The market data Request for Quote (tag 35-MsgType=R) is sent to the market to request a quote for the given instrument. This message maps to the QuoteRequest template in the SBE MDP Core schema.
| Excerpt |
|---|
Tag | FIX Name | Type | Semantic Type | Valid Values | Description |
|---|
60 | TransactTime | uInt64 | UTCTimestamp | | Start of event processing time in number of nanoseconds since Unix epoch | 131 | QuoteReqID | QuoteReqId | String | | Quote Request ID defined by the exchange | 5799 | MatchEventIndicator | MatchEventIndicator | MultipleCharValue | example: 10000000 - last message in the event example: 00000000 - not last message in the event | Bitmap field of eight Boolean type indicators reflecting the end of updates for a given CME Globex Event: Bit 0: (least significant bit) Last Trade Summary message for a given event Bit 1: Last electronic volume message for a given event Bit 2: Last customer order quote message for a given event Bit 3: Last statistic message for a given event Bit 4: Last implied quote message for a given event Bit 5: Message resent during recovery Bit 6: Reserved for future use Bit 7: (most significant bit) Last message for a given event | Repeating Group 1 | 146 | NoRelatedSym | NuminGroup | | | Number of repeating entries. | →55 | Symbol | Symbol | String | | Instrument Name or Symbol | →48 | SecurityID | Int32 | int | | A unique instrument ID value across markets will not be reused until the next trade date following an instrument expiration or deletion. | →38 | OrderQty | Int32NULL | Qty | | Quantity requested | →537 | QuoteType | Int8 | int | 1=Tradable | Type of quote requested. A tradable quote can trade against other orders and quotes upon acceptance | →54 | Side | Int8NULL | int | 1=Buy 2=Sell 8=Cross | Side requested |
|