Correlating iLink Quote Request and Market Data Request for Quote Messages
- Space Sync for Confluence
The market data Request for Quote (tag 35-MsgType=R) message is broadcast any time the CME Globex platform processes a valid iLink Quote Request (tag 35-MsgType=R) message.
The following table contains the relevant specifications from the market data Request for Quote (tag 35-MsgType=R) message.
Tag | FIX Name | Req | Type | Description |
|---|---|---|---|---|
537 | QuoteType |
| Int8 | Type of quote requested. T = Tradable |
131 | QuoteReqID |
| QuoteReqId | Assigned by CME Globex and correlates to tag 9770-ExchangeQuoteReqID in the Quote Acknowlegment (tag 35-MsgType=b) message. |
CME Group strongly recommends that client system applications receive all Quote Request messages for all instruments in a single viewer for the end-user display.
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