iLink 3 Request for Quote
The Request for Quote message generates a Request for Quote to solicit a quote on an instrument.
The → symbol indicates a repeating tag.
Bolded red text indicates support for EBS Market.
35=R
Tag | Name | Binary Type | Binary Length | Req | Enumeration | Description |
---|---|---|---|---|---|---|
1505 | PartyDetailsListReqID | uInt64 | 8 | Y |
| The unique identifier of the Party Details Definition Request Acknowledgment associated with this message; this is the value submitted on the inbound message. For pre-registered messages:
For on-demand messages:
|
131 | QuoteReqID | uInt64 | 8 | Y |
| Unique identifier for Quote Request. |
1028 | ManualOrderIndicator | ManualOrdIndReq | 1 | Y |
| Indicates if the message was initially received manually. '0' indicates the message was generated by automated trading logic. iLink messages containing a value other than '0' or '1' in this tag will be rejected. This tag is subject to Rule 536.B.2 Electronic Audit Trail Requirements for Electronic Order Routing/Front-End Systems. https://www.cmegroup.com/rulebook/files/cme-group-Rule-536-B-Tag1028.pdf |
9726 | SeqNum | uInt32 | 4 | Y |
| Sequence number assigned to this message. The max value is 999999999 which is 1 short of 1 billion. |
5392 | SenderID | String20Req | 20 | Y |
| For futures and options markets: represents Operator ID. For EBS and fixed income markets: represents the Entering Trader. For EBS this value must be 3 characters. This value represents the individual or team submitting the message and is subject to registration requirements and character limits as required by Rule 576 and the Advisory below: https://www.cmegroup.com/rulebook/files/cme-group-Rule-576.pdf In FirmSoft and Global Command Center queries for order status and cancellations, this value must be exact. |
5297 | SendingTimeEpoch | uInt64 | 8 | Y |
| Time when the message is sent. 64-bit integer expressing the number of nanoseconds since midnight January 1, 1970. |
9537 | Location | String5Req | 5 | Y |
| ISO identifier of the physical location of the individual or team head trader identified by the tag 5392 (SenderID) in the message. The first two bytes as per ISO 3166-1, identify the country (e.g., JP = Japan, CN = China). The next three bytes indicate a comma-delimited state or province code (e.g., CA = California, QC = Quebec). For valid values, refer to https://www.cmegroup.com/ftp/fix/coo/. Market Regulation requires only the submission of the two first characters of tag 9537-Location for all countries with the exception of Canada. For Canada, the 5 bytes including the province code must be submitted. This field is optional for EBS Market and eFIX Matching Service instruments. |
537 | QuoteType | QuoteTyp | 1 | N |
| Identifies the type of quote. |
146 | NoRelatedSym | groupSize | 3 | Y |
| Specifies the number of repeating symbols. |
→48 | SecurityID | Int32 | 4 | Y |
| Security ID as defined in the market data Security Definition message. |
→38 | OrderQty | uInt32NULL | 4 | N |
| Order quantity. Mandatory for buy or sell but not required for cross. |
→54 | Side | RFQSide | 1 | N |
| For buy, sell, or cross RFQ, send tag 54. |
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