Quote
MsgType(35)=Quote(S)
Direction: Maker to exchange; exchange to maker or taker.
Answer an RFQ as a maker, or receive a quote as a taker or maker.
Field Layout
See FIX Message Layouts for field ordering and presence rules.
| Field | Type | Presence | Behavior |
|---|---|---|---|
QuoteID(117) |
STRING |
Optional | Assigned by the exchange; a value sent by the maker is ignored. |
QuoteReqID(131) |
STRING |
Required | The exchange-assigned RFQ identifier. When creating a quote, copy QuoteReqID(131) from the QuoteRequest(R) sent by the exchange to the maker. Quote(S) messages sent by the exchange carry this same identifier. |
QuoteMsgID(1166) |
STRING |
Conditional | Required when sent by the maker. The maker-assigned quote identifier, used to correlate each quote with the exchange-assigned QuoteID(117). Echoed to the maker in Quote(S) and QuoteStatusReport(AI) messages; omitted from the taker’s copies. ExecutionReport(8) messages for orders originating from the maker’s quote carry the same value in both QuoteMsgID(1166) and ClOrdID(11). |
Symbol(55) |
STRING |
Required | |
Side(54) |
CHAR |
Conditional | Required when sent by the maker. Optional when sent by the exchange. Supported values: Side(54)=BUY(1)Side(54)=SELL(2) |
BidPx(132) |
PRICE |
Conditional | Required when sent by the maker for a buy quote; a sell quote uses OfferPx(133) instead. Optional when sent by the exchange for a buy quote; omitted for sell quotes. |
OfferPx(133) |
PRICE |
Conditional | Required when sent by the maker for a sell quote; a buy quote uses BidPx(132) instead. Optional when sent by the exchange for a sell quote; omitted for buy quotes. |
BidSize(134) |
QTY |
Conditional | When sent by the maker for a buy quote, include this field or OrderQty(38); if both are present, they must agree. Optional when sent by the exchange for a buy quote; omitted for sell quotes. |
OfferSize(135) |
QTY |
Conditional | When sent by the maker for a sell quote, include this field or OrderQty(38); if both are present, they must agree. Optional when sent by the exchange for a sell quote; omitted for buy quotes. |
OrderQty(38) |
QTY |
Conditional | When sent by the maker, include this field or the size field for the quote’s side; if both are present, they must agree. Optional when sent by the exchange. |
Account(1) |
STRING |
Conditional | Required when sent by the maker if the session has no default account. Optional when sent by the exchange. |
QuoteType(537) |
INT |
Conditional | Optional when sent by the maker. Always included when sent by the exchange. Supported values: QuoteType(537)=TRADEABLE(1) |
ValidUntilTime(62) |
UTCTIMESTAMP |
Optional | Ignored by the exchange when sent by the maker. |
TransactTime(60) |
UTCTIMESTAMP |
Optional | Ignored by the exchange when sent by the maker. |
Currency(15) |
CURRENCY |
Optional | Ignored by the exchange when sent by the maker. Not sent by the exchange. |
Text(58) |
STRING |
Optional | Ignored by the exchange when sent by the maker. Not sent by the exchange. |