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FIXtags

FIX TAG 2707

QuoteAttributeType

intAdded FIX.5.0SP2 · EP229

Definition

The type of attribute for the quote.

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Differences between the selected source snapshots, including wording and errata; not a migration guide.

FIX 5.0 SP2 FIX Latest · EP309

This tag is not present in the FIX 5.0 SP2 source. There is no definition or value list to compare.

Values 5

ValueMeaning
0

Quote is above standard market size

Additional detail from the official source

In the context of ESMA pre-trade transparency under MiFIR to make prices public, the quote size is above standard market size, therefore the price is not made public. Applicable for cash equities instruments.

1

Quote is above size specific to the instrument

Additional detail from the official source

In the context of ESMA pre-trade transparency under MiFID to make public prices, the quote size is above the size specific to the instrument, therefore the price is not or will not be made public. Applicable for non-cash equities instruments.

2

Quote applicable for liquidity provision activity

Additional detail from the official source

In the context of ESMA RTS 24 Article 3, when QuoteAttributeValue(2708)=Y, it signifies that the quote was submitted "as part of a market making strategy pursuant to Articles 17 and 18 of Directive 2014/65/EU, or is submitted as part of another activity in accordance with Article 3" (of RTS 24).

3

Quote issuer status

Additional detail from the official source

Indicate whether quote issuer is available or not. Can be used in the context of US CAT to indicate if a market maker’s quote is open (O) or closed (C) whenever the quote is sent to an inter-dealer quotation system.

4

Bid or ask request

Additional detail from the official source

Indicate explicitly whether a request for a quote is a request for a bid or an ask.

About the int data type

Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23").

Used in messages 3

Includes nested components and repeating groups. Open a location to see its surrounding requirements.