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QuoteResponse

MsgType(35)=QuoteResponse(AJ)

Direction: Maker or taker to exchange.

Accept or pass on a quote as a taker, or confirm it during last look as a maker.

Field Layout

See FIX Message Layouts for field ordering and presence rules.

Field Type Presence Behavior
QuoteRespID(693) STRING Required
QuoteRespType(694) INT Required Supported values:
QuoteRespType(694)=HIT_LIFT(1)
QuoteRespType(694)=PASS(6)
QuoteRespType(694)=ACCEPT(11)
QuoteID(117) STRING Required Required to identify the quote being answered.
QuoteReqID(131) STRING Required Use the exchange-assigned RFQ identifier from the RFQ acknowledgment sent to the taker or the QuoteRequest(R) sent by the exchange to the maker.
ClOrdID(11) STRING Conditional Required when a taker accepts; identifies the resulting order.
Symbol(55) STRING Required
Side(54) CHAR Conditional Required when a taker accepts, together with its own price and quantity.

Supported values:
Side(54)=BUY(1)
Side(54)=SELL(2)
Price(44) PRICE Conditional Required when a taker accepts; it must agree with the quote being accepted.
OrderQty(38) QTY Conditional Required when a taker accepts. May be less than the quote’s available quantity, but must not exceed it.
Account(1) STRING Conditional Required when the taker accepts and the session has no default account.
QuoteType(537) INT Optional Supported values:
QuoteType(537)=TRADEABLE(1)
ValidUntilTime(62) UTCTIMESTAMP Optional
TransactTime(60) UTCTIMESTAMP Optional Ignored by the exchange.
Text(58) STRING Optional Ignored by the exchange.