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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.  This message maps to the QuoteRequest template in the SBE MDP Core schema. 

Excerpt


Tag

FIX Name

Type

Semantic Type

Valid Values

Description

60TransactTimeuInt64UTCTimestamp
Start of event processing time in number of nanoseconds since Unix epoch
131QuoteReqIDQuoteReqIdString
Quote Request ID defined by the exchange
5799MatchEventIndicatorMatchEventIndicatorMultipleCharValue

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
146NoRelatedSymNuminGroup

Number of repeating entries.
55SymbolSymbolString
Instrument Name or Symbol
48SecurityIDInt32int
A unique instrument ID value will not be reused until the next trade date following an instrument expiration or deletion.
38OrderQtyInt32NULLQty
Quantity requested
537QuoteTypeInt8int1=Tradable

Type of quote requested. A tradable quote can trade against other orders and quotes upon acceptance

54SideInt8NULLint

1=Buy

2=Sell

8=Cross

Side requested


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