Quote Request - Client to CME Globex Message Structure

The following are important tags in the Quote Request (tag 35-MsgType=R) from the client system to CME Globex.

See Standard Header - Client System to CME Globex.
Repeating groups are designated within the message by the (→) symbol.

Tag	FIX Name	Req	Type	Description

Tag	FIX Name	Req	Type	Description
131	QuoteReqID	Y	String (23)	Unique identifier for quote request populated by the client system.
146	NoRelatedSym	Y	Int (3)	Only (1) Quote request supported.
→55	Symbol	Y	String (6)	Symbol
→38	OrderQty	N	Qty (9)	Mandatory for a cross trade alert; must be a positive integer. For quote request with no quantity, customers should not submit this tag.
→54	Side	N	Char (1)	1 = buy 2 = sell For a buy or sell RFQ send tag 54. For two-sided (buy/sell) RFQ, do not send tag 54.
→60	TransactTime	N	UTCTimestamp (21)	Time of execution/quote creation (UTC format: HH:MM:SS:sss e.g. 10:00:29:714)
→107	SecurityDesc	Y*	String (20)	Security description
→167	SecurityType	N	String (3)	'OPT'
9943	QuoteType	N	Int (1)	Must = 1 for tradable.

Y = FIX required Y* = CME Group required N = Not required

A request for a two-sided quote is indicated by the absence of tag 54-Side.

Tag 38-OrderQty

If the client enters '0' for the quantity, the message is rejected. If the client does not send tag 38-OrderQty in the Quote Request message, the corresponding Quote Request (tag 35-MsgType=R) message will have no quantity.