This message is used to respond to an Indication of Interest <35=6> or a Quote <35=S>. It is also used to counter a Quote <35=S> or to end a negotiation dialog.
For usage of this message in a negotiation or counter-quote dialog for fixed income and exchanges/marketplace, see Volume 7, Fixed Income and Exchanges and Markets sections respectively.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| Component | ||||
| 693 | String | Unique ID as assigned by the Initiator | ||
| 117 | String | Required only when responding to a Quote | ||
| 694 | Int Enum | Type of response this Quote Response is | ||
| 11 | String | Required only when QuoteRespType is 1 (Hit/Lift) or 2 (Counter quote) | ||
| 528 | Char Enum | |||
| 23 | String | Required only when responding to an IOI | ||
| 537 | Int Enum | Default is Indicative | ||
| Component | ||||
| Component | The set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" | |||
| 336 | String | |||
| 625 | String | |||
| Component | The set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" For multilegs supply minimally a value for Symbol (55) | |||
| Component | The set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" For multilegs supply minimally a value for Symbol (55) | |||
| Component | Number of underlyings | |||
| 54 | Char Enum | Required when countering a single instrument quote or "hit/lift" an IOI or Quote | ||
| Component | 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 | Char Enum | |||
| 64 | LocalMktDate | Can be used with forex quotes to specify a specific "value date" | ||
| 193 | LocalMktDate | Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of an F/X swap | ||
| 192 | Quantity | Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of an F/X swap | ||
| 15 | Currency | Can be used to specify the currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted | ||
| Component | Optional | |||
| 1 | String | |||
| 660 | Int Enum | Used to identify the source of the Account code | ||
| 581 | Int Enum | Type of account associated with the order (Origin) | ||
| Component | Required for multileg quote response | |||
| 132 | Price | 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 | Price | 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 | Price | Can be used by markets that require showing the current best bid and offer | ||
| 646 | Price | Can be used by markets that require showing the current best bid and offer | ||
| 647 | Quantity | Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size | ||
| 134 | Quantity | Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size | ||
| 648 | Quantity | Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size | ||
| 135 | Quantity | Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size | ||
| 62 | UTCTimestamp | The time when the quote will expire. Required for FI when the QuoteRespType is 2 (Counter quote) to indicate to the Respondent when the counteroffer is valid until | ||
| 188 | Price | May be applicable for F/X quotes | ||
| 190 | Price | May be applicable for F/X quotes | ||
| 189 | PriceOffset | May be applicable for F/X quotes | ||
| 191 | PriceOffset | May be applicable for F/X quotes | ||
| 631 | Price | |||
| 632 | Percentage | |||
| 633 | Percentage | |||
| 634 | Percentage | |||
| 60 | UTCTimestamp | |||
| 40 | Char Enum | Can be used to specify the type of order the quote is for | ||
| 642 | PriceOffset | Bid F/X forward points of the future portion of an F/X swap quote added to spot rate. May be a negative value | ||
| 643 | PriceOffset | Offer F/X forward points of the future portion of an F/X swap quote added to spot rate. May be a negative value | ||
| 656 | Float | 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 | Float | 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 | Char Enum | Can be used when the quote is provided in a currency other than the instruments trading currency | ||
| 12 | Amount | Can be used to show the counterparty the commission associated with the transaction | ||
| 13 | Char Enum | Can be used to show the counterparty the commission associated with the transaction | ||
| 582 | Int Enum | For Futures Exchanges | ||
| 100 | Exchange | Used when routing quotes to multiple markets | ||
| 58 | String | |||
| 354 | Length | Must be set if EncodedText field is specified and must immediately precede it | ||
| 355 | Data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field | ||
| 44 | Price | |||
| 423 | Int Enum | |||
| Component | The set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" | |||
| Component | The set of "YieldData" fields defined in "Common Components of Application Messages" | |||
| Component |