsSet.contains(firstTagId)){
input=this.instrument.decode(input, already);
}else{
List<Tag> tagList=this.bodyEntity.getBodyTagList();
boolean exist=false;
for(int j=0;j<tagList.size();j++){
Tag tag=tagList.get(j);
if(tag.getTagId().equals(firstTagId)){
input=tag.decode(input, already);
exist=true;
break;
}
}
if(!exist){
throw new InValidDataException(firstTagId+"不在消息字段中");
}
}
}
}
@Override
public void validate() {
this.headEntity.validate();
List<Tag> bodyTagList = this.bodyEntity.getBodyTagList();
for (int i = 0; i < bodyTagList.size(); i++) {
bodyTagList.get(i).validate();
}
this.tailerEntity.validate();
if (quoteType.getTagValue() != null) {
if (!(Integer.parseInt(quoteType.getTagValue()) >= 0 && Integer
.parseInt(quoteType.getTagValue()) <= 3)) {
throw new InValidDataException("quoteType錯誤["
+ quoteType.getTagId() + "=" + quoteType.getTagValue()
+ "]");
}
}
if(quoteCancelType.getTagValue()!=null){
if(!(Integer.parseInt(quoteCancelType.getTagValue())>=1&&Integer.parseInt(quoteCancelType.getTagValue())<=8)){
throw new InValidDataException("quoteCancelType錯誤["
+ quoteCancelType.getTagId() + "=" + quoteCancelType.getTagValue()
+ "]");
}
}
if(quoteStatus.getTagValue()!=null){
if(!(Integer.parseInt(quoteStatus.getTagValue())>=0&&Integer.parseInt(quoteStatus.getTagValue())<=20)){
throw new InValidDataException("quoteStatus錯誤["
+ quoteStatus.getTagId() + "=" + quoteStatus.getTagValue()
+ "]");
}
}
if(quoteRejectReason.getTagValue()!=null){
if(!(Integer.parseInt(quoteRejectReason.getTagValue())>=1&&Integer.parseInt(quoteRejectReason.getTagValue())<=13||Integer.parseInt(quoteRejectReason.getTagValue())==99)){
throw new InValidDataException("quoteRejectReason錯誤["
+ quoteRejectReason.getTagId() + "=" + quoteRejectReason.getTagValue()
+ "]");
}
}
}
public Tag getParties() {
return parties;
}
public void setParties(Tag parties) {
this.parties = parties;
}
public Tag getInstrument() {
return instrument;
}
public void setInstrument(Tag instrument) {
this.instrument = instrument;
}
public Tag getBidID() {
return bidID;
}
public void setBidID(Tag bidID) {
this.bidID = bidID;
}
public Tag getOfferID() {
return offerID;
}
public void setOfferID(Tag offerID) {
this.offerID = offerID;
}
public Tag getQuoteType() {
return quoteType;
}
public void setQuoteType(Tag quoteType) {
this.quoteType = quoteType;
}
public Tag getQuoteCancelType() {
return quoteCancelType;
}
public void setQuoteCancelType(Tag quoteCancelType) {
this.quoteCancelType = quoteCancelType;
}
public Tag getTransactTime() {
return transactTime;
}
public void setTransactTime(Tag transactTime) {
this.transactTime = transactTime;
}
public Tag getQuoteMsgID() {
return quoteMsgID;
}
public void setQuoteMsgID(Tag quoteMsgID) {
this.quoteMsgID = quoteMsgID;
}
public Tag getQuoteStatus() {
return quoteStatus;
}
public void setQuoteStatus(Tag quoteStatus) {
this.quoteStatus = quoteStatus;
}
public Tag getQuoteRejectReason() {
return quoteRejectReason;
}
public void setQuoteRejectReason(Tag quoteRejectReason) {
this.quoteRejectReason = quoteRejectReason;
}
public Tag getRejectText() {
return rejectText;
}
public void setRejectText(Tag rejectText) {
this.rejectText = rejectText;
}
public Set<String> getTagIdsSet() {
return tagIdsSet;
}
public void setTagIdsSet(Set<String> tagIdsSet) {
this.tagIdsSet = tagIdsSet;
}
}
消息處理:略