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AI Quote Status Report

This message is used as a response to the following messages:

Structure

TagNameTypeRequiredDescription
Component
Required
649String
131StringRequired when quote is in response to a Quote Request message
117StringContains the QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i)
390StringContains the BidID(390) of a single Quote(35=S)
1867StringContains the QuoteID(1867) of a single Quote(35=S)
1751String
1166StringContains the QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i)
693StringRequired when responding to a QuoteResponse(35=AJ) message
537Int EnumIf not specified, the default is an indicative quote
298Int Enum
Component
ComponentCan be populated with the values provided on the associated QuoteStatusRequest(MsgType=A)
336String Enum
625String Enum
ComponentConditionally required when reporting status of a single security quote
Component
Component
54Char Enum
ComponentConditionally required for quotes of single instrument depending on the type of instrument when QuoteType(537)=1 (Tradeable)
63String Enum
64LocalMktDateCan be used with forex quotes to specify a specific "value date"
193LocalMktDateCan be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap
2878LocalMktDate
192QuantityCan be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap
15CurrencyCan be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted
2897String Enum
Component
1String
660Int Enum
581Int Enum
ComponentConditionally required for multileg quote status reports
Component
Component
2830Char Enum
2115Int Enum
126UTCTimestamp
44Price
423Int Enum
Component
Component
Component
1747String
1748String
1745String
1746String
132PriceIf 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
133PriceIf 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
645PriceCan be used by markets that require showing the current best bid and offer
646PriceCan be used by markets that require showing the current best bid and offer
647QuantityUsed for markets that use a minimum and maximum bid size
134QuantityIf MinBidSize(647) is specified, BidSize(134) is interpreted to contain the maximum bid size
1749Quantity
648QuantityUsed for markets that use a minimum and maximum offer size
135QuantityIf MinOfferSize(648) is specified, OfferSize(135) is interpreted to contain the maximum offer size
1750Quantity
110Quantity
62UTCTimestamp
188Price
190Price
189PriceOffset
191PriceOffset
631Price
632Percentage
633Percentage
634Percentage
60UTCTimestamp
Component
40Char EnumCan be used to specify the type of order the quote is for
642PriceOffsetBid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value
643PriceOffsetOffer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value
656FloatCan 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
657FloatCan 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
156Char EnumCan be used when the quote is provided in a currency other than the instruments trading currency
ComponentCan be used to show the counterparty the commission associated with the transaction
582Int Enum
100ExchangeUsed when routing quotes to multiple markets
1133Char Enum
775Int Enum
528Char Enum
529MultipleCharValue Enum
1934Int Enum
297Int Enum
300Int Enum
1328StringReason description for rejecting the quote
1664LengthMust be set if EncodedRejectText(1665) field is specified and must immediately precede it
1665DataEncoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field
1937Int EnumIf specified, this should echo the value in the message this status message is in response to
2374String
2372LengthMust be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it
2371DataEncoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field
Component
58String
354Length
355Data
443UTCTimestampConditionally required when QuoteQual(695) = d (Deferred spot) is specified
Component
Required