Definition
The quote status report message is used:
- as the response to a Quote Status Request message
- as a response to a Quote Cancel message
- as a response to a Quote Response message in a negotiation dialog (see Volume 7 – PRODUCT: FIXED INCOME and USER GROUP: EXCHANGES AND MARKETS)
Message structure 4041 distinct fields
Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.
Nested fields load when needed. Open the full static layout (also works without JavaScript).
StandardHeaderComponentRequired
MsgType = AI
StandardHeader definition & usage →
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Required when quote is in response to a Quote Request message
Contains the QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i).
Contains the BidID(390) of a single Quote(35=S).
Contains the OfferID(1867) of a single Quote(35=S).
Contains the QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i).
Required when responding to a QuoteResponse(35=AJ) message.
If not specified, the default is an indicative quote.
PartiesRepeating groupCount tag 453—
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TargetPartiesRepeating groupCount tag 1461—
Can be populated with the values provided on the associated QuoteStatusRequest(MsgType=A).
TargetParties definition & usage →
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InstrumentComponent—
Conditionally required when reporting status of a single security quote.
Instrument definition & usage →
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FinancingDetailsComponent—
FinancingDetails definition & usage →
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UndInstrmtGrpRepeating groupCount tag 711—
UndInstrmtGrp definition & usage →
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OrderQtyDataComponent—
Conditionally required for quotes of single instrument depending on the type of instrument when QuoteType(537)=1 (Tradeable).
OrderQtyData definition & usage →
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Can be used with forex quotes to specify a specific "value date"
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted
StipulationsRepeating groupCount tag 232—
Stipulations definition & usage →
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LegQuotStatGrpRepeating groupCount tag 555—
Conditionally required for multileg quote status reports.
LegQuotStatGrp definition & usage →
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QuotQualGrpRepeating groupCount tag 735—
QuotQualGrp definition & usage →
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QuoteAttributeGrpRepeating groupCount tag 2706—
QuoteAttributeGrp definition & usage →
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PriceQualifierGrpRepeating groupCount tag 2709—
PriceQualifierGrp definition & usage →
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SpreadOrBenchmarkCurveDataComponent—
SpreadOrBenchmarkCurveData definition & usage →
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YieldDataComponent—
YieldData definition & usage →
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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.
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.
Can be used by markets that require showing the current best bid and offer
Can be used by markets that require showing the current best bid and offer
Used for markets that use a minimum and maximum bid size.
If MinBidSize(647) is specified, BidSize(134) is interpreted to contain the maximum bid size.
Used for markets that use a minimum and maximum offer size.
If MinOfferSize(648) is specified, OfferSize(135) is interpreted to contain the maximum offer size.
TrdRegTimestampsRepeating groupCount tag 768—
TrdRegTimestamps definition & usage →
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Can be used to specify the type of order the quote is for
Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value
Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value
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
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
Can be used when the quote is provided in a currency other than the instruments trading currency.
CommissionDataComponent—
Can be used to show the counterparty the commission associated with the transaction.
CommissionData definition & usage →
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Used when routing quotes to multiple markets
Reason description for rejecting the quote.
Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
If specified, this should echo the value in the message this status message is in response to.
Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it.
Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field.
ThrottleResponseComponent—
ThrottleResponse definition & usage →
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Conditionally required when QuoteQual(695) = d (Deferred spot) is specified.
StandardTrailerComponentRequired
StandardTrailer definition & usage →
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