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Submit a [Mass Quote|EPICSANDBOX:Mass Quotes - Overview] to generate bid/ask pairs and generate two-sided markets for multiple instruments for CME Group options.
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|| *Tag* || *FIX Name* || *Req* || *Valid Values* || *Format* || *Description* ||
| [Standard Header-Client to CME Globex|EPICSANDBOX:Standard Header -  Client System to CME Globex] | | | | | Initiates an action. |
| 131 | QuoteReqID | N | | String (23) | If a quote entry is in response to a Quote Request, this tag should contain the QuoteReqID of the corresponding Request for Quote (tag 35-MsgType=R) market data message. |
| 117 | QuoteID | Y\* | | String (10) | Client system generated identifier of the message. Must be unique per mass quote message per trading session. |
| 9771 | MMAccount | Y\* | | String (12) | Account number of Mass Quoting firm. |
| 1028 \\ | ManualOrderIndicator \\ | Y\* \\ | Y=manual \\
N=automated \\ | Boolean(1) \\ | Indicates if the quote was sent manually or generated by automated trading logic. |
| ¿204 | CustomerOrFirm | Y\* | 0=Customer \\
1=Firm | Int (1) | This tag is used in conjunction with [tag 9702-CtiCode|EPICSANDBOX:Tag 9702-CtiCode Table of Values]. The type of business conducted determines the CtiCode/CustomerOrFirm combination. If you are unsure of which combination to use, contact the CME Clearing House or Regulatory Division at 312-930-8525 for further information. |
| ¿9702 | CtiCode | Y\* | [Tag 9702-CtiCode Table of Values|EPICSANDBOX:Tag 9702-CtiCode Table of Values] | Char (1) | Customer Type Indicator. \\
\\
This tag is used in conjunction with tag 204-CustomerOrFirm. The CtiCode/CustomerOrFirm combination is determined by the type of business being conducted. If you are unsure of which combination to use, contact the CME Clearing House or Regulatory Division at 312-930-8525 for further information. |
| 9773 | MMProtectionReset | N | Y=Reset \\
N=Do not reset | Char (1) | When MM Protection is triggered, CME Globex will not accept any new quotes from the Market Maker for the given product group until it receives a Mass Quote message with the MMProtectionReset flag set to 'Y' to reset protection. \\
\\
See [Resetting Mass Quote Protection Monitoring Mode|MQP - Resetting Monitoring Mode]. |
| 296 | NoQuoteSets | Y | | Int (3) | The number of quote sets in the message. |
| ¿302 | QuoteSetID | Y\* | | String (3) | Sequential number for the quote set. For a given QuoteID, assumed to start at '1'. Must be the first tag in the repeating group. |
| ¿307 | UnderlyingSecurityDescq | N | | String (20) | Instrument identifier for underlying futures contract (e.g. ESH0). |
| ¿304 | TotQuoteEntries | Y | | Int (3) | Total quote entries. \\
Must have the same value as tag 295-NoQuoteEntries. |
| ¿295 | NoQuoteEntries | Y | | Int (3) | The number of quotes for the quote set. |
| ¿¿299 | QuoteEntryID | Y | | String (10) | Client system provided unique identifier for quote in this repeating group. Must be the first tag in the repeating group. |
| ¿¿55 | Symbol | Y\* | | String (6) | This tag contains the instrument group code of the instrument. |
| ¿¿107 | SecurityDesc | Y\* | | String (20) | Instrument identifier. \\
Option Example: |
| ¿¿167 | SecurityType | Y\* | FUT=Future \\
OPT=Option | String (3) | Indicates instrument is future or option. |
| ¿¿48 | SecurityID | N | | Int (12) | Identifier of the instrument defined in tag 107-SecurityDesc. |
| ¿¿22 | SecurityIDSource | N | 8=Exchange symbol | Char (1) | Identifies class or source of the tag 48-SecurityID value. |
| ¿¿60 | TransactTime | N | | UTCTimestamp (210 | UTC format YYYYMMDD-HH:MM:SS.sss \\
e.g. 20091216-19:21:41.109 |
| ¿¿132 | BidPx | N | | Price (20) | Quoted bid price. \\
Tag 132-BidPx cannot be submitted without the tag 134-BidSize. |
| ¿¿134 | BidSize | N | | Int (9) | Quoted bid size. \\
Tag 134-BidSize cannot be submitted without the tag 132-BidPx. \\
A value of '0' sent in this tag cancels quotes on this side for the given instrument. |
| ¿¿133 | OfferPx | N | | Price (20) | Quoted offer price. \\
Ta 133-OfferPx cannot be submitted without the tag 135-OfferSize. |
| ¿¿135 | OfferSize | N | | Int (9) | Quoted offer size.  \\
Tag 135-OfferSize cannot be sbmitted without the tag 133-OfferPx. \\
A value of '0' sent in thsi tag cancels quotes on this side for the given instrument. |
| [EPICSANDBOX:Standard Trailer] | | Y | | | End of message. |
Y: Required by FIX protocol, Y*: Required by CME Globex (not by FIX protocol), N: Not Required, C: Conditionally
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