This message is used as a response to the following messages:
Tag | Name | Type | Required | Description |
---|---|---|---|---|
Component | ||||
649 | String | |||
131 | String | Required when quote is in response to a Quote Request message | ||
117 | String | |||
693 | String | Required when responding to a Quote Response message | ||
537 | Int Enum | Quote Type If not specified, the default is an indicative quote | ||
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" | |||
Component | The set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" | |||
Component | Number of underlyings | |||
54 | Char Enum | |||
Component | Required for Tradeable quotes of single instruments | |||
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 | ||||
1 | String | |||
660 | Int Enum | |||
581 | Int Enum | Type of account associated with the order (Origin) | ||
Component | Required for multileg quote status reports | |||
Component | ||||
126 | UTCTimestamp | |||
44 | Price | |||
423 | Int Enum | |||
Component | ||||
Component | ||||
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 | |||
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 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 message | ||
156 | Char Enum | Can be used when the quote is provided in a currency other than the instruments trading currency | ||
13 | Char Enum | Can be used to show the counterparty the commission associated with the transaction | ||
12 | Amount | 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 | ||
297 | Int Enum | Quote Status | ||
58 | String | |||
354 | Length | |||
355 | Data | |||
Component |