Scenario 4 - Security Definition Request - Mass Quote Response to RFQ

In this figure, the client system sends an https://cmegroupclientsite.atlassian.net/wiki/spaces/EPICSANDBOX/pages/715522317 (tag 35-MsgType=c) message.

CME Globex responds with a market data https://cmegroupclientsite.atlassian.net/wiki/spaces/EPICSANDBOX/pages/457422428 message to the market and an https://cmegroupclientsite.atlassian.net/wiki/spaces/EPICSANDBOX/pages/716275950 (tag 35-MsgType=d) to the client system.

CME Globex automatically generates a market data https://cmegroupclientsite.atlassian.net/wiki/spaces/EPICSANDBOX/pages/457422428 (tag 35-MsgType=R)message to the market.

A Mass Quoter sends an https://cmegroupclientsite.atlassian.net/wiki/spaces/EPICSANDBOX/pages/715620483 (tag 35-MsgType=i) message to CME Globex. CME Globex responds with a market data https://cmegroupclientsite.atlassian.net/wiki/spaces/EPICSANDBOX/pages/457226984 (tag 35-MsgType=X) message to the market.

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