Quote Request - Client to CME Globex Message Structure

The following are important tags in the Quote Request (tag 35-MsgType=R) from the client system to CME Globex.

Repeating groups are designated within the message by the (→) symbol.

Tag	FIX Name	Req	Type	Description

Tag	FIX Name	Req	Type	Description
131	QuoteReqID	Y	uInt64	Unique identifier for quote request populated by the client system.
146	NoRelatedSym	Y	groupSize	Only (1) Quote request supported.
→48	SecurityID	Y	Int32	Security ID as defined in the market data Security Definition message.
→38	OrderQty	N	uInt32NULL	Mandatory for a cross trade alert; must be a positive integer. For quote request with no quantity, customers should not submit this tag.
→54	Side	N	RFQSide	1 = buy 2 = sell For a buy or sell RFQ send tag 54. For two-sided (buy/sell) RFQ, do not send tag 54.

Y = Required N = Not required

A request for a two-sided quote is indicated by the absence of tag 54-Side.

Tag 38-OrderQty

If the client enters '0' for the quantity, the message is rejected. If the client does not send tag 38-OrderQty in the Quote Request message, the corresponding Quote Request (tag 35-MsgType=R) message will have no quantity.