iLink 2 Quote Request

The Quote Request (tag 35-MsgType=R) message generates a Request for Quote to solicit a quote on an instrument.

The → symbol indicates a repeating tag.

If a repeating group in this message is not structured correctly, a Business Level Reject (tag 35=j) message will be sent with tag 58=Malformed Message <First Tag description (tag number) > Not First Tag of Repeating Group.

General Rules for Quote Request

Tag 54-Side and tag 38-OrderQty are optional.
If tag 9943-QuoteType is present, tag 54-Side must equal 1 (Buy) or 2 (Sell) . '8' (Cross) is not allowed.

Violation of any of these rules results in a Business Level Reject (tag 35=j) message.

Specific Rules for Quote Request for Cross

Tag 54-Side must = 8 (Cross).
Tag 9943-QuoteType cannot be present.
Tag 38-OrdQty is optional.

Violation of any of these rules results in a Business Level Reject (tag 35=j) message.

Tag	Name	FIX Type	Enumeration	Req	Description
iLink 2 Standard Header - Client System to CME Globex
35	MsgType	String(2)	R=Quote Request	Y	Header tag identifying message type.
131	QuoteReqID	String(23)		Y	Unique identifier for quote request message.
146	NoRelatedSym	Int(3)	1	Y	Must=1; only one request supported per message.
→55	Symbol	String(6)		Y	This tag contains the Group Code of the instrument. Note: Tag 55-Symbol must come directly after tag 146-NoRelatedSym or the message will be rejected.
→38	OrderQty	Qty(9)		N	Order quantity. If tag 54= 1 (Buy) or 2 (Sell), this tag is required. If tag 54-Side=8 (Cross), this is optional.
→54	Side	Char(1)	1=Buy 2=Sell 8=Cross	N	Indicates Quote Request side as Buy or Sell. For Quote Request for Cross, to notify the market of intent to submit a Cross on CME Globex, tag 54-Side must = 8 prior to submitting the iLink 2 New Order Cross message.
→60	TransactTime	UTCTimestamp(21)		N	UTC format YYYYMMDD-HH:MM:SS.sss e.g. 20091216-19:21:41.109
→107	SecurityDesc	String(20)		Y*	Instrument identifier. Future Example: GEZ8 Option Example: GEZ9 C9375
→167	SecurityType	String(3)	FUT=Future OPT=Option IRS=Interest Rate Swap FXSPOT=FX Spot	Y*	Indicates instrument is future or option.
→9943	QuoteType	Int(1)	1=Tradable	N	When tag 54-Side = 1 (Buy) , 2 (Sell), or not present, this tag must be present and = 1 for tradable. Tag 9943 is not allowed for Quote Requests where 54-Side=8 (Cross). If this tag is present for a Quote Request for Cross, the message will be rejected with a Business Level Reject (tag 35=j) message.
5149	Memo	String(75)		N	Allows users to submit a free-form Note tag with a customer order and persists from order entry through clearing Note: if tag 5149-Memo value on inbound messages exceeds the max length of 75 bytes, iLink will return a truncated 75 bytes from the right on the response.
1028	ManualOrderIndicator	Boolean(1)	Y=manual N=automated	Y*	'N' indicates the message was generated by automated trading logic. Note: iLink messages containing a value other than 'Y' or 'N' 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.
iLink 2 Standard Message Trailer					End of message.

Y: Required by FIX protocol, Y*: Required by CME Globex (not by FIX protocol), N: Not Required, C: Conditionally