MDP 3.0 - Request for Quote

The market data Request for Quote (tag 35-MsgType=R) is sent to the market to request a quote for the given instrument.  This message maps to the QuoteRequest template in the SBE MDP Core schema. 

Tag

FIX Name

Type

Semantic Type

Valid Values

Description

60

TransactTime

uInt64

UTCTimestamp



Start of event processing time in number of nanoseconds since Unix epoch

131

QuoteReqID

QuoteReqId

String



Quote Request ID defined by the exchange

5799

MatchEventIndicator

MatchEventIndicator

MultipleCharValue

example: 10000000 - last message in the event

example: 00000000 - not last message in the event

Bitmap field of eight Boolean type indicators reflecting the end of updates for a given CME Globex Event:

Bit 0: (least significant bit) Last Trade Summary message for a given event

Bit 1: Last electronic volume message for a given event

Bit 2: Last customer order quote message for a given event

Bit 3: Last statistic message for a given event

Bit 4: Last implied quote message for a given event

Bit 5: Message resent during recovery

Bit 6: Reserved for future use

Bit 7: (most significant bit) Last message for a given event

Repeating Group 1

146

NoRelatedSym

NuminGroup





Number of repeating entries.

55

Symbol

Symbol

String



Instrument Name or Symbol

48

SecurityID

Int32

int



A unique instrument ID value across markets will not be reused until the next trade date following an instrument expiration or deletion.

38

OrderQty

Int32NULL

Qty



Quantity requested

537

QuoteType

Int8

int

1=Tradable

Type of quote requested. A tradable quote can trade against other orders and quotes upon acceptance

54

Side

Int8NULL

int

1=Buy

2=Sell

8=Cross

Side requested








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