The market data Request for Quote (tag 35-MsgType=R) is sent to the market to request a quote for the given instrument.
| Tag | Name | FIX Type | Enumeration | Req | Description |
|---|---|---|---|---|---|
60 | TransactTime | UTCDateTime | Y | Start Time of Quote Request event. UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy. | |
| 5799 | MatchEventIndicator | String | ex. 10000001 – end of trade summaries, end of event ex. 10000100 – end of quotes, end of event | Y | 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 |
131 | QuoteReqID | String | N | Quote request ID defined by the exchange. | |
146 | NoRelatedSym | Int | 1 | Y | Indicates the number of repeating symbols specified. Indicates number of repeating groups and length of each repeating group in the message. |
→55 | Symbol | String | Y | Instrument Name or Symbol (ex. 6EN2 P1220) | |
→48 | SecurityID | Int | Y | Unique instrument ID. The unique instrument ID value will not be reused until the next trade date following an instrument expiration or deletion. | |
→537 | QuoteType | Int | 1=Tradable | Y | Type of quote requested. A tradable quote can trade against other orders and quotes upon acceptance |
→38 | OrderQty | Int | N | Quantity requested. | |
→54 | Side | Int | 1=Buy 2=Sell 8=Cross | N | Side requested. |
35=R 60=20130726090038098 5799=00000000 131=CME0051140045034811 146=1 55=6EN2 P1220 48=511400 537=1 38=10 54=1
35=R 60=20130726090038070 5799=00000000 131=CME0051140045034812 146=1 55=GEH4 P9700 48=940632 537=1