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Authorized market makers use the Mass Quote message to submit bid/ask pairs and generate two-sided markets for multiple instruments for options.




Binary Type

Binary Length





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:

  • Unique ID from Party Details Definition Request Acknowledgment message
  • PartyDetailsListRequestID≠0.

For on-demand messages:

  • If not registered beforehand through iLink then Party Details Definition Request message will be sent along with the business message and will immediately precede it
  • PartyDetailsListRequestID=0.
Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970.
  • 0=Automated
  • 1=Manual
Indicates if the message was initially received manually.
Sequence number assigned to this message.

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.

Unique identifier for quote request being responded to.

ISO identifier of the physical location of the individual or team head trader identified by the tag 5392 (SenderID) in the message.

The first two bytes as per ISO 3166-1, identify the country (e.g., JP = Japan, CN = China).

The next three bytes indicate a comma-delimited state or province code (e.g., CA = California, QC = Quebec).

For valid values, refer to

Market Regulation requires only the submission of the two first characters of tag 9537-Location for all countries with the exception of Canada. For Canada, the 5 bytes including the province code must be submitted.

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.

  • 0=False
  • 1=True
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).
  • 0=False
  • 1=True

Indicates if an order was submitted for market making obligation as required for MIFID.

Applicable only for EU fixed income markets.

  • 0=Long Sell
  • 1=Short Sale With No Exemption SESH
  • 2=Short Sale With Exemption SSEX
  • 3=Undisclosed Sell Information Not Available UNDI

Indicates the type of short sale on Sell orders only as required for MiFID.

Should not be used for Buy orders.

Applicable only for EU fixed income markets.

Reserved for future use.
  • minValue=1
  • maxValue=15
The number of quote entries for a quote set.
Bid price/rate accompanying bid size (tag 134). Note that either BidPx, OfferPx. or both must be specified for a new quote.
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.
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).
Security ID as defined in the market data Security Definition message.
Quantity of bid. This accompanies bid price (tag 132).
Quantity of offer. This accompanies offer price (tag 133).

Description of the underlying futures security.

Unique ID for the Quote Set.

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