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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
117String
Required
693StringRequired when responding to a Quote Response message
537Int EnumQuote Type If not specified, the default is an indicative quote
ComponentThe set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
336String
625String
Component
Required
The set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
ComponentThe set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
ComponentNumber of underlyings
54Char Enum
ComponentRequired for Tradeable quotes of single instruments
63Char 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 an F/X swap
192QuantityCan be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of an 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
Component
1String
660Int Enum
581Int EnumType of account associated with the order (Origin)
ComponentRequired for multileg quote status reports
Component
126UTCTimestamp
44Price
423Int Enum
Component
Component
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
647QuantitySpecifies the minimum bid size. Used for markets that use a minimum and maximum bid size
134QuantitySpecifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size
648QuantitySpecifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size
135QuantitySpecified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size
62UTCTimestamp
188PriceMay be applicable for F/X quotes
190PriceMay be applicable for F/X quotes
189PriceOffsetMay be applicable for F/X quotes
191PriceOffsetMay be applicable for F/X quotes
631Price
632Percentage
633Percentage
634Percentage
60UTCTimestamp
40Char EnumCan be used to specify the type of order the quote is for
642PriceOffsetBid F/X forward points of the future portion of an F/X swap quote added to spot rate. May be a negative value
643PriceOffsetOffer F/X forward points of the future portion of an 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
13Char EnumCan be used to show the counterparty the commission associated with the transaction
12AmountCan be used to show the counterparty the commission associated with the transaction
582Int EnumFor Futures Exchanges
100ExchangeUsed when routing quotes to multiple markets
297Int EnumQuote Status
58String
354Length
355Data
Component
Required