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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
For a buy or sell RFQ send tag 54.
For two-sided (buy/sell) RFQ, do not send tag 54.

→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.

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