An optional response to Quote (S) , Mass Quote (i) , Quote Cancel (Z) , and Quote Request (R) message is the Quote Acknowledgement (b) message. The use of the Quote Acknowledgement (b) message is optional per Quote (S) , Mass Quote (i) , or Quote Request (R) message. It is intended to provide application level acknowledgement of quotes. The level of response requested from a receiver of the Quote Acknowledgement (b) message is specified in the QuoteResponseLevel (301) tag.
| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = b |
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| 131 | QuoteReqID | N | Required when acknowledgment is in response to a Quote Request (R) message |
||
| 117 | QuoteID | N | Required when acknowledgment is in response to a Quote (S) message |
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| 297 | QuoteAckStatus | Y | Status of the Quote Acknowledgement (b) . |
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| 300 | QuoteRejectReason | N | Reason Quote (S) was rejected. |
||
| 301 | QuoteResponseLevel | N | Level of Response requested from receiver of quote messages. Is echoed back to the counterparty. |
||
| 336 | TradingSessionID | N | |||
| 58 | Text | N | |||
| 296 | NoQuoteSets | C | The number of sets of quotes in the message |
||
| => | 302 | QuoteSetID | C | First field in repeating group. Required if NoQuoteSets (296) > 0 |
|
| => | 311 | UnderlyingSymbol | C | Required if NoQuoteSets (296) > 0 |
|
| => | 312 | UnderlyingSymbolSfx | N | ||
| => | 309 | UnderlyingSecurityID | N | ||
| => | 305 | UnderlyingIDSource | N | ||
| => | 310 | UnderlyingSecurityType | N | ||
| => | 313 | UnderlyingMaturityMonthYear | C | Required if UnderlyingMaturityDay (314) is specified. |
|
| => | 314 | UnderlyingMaturityDay | N | ||
| => | 315 | UnderlyingPutOrCall | N | ||
| => | 316 | UnderlyingStrikePrice | N | ||
| => | 317 | UnderlyingOptAttribute | N | ||
| => | 436 | UnderlyingContractMultiplier | N | For Fixed Income, Convertible Bonds, Derivatives, etc. |
|
| => | 435 | UnderlyingCouponRate | N | ||
| => | 308 | UnderlyingSecurityExchange | N | ||
| => | 306 | UnderlyingIssuer | N | ||
| => | 362 | EncodedUnderlyingIssuerLen | C | Must be set if EncodedUnderlyingIssuer (363) field is
specified and must immediately precede it. |
|
| => | 363 | EncodedUnderlyingIssuer | C | Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via
the MessageEncoding (347) field. |
|
| => | 307 | UnderlyingSecurityDesc | N | ||
| => | 364 | EncodedUnderlyingSecurityDescLen | C | Must be set if EncodedUnderlyingSecurityDesc (365) field
is specified and must immediately precede it. |
|
| => | 365 | EncodedUnderlyingSecurityDesc | C | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via
the MessageEncoding (347) field. |
|
| => | 304 | TotQuoteEntries | C | Total number of quotes for the quote set across all messages. Should be the sum
of all NoQuoteEntries (295) in each message that has repeating
quotes that are part of the same quote set. Required if NoQuoteEntries (295) > 0 |
|
| => | 295 | NoQuoteEntries | C | ||
| => | => | 299 | QuoteEntryID | C | Uniquely identifies the quote as part of a QuoteSet. First field in repeating
group. Required if NoQuoteEntries (295) > 0. |
| => | => | 55 | Symbol | C | |
| => | => | 65 | SymbolSfx | N | |
| => | => | 48 | SecurityID | N | |
| => | => | 22 | IDSource | N | |
| => | => | 167 | SecurityType | N | Must be specified if a Future or Option. If a Future: Symbol (55) , SecurityType (167) , and MaturityMonthYear (200) are required. If an Option: Symbol (55) , SecurityType (167) , MaturityMonthYear (200) , PutOrCall (201) ,
and StrikePrice (202) are required. |
| => | => | 200 | MaturityMonthYear | C | Specifies the month and year of maturity. Required if MaturityDay (205) is specified. |
| => | => | 205 | MaturityDay | N | Can be used in conjunction with MaturityMonthYear (200) to specify a particular maturity date. |
| => | => | 201 | PutOrCall | C | For Options. |
| => | => | 202 | StrikePrice | C | For Options. |
| => | => | 206 | OptAttribute | N | For Options. |
| => | => | 231 | ContractMultiplier | N | For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used,
quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. |
| => | => | 223 | CouponRate | N | For Fixed Income. |
| => | => | 207 | SecurityExchange | N | Can be used to identify the security. |
| => | => | 106 | Issuer | N | |
| => | => | 348 | EncodedIssuerLen | C | Must be set if EncodedIssuer (349) field is specified
and must immediately precede it. |
| => | => | 349 | EncodedIssuer | C | Encoded (non-ASCII characters) representation of the Issuer (106) field in the encoded format specified via the MessageEncoding (347) field. |
| => | => | 107 | SecurityDesc | N | |
| => | => | 350 | EncodedSecurityDescLen | C | Must be set if EncodedSecurityDesc (351) field is
specified and must immediately precede it. |
| => | => | 351 | EncodedSecurityDesc | C | Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via
the MessageEncoding (347) field. |
| => | => | 368 | QuoteEntryRejectReason | N | Reason Quote Entry was rejected. |
| <Standard Message Trailer> | Y | ||||