Quote Status Report  (MsgType = AI)

The Quote Status Report (AI) message is used:


Tag Field Name Req'd Comments
<Standard Message Header> Y MsgType = AI
649 QuoteStatusReqID N
131 QuoteReqID N Required when quote is in response to a Quote Request (R) message
117 QuoteID Y
537 QuoteType N If not specified, the default is an indicative quote
Component Block - <Parties> N
1 Account N
581 AccountType N Type of account associated with the order (Origin)
336 TradingSessionID N
625 TradingSessionSubID N
Component Block - <Instrument> Y
132 BidPx C If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx (132) , OfferPx (133) or both must be specified.
133 OfferPx C If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx (132) , OfferPx (133) or both must be specified.
645 MktBidPx N Can be used by markets that require showing the current best bid and offer
646 MktOfferPx N Can be used by markets that require showing the current best bid and offer
647 MinBidSize N Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size.
134 BidSize N Specifies the bid size. If MinBidSize (647) is specified, BidSize (134) is interpreted to contain the maximum bid size.
648 MinOfferSize N Specifies the minimum offer size. If MinOfferSize (648) is specified, OfferSize (135) is interpreted to contain the maximum offer size.
135 OfferSize N Specified the offer size. If MinOfferSize (648) is specified, OfferSize (135) is interpreted to contain the maximum offer size.
62 ValidUntilTime N
188 BidSpotRate N May be applicable for F/X quotes
190 OfferSpotRate N May be applicable for F/X quotes
189 BidForwardPoints N May be applicable for F/X quotes
191 OfferForwardPoints N May be applicable for F/X quotes
631 MidPx N
632 BidYield N
633 MidYield N
634 OfferYield N
60 TransactTime N
64 FutSettDate C Can be used with forex quotes to specify a specific "value date"
40 OrdType N Can be used to specify the type of order the quote is for
193 FutSettDate2 N Can be used with OrdType (40) = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
192 OrderQty2 N Can be used with OrdType (40) = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
642 BidForwardPoints2 N 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 OfferForwardPoints2 N Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value
15 Currency N Can be used to specify the currency of the quoted prices. May differ from the "normal" trading currency of the instrument being quoted
656 SettlCurrBidFxRate N 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
657 SettlCurrOfferFxRate N 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
156 SettlCurrFxRateCalc N Can be used when the quote is provided in a currency other than the instruments trading currency.
12 Commission N Can be used to show the counterparty the commission associated with the transaction.
13 CommType N Can be used to show the counterparty the commission associated with the transaction.
582 CustOrderCapacity N For Futures Exchanges
100 ExDestination N Used when routing quotes to multiple markets
297 QuoteStatus N Quote Status
<Standard Message Trailer> Y