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

In this figure, the client system sends an iLink Security Definition Request (tag 35-MsgType=c) message.

CME Globex responds with a market data MDP 3.0 - Request for Quote message to the market and an iLink Security Definition Response (tag 35-MsgType=d) to the client system.

CME Globex automatically generates a market data MDP 3.0 - Request for Quote (tag 35-MsgType=R)message to the market.

A Mass Quoter sends an iLink Mass Quote (tag 35-MsgType=i) message to CME Globex. CME Globex responds with a market data MDP 3.0 - Market Data Incremental Refresh (tag 35-MsgType=X) message to the market.