MDP 3.0 - Request for Quote

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