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