fix协议介绍16-查询叮当（quote）

FIX.5.0SP2 Message

Quote [type 'S']

<Quot>

The Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting markets.

Added  FIX.4.0

Expand Components | Collapse Components

	Field or Component	Field Name	FIXML name	Req'd	Comments	Depr.

Component

StandardHeader

BaseHeader

MsgType = S

	131	QuoteReqID	@ReqID		Required when quote is in response to a Quote Request message
	117	QuoteID	@QID
	1166	QuoteMsgID	@QtMsgID		Optionally used to supply a message identifier for a quote.
	693	QuoteRespID	@RspID		Required when responding to the Quote Response message. The counterparty specified ID of the Quote Response message.
	537	QuoteType	@Typ		Quote Type If not specified, the default is an indicative quote
	1171	PrivateQuote	@PrvtQt		Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed.

Component

QuotQualGrp

QuotQual

301

QuoteResponseLevel

@RspLvl

Level of Response requested from receiver of quote messages.

Component

Parties

Pty

Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

	336	TradingSessionID	@SesID
	625	TradingSessionSubID	@SesSub

Component

Instrument

Instrmt

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

Component

FinancingDetails

FinDetls

Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"

Component

UndInstrmtGrp

Undly

Number of underlyings

54

Side

@Side

Required for Tradeable or Counter quotes of single instruments

Component

OrderQtyData

OrdQty

Required for Tradeable quotes or Counter quotes of single instruments

	63	SettlType	@SettlTyp
	64	SettlDate	@SettlDt		Can be used with forex quotes to specify a specific "value date". For NDFs this is required.
	193	SettlDate2	@SettlDt2		Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.	FIX.5.0
	192	OrderQty2	@Qty2		Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.	FIX.5.0
	15	Currency	@Ccy		Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted
	120	SettlCurrency	@SettlCcy		Required for NDFs to specify the settlement currency (fixing currency).

Component

RateSource

RtSrc

Component

Stipulations

Stip

Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"

	1	Account	@Acct
	660	AcctIDSource	@AcctIDSrc
	581	AccountType	@AcctTyp		Type of account associated with the order (Origin)

Component

LegQuotGrp

Quot

Required for multileg quotes

	132	BidPx	@BidPx		If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.
	133	OfferPx	@OfrPx		If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.
	645	MktBidPx	@MktBidPx		Can be used by markets that require showing the current best bid and offer
	646	MktOfferPx	@MktOfrPx		Can be used by markets that require showing the current best bid and offer
	647	MinBidSize	@MinBidSz		Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size.
	134	BidSize	@BidSz		Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size.
	648	MinOfferSize	@MinOfrSz		Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
	135	OfferSize	@OfrSz		Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
	110	MinQty	@MinQty		For use in private/directed quote negotiations.
	62	ValidUntilTime	@ValidUntilTm		The time when the quote will expire
	188	BidSpotRate	@BidSpotRt		May be applicable for F/X quotes
	190	OfferSpotRate	@OfrSpotRt		May be applicable for F/X quotes
	189	BidForwardPoints	@BidFwdPnts		May be applicable for F/X quotes
	191	OfferForwardPoints	@OfrFwdPnts		May be applicable for F/X quotes
	1065	BidSwapPoints	@BidSwapPnts		Bid swap points of an FX Swap quote.
	1066	OfferSwapPoints	@OfrSwapPnts
	631	MidPx	@MidPx
	632	BidYield	@BidYld
	633	MidYield	@MidYld
	634	OfferYield	@OfrYld
	60	TransactTime	@TxnTm
	40	OrdType	@OrdTyp		Can be used to specify the type of order the quote is for
	642	BidForwardPoints2	@BidFwdPnts2		Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value	FIX.5.0
	643	OfferForwardPoints2	@OfrFwdPnts2		Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value	FIX.5.0
	656	SettlCurrBidFxRate	@SettlCurrBidFxRt		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 quote message
	657	SettlCurrOfferFxRate	@SettlCurrOfrFxRt		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 quote message
	156	SettlCurrFxRateCalc	@SettlCurrFxRtCalc		Can be used when the quote is provided in a currency other than the instruments trading currency.
	13	CommType	@CommTyp		Can be used to show the counterparty the commission associated with the transaction.
	12	Commission	@Comm		Can be used to show the counterparty the commission associated with the transaction.
	582	CustOrderCapacity	@CustCpcty		For Futures Exchanges
	100	ExDestination	@ExDest		Used when routing quotes to multiple markets
	1133	ExDestinationIDSource	@ExDestIDSrc
	775	BookingType	@BkngTyp
	528	OrderCapacity	@Cpcty
	529	OrderRestrictions	@Rstctions
	423	PriceType	@PxTyp

Component

SpreadOrBenchmarkCurveData

SprdBnchmkCurve

Component

YieldData

Yield

	58	Text	@Txt
	354	EncodedTextLen	@EncTxtLen		Must be set if EncodedText field is specified and must immediately precede it.
	355	EncodedText	@EncTxt		Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

Component

StandardTrailer

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消息实现：

package cs.mina.codec.msg;

import java.util.HashSet;
import java.util.List;
import java.util.Set;

import cs.mina.exception.InValidDataException;

/*
 *@author(huangxiaoping)
 *@date 2013-11-30
 */
public class QuoteMsg extends BaseMsg {
	private Tag parties = new PartiesTag(false);
	private Tag instrument = new InstrumentTag(true);
	private Tag bidID = new Tag("390", "String", false);
	private Tag offerID = new Tag("1867", "String", false);
	private Tag quoteType = new Tag("537", "int", false);
	private Tag side = new Tag("54", "char", false);
	private Tag bidSize = new Tag("134", "Qty", false);
	private Tag offerSize = new Tag("135", "Qty", false);
	private Tag bidPx = new Tag("132", "Price", false);
	private Tag offerPx = new Tag("133", "Price", false);
	private Tag transactTime = new Tag("60", "UTCTimestamp", true);
	private Tag positionEffect = new Tag("77", "char", false);
	private Tag orderRestrictions = new Tag("529", "MultipleCharValue", false);
	private Tag text = new Tag("58", "String", false);
	private Tag valueChecksGrp = new ValueChecksGrpTag(false);

	private Set<String> tagIdsSet = new HashSet<String>();

	public QuoteMsg() {
		this.getHeadEntity().getMsgType().setTagValue("S");
		tagIdsSet.add("390");
		tagIdsSet.add("1867");
		tagIdsSet.add("537");
		tagIdsSet.add("54");
		tagIdsSet.add("134");
		tagIdsSet.add("135");
		tagIdsSet.add("132");
		tagIdsSet.add("133");
		tagIdsSet.add("60");
		tagIdsSet.add("77");
		tagIdsSet.add("529");
		tagIdsSet.add("58");
		this.bodyEntity.getBodyTagList().add(parties);
		this.bodyEntity.getBodyTagList().add(instrument);
		this.bodyEntity.getBodyTagList().add(bidID);
		this.bodyEntity.getBodyTagList().add(offerID);
		this.bodyEntity.getBodyTagList().add(quoteType);
		this.bodyEntity.getBodyTagList().add(side);
		this.bodyEntity.getBodyTagList().add(bidSize);
		this.bodyEntity.getBodyTagList().add(offerSize);
		this.bodyEntity.getBodyTagList().add(bidPx);
		this.bodyEntity.getBodyTagList().add(offerPx);
		this.bodyEntity.getBodyTagList().add(transactTime);
		this.bodyEntity.getBodyTagList().add(positionEffect);
		this.bodyEntity.getBodyTagList().add(orderRestrictions);
		this.bodyEntity.getBodyTagList().add(text);
		this.bodyEntity.getBodyTagList().add(valueChecksGrp);
	}

	@Override
	public void decodeBody() {

	}

	@Override
	public void validate() {
		this.headEntity.validate();
		List<Tag> bodyTagList = this.bodyEntity.getBodyTagList();
		for (int i = 0; i < bodyTagList.size(); i++) {
			bodyTagList.get(i).validate();
		}
		this.tailerEntity.validate();
		if (quoteType.getTagValue() != null) {
			if (!(Integer.parseInt(quoteType.getTagValue()) >= 0 && Integer
					.parseInt(quoteType.getTagValue()) <= 3)) {
				throw new InValidDataException("quoteType错误["
						+ quoteType.getTagId() + "=" + quoteType.getTagValue()
						+ "]");
			}
		}
		if (side.getTagValue() != null) {
			if (!MsgUtil.side.contains(side.getTagValue())) {
				throw new InValidDataException("side错误[" + side.getTagId()
						+ "=" + side.getTagValue() + "]");
			}
		}
		if (positionEffect.getTagValue() != null) {
			if (!MsgUtil.positionEffect.contains(positionEffect.getTagValue())) {
				throw new InValidDataException("positionEffect错误["
						+ positionEffect.getTagId() + "="
						+ positionEffect.getTagValue() + "]");
			}
		}
	}

	public Tag getParties() {
		return parties;
	}

	public void setParties(Tag parties) {
		this.parties = parties;
	}

	public Tag getInstrument() {
		return instrument;
	}

	public void setInstrument(Tag instrument) {
		this.instrument = instrument;
	}

	public Tag getBidID() {
		return bidID;
	}

	public void setBidID(Tag bidID) {
		this.bidID = bidID;
	}

	public Tag getOfferID() {
		return offerID;
	}

	public void setOfferID(Tag offerID) {
		this.offerID = offerID;
	}

	public Tag getQuoteType() {
		return quoteType;
	}

	public void setQuoteType(Tag quoteType) {
		this.quoteType = quoteType;
	}

	public Tag getSide() {
		return side;
	}

	public void setSide(Tag side) {
		this.side = side;
	}

	public Tag getBidSize() {
		return bidSize;
	}

	public void setBidSize(Tag bidSize) {
		this.bidSize = bidSize;
	}

	public Tag getOfferSize() {
		return offerSize;
	}

	public void setOfferSize(Tag offerSize) {
		this.offerSize = offerSize;
	}

	public Tag getBidPx() {
		return bidPx;
	}

	public void setBidPx(Tag bidPx) {
		this.bidPx = bidPx;
	}

	public Tag getOfferPx() {
		return offerPx;
	}

	public void setOfferPx(Tag offerPx) {
		this.offerPx = offerPx;
	}

	public Tag getTransactTime() {
		return transactTime;
	}

	public void setTransactTime(Tag transactTime) {
		this.transactTime = transactTime;
	}

	public Tag getPositionEffect() {
		return positionEffect;
	}

	public void setPositionEffect(Tag positionEffect) {
		this.positionEffect = positionEffect;
	}

	public Tag getOrderRestrictions() {
		return orderRestrictions;
	}

	public void setOrderRestrictions(Tag orderRestrictions) {
		this.orderRestrictions = orderRestrictions;
	}

	public Tag getText() {
		return text;
	}

	public void setText(Tag text) {
		this.text = text;
	}

	public Tag getValueChecksGrp() {
		return valueChecksGrp;
	}

	public void setValueChecksGrp(Tag valueChecksGrp) {
		this.valueChecksGrp = valueChecksGrp;
	}

	public Set<String> getTagIdsSet() {
		return tagIdsSet;
	}

	public void setTagIdsSet(Set<String> tagIdsSet) {
		this.tagIdsSet = tagIdsSet;
	}

}

消息处理：略