Authorized market makers use the Mass Quote message to submit bid/ask pairs and generate two-sided markets for multiple instruments for options.
The unique identifier of the Party Details Definition Request Acknowledgment associated with this message; this is the value submitted on the inbound message.
For pre-registered messages:
For on-demand messages:
|5297||SendingTimeEpoch||uInt64||8||Y||Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970.|
|1028||ManualOrderIndicator||ManualOrdIndReq||1||Y||Indicates if the message was initially received manually.|
|9726||SeqNum||uInt32||4||Y||Sequence number assigned to this message.|
For futures and options markets:
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.
|131||QuoteReqID||uInt64NULL||8||N||Unique identifier for quote request being responded to.|
|9537||Location||String5Req||5||Y||Text describing sender's location (i.e. geographic location and/or desk).|
|117||QuoteID||uInt32||4||Y||Unique identifier for Mass Quote populated by the client system.|
Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. Required if NoQuoteEntries > 0.
Since fragmentation is not supported, this will always be equal to the value of NoQuoteEntries.
|9773||MMProtectionReset||BooleanFlag||1||Y||When Market Maker Protection is triggered, CME Globex will not accept any new quotes from the market maker for that product group until it receives a Mass Quote message with the MMProtectionReset flag set to True (1).|
Indicates if an order was submitted for market making obligation.
Applicable only for EU fixed income markets.
Indicates the type of short sale on Sell orders only.
Indicator for Short Sales as required for MiFID II.
|295||NoQuoteEntries||groupSize||3||Y||The number of quote entries for a quote set.|
|→132||BidPx||PRICENULL9||8||N||Bid price/rate accompanying bid size (tag 134). Note that either BidPx, OfferPx. or both must be specified for a new quote.|
|→133||OfferPx||PRICENULL9||8||N||Offer price/rate. This goes together with offer size (tag 135). Note that either BidPx, OfferPx or both must be specified for a new quote.|
|→299||QuoteEntryID||uInt32||4||Y||Unique identifier for a quote. The QuoteEntryID persists with the quote as a static identifier even if the quote is updated. For fills, this value is transposed into the Client Order ID (tag 11).|
|→48||SecurityID||Int32||4||Y||Security ID as defined in the market data Security Definition message.|
|→134||BidSize||uInt32NULL||4||N||Quantity of bid. This accompanies bid price (tag 132).|
|→135||OfferSize||uInt32NULL||4||N||Quantity of offer. This accompanies offer price (tag 133).|
Description of the underlying futures security.
|→302||QuoteSetID||uInt16||2||Y||Unique ID for the Quote Set.|