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The Request for Quote message generates a Request for Quote to solicit a quote on an instrument.

The → symbol indicates a repeating tag.

35=R

Tag

Name

Binary Type

Binary Length

Req

Enumeration

Description

1505PartyDetailsListReqIDuInt648Y

Refers to the ID of the related Party Details Definition Request message logically tied to this message.

For short messages:

  • Party Details Definition Request message should be sent prior and the unique ID provided here
  • PartyDetailsListReqID≠0

For long messages:

  • If not registered beforehand through iLink, then the Party Details Definition Request message should be sent along with the business message immediately preceding it and that ID provided here (ID should be designated as 0).
  • If the Party Details Definition Request message is received with PartyDetailsListReqID=0, then the very next message must be a business message also with PartyDetailsListReqID=0, else the next message will be rejected.
131QuoteReqIDuInt648Y
Unique identifier for Quote Request.
1028ManualOrderIndicatorManualOrdIndReq1Y
  • 0=Automated
  • 1=Manual
Indicates if the message was initially received manually.
9726SeqNumuInt324Y
Sequence number assigned to this message.
5392SenderIDString20Req20Y

For futures and options markets:

Operator ID.

Should be unique per Firm ID.

Assigned value used to identify specific message originator.

Represents last individual or team responsible for the system that modifies the order prior to submission to CME Globex.

For fixed income markets: represents the Entering Trader.

5297SendingTimeEpochuInt648Y
Time when the message is sent. 64-bit integer expressing the number of nanoseconds since midnight January 1, 1970.
9537LocationString5Req5Y
Text describing sender's location (i.e. geographic location and/or desk).
537QuoteTypeQuoteTyp1N
  • 1=Tradeable
Identifies the type of quote.
146NoRelatedSymgroupSize3Y
  • minValue=1
  • maxValue=1

Specifies the number of repeating symbols.

→48SecurityIDInt324Y
Security ID as defined in the market data Security Definition message.
→38OrderQtyuInt32NULL4N
Order quantity. Mandatory for buy or sell but not required for cross.
→54SideRFQSide1Y
  • Side=1 (Buy)
  • Side=2 (Sell)
  • Side=8 (Cross)
For buy, sell, or cross RFQ, send tag 54.

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