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.Â
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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