The Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting markets.
Added FIX.4.0
Expand Components | Collapse Components
Field or Component
Field Name
FIXML name
Req'd
Comments
Depr.
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Component
StandardHeader
BaseHeader
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MsgType = S
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QuoteReqID
@ReqID
Required when quote is in response to a Quote Request message
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QuoteID
@QID
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QuoteMsgID
@QtMsgID
Optionally used to supply a message identifier for a quote.
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QuoteRespID
@RspID
Required when responding to the Quote Response message. The counterparty specified ID of the Quote Response message.
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QuoteType
@Typ
Quote Type
If not specified, the default is an indicative quote
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PrivateQuote
@PrvtQt
Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed.
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Component
QuotQualGrp
QuotQual
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QuoteResponseLevel
@RspLvl
Level of Response requested from receiver of quote messages.
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Component
Parties
Pty
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
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TradingSessionID
@SesID
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TradingSessionSubID
@SesSub
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Component
Instrument
Instrmt
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Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
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Component
FinancingDetails
FinDetls
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
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Component
UndInstrmtGrp
Undly
Number of underlyings
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Side
@Side
Required for Tradeable or Counter quotes of single instruments
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Component
OrderQtyData
OrdQty
Required for Tradeable quotes or Counter quotes of single instruments
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SettlType
@SettlTyp
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SettlDate
@SettlDt
Can be used with forex quotes to specify a specific "value date".
For NDFs this is required.
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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
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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
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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
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SettlCurrency
@SettlCcy
Required for NDFs to specify the settlement currency (fixing currency).
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Component
RateSource
RtSrc
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Component
Stipulations
Stip
Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"
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Account
@Acct
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AcctIDSource
@AcctIDSrc
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AccountType
@AcctTyp
Type of account associated with the order (Origin)
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Component
LegQuotGrp
Quot
Required for multileg quotes
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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.
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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.
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MktBidPx
@MktBidPx
Can be used by markets that require showing the current best bid and offer
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MktOfferPx
@MktOfrPx
Can be used by markets that require showing the current best bid and offer
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MinBidSize
@MinBidSz
Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size.
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BidSize
@BidSz
Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size.
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MinOfferSize
@MinOfrSz
Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
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OfferSize
@OfrSz
Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
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MinQty
@MinQty
For use in private/directed quote negotiations.
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ValidUntilTime
@ValidUntilTm
The time when the quote will expire
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BidSpotRate
@BidSpotRt
May be applicable for F/X quotes
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OfferSpotRate
@OfrSpotRt
May be applicable for F/X quotes
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BidForwardPoints
@BidFwdPnts
May be applicable for F/X quotes
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OfferForwardPoints
@OfrFwdPnts
May be applicable for F/X quotes
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BidSwapPoints
@BidSwapPnts
Bid swap points of an FX Swap quote.
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OfferSwapPoints
@OfrSwapPnts
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MidPx
@MidPx
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BidYield
@BidYld
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MidYield
@MidYld
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OfferYield
@OfrYld
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TransactTime
@TxnTm
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OrdType
@OrdTyp
Can be used to specify the type of order the quote is for
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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
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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
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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 quote message
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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 quote message
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SettlCurrFxRateCalc
@SettlCurrFxRtCalc
Can be used when the quote is provided in a currency other than the instruments trading currency.
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CommType
@CommTyp
Can be used to show the counterparty the commission associated with the transaction.
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Commission
@Comm
Can be used to show the counterparty the commission associated with the transaction.
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CustOrderCapacity
@CustCpcty
For Futures Exchanges
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ExDestination
@ExDest
Used when routing quotes to multiple markets
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ExDestinationIDSource
@ExDestIDSrc
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BookingType
@BkngTyp
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OrderCapacity
@Cpcty
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OrderRestrictions
@Rstctions
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PriceType
@PxTyp
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Component
SpreadOrBenchmarkCurveData
SprdBnchmkCurve
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Component
YieldData
Yield
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Text
@Txt
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EncodedTextLen
@EncTxtLen
Must be set if EncodedText field is specified and must immediately precede it.
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EncodedText
@EncTxt
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.