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The market data Request for Quote (tag 35-MsgType=R) is sent to the market to request a quote for the given instrument. 

TagNameFIX TypeEnumerationReqDescription

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.

5799MatchEventIndicatorString

ex. 10000001 – end of trade summaries, end of event


ex. 10000100 – end of quotes, end of event


ex. 00001000 – end of statistics, not the 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.

Sample Messages

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