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
| ||
| 1166 | String | Optionally used when responding to a Quote
| ||
| 131 | String | Contains the QuoteReqID(131) of the QuoteRequest(35=R)
| ||
| 694 | Int Enum | |||
| 11 | String | Unique ID as assigned by the Initiator. Required only in two-party models when QuoteRespType(694) = 1 (Hit/Lift) or 2 (Counter quote)
| ||
| 528 | Char Enum | |||
| 529 | MultipleCharValue Enum | |||
| 23 | String | Required only when responding to an IOI
| ||
| 537 | Int Enum | Default is Indicative
| ||
| 1091 | Boolean | |||
| Component | ||||
| 828 | Int Enum | May be used by SEFs (Swap Execution Facilities) to indicate a block swap transaction
| ||
| 2347 | Int Enum | |||
| 2115 | Int Enum | |||
| Component | ||||
| 336 | String Enum | |||
| 625 | String Enum | |||
| Component | For multilegs supply minimally a value for Symbol (55)
| |||
| Component | 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 | Conditionally required when countering a single instrument quote or "hit/lift" an IOI or Quote when applicable for the type of instrument
| |||
| 110 | Quantity | |||
| 63 | String Enum | |||
| 64 | LocalMktDate | Can be used with forex quotes to specify a specific "value date"
| ||
| 2878 | LocalMktDate | |||
| 193 | LocalMktDate | Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap
| ||
| 192 | Quantity | Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a 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
| ||
| 2897 | String Enum | |||
| 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 QuoteResponse(35=AJ) will expire. Required for FI when the QuoteRespType(694) is either 1 (Hit/Lift) or 2 (Counter quote) to indicate to the respondent when the offer 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 a 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 a 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
| ||
| Component | 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
| ||
| 1133 | Char Enum | |||
| 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 | ||||
| 1917 | Price | |||
| Component | ||||
| Component | ||||
| 1937 | Int Enum | May be used to indicate the quote/negotiation is for the specified post-execution trade continuation or lifecycle event
| ||
| 2374 | String | |||
| 2372 | Length | Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it
| ||
| 2371 | Data | Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field
| ||
| 443 | UTCTimestamp | Conditionally required when QuoteQual(695) = d (Deferred spot) is specified
| ||
| Component |