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 |
|---|---|---|---|---|
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 |
→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.