fix协议介绍17-查询订单状态报告（QuoteStateReport）

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

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消息实现：

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错误["
						+ quoteType.getTagId() + "=" + quoteType.getTagValue()
						+ "]");
			}
		}
		if(quoteCancelType.getTagValue()!=null){
			if(!(Integer.parseInt(quoteCancelType.getTagValue())>=1&&Integer.parseInt(quoteCancelType.getTagValue())<=8)){
				throw new InValidDataException("quoteCancelType错误["
						+ quoteCancelType.getTagId() + "=" + quoteCancelType.getTagValue()
						+ "]");
			}
		}
		if(quoteStatus.getTagValue()!=null){
			if(!(Integer.parseInt(quoteStatus.getTagValue())>=0&&Integer.parseInt(quoteStatus.getTagValue())<=20)){
				throw new InValidDataException("quoteStatus错误["
						+ 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错误["
						+ 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;
	}

}
           

消息处理：略