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QuoteRequest

MsgType(35)=QuoteRequest(R)

Direction: Taker to exchange; exchange to maker.

Create an RFQ as a taker, or receive the exchange’s QuoteRequest as a maker.

Field Layout

See FIX Message Layouts for field ordering and presence rules.

Field Type Presence Behavior
QuoteReqID(131) STRING Required When sent by the taker, assign an identifier to correlate the acknowledgment or rejection. When sent by the exchange to the maker, this is the exchange-assigned RFQ identifier; use it in subsequent messages for the RFQ.
NoRootPartyIDs(1116) NUMINGROUP Optional Repeating group. Identifies the taker when sent by the exchange to the maker. Values sent by the taker are ignored by the exchange.
NoRelatedSym(146) NUMINGROUP Conditional Repeating group. When sent by the taker, required for a single-market RFQ; a multi-leg RFQ is identified through its legs. When sent by the exchange to the maker, contains the exchange’s ticker.
Side(54) CHAR Conditional Required when sent by the taker. When sent by the exchange to the maker, included for one-sided RFQs; omitted for two-sided RFQs.

Supported values:
Side(54)=BUY(1)
Side(54)=SELL(2)
OrderQty(38) QTY Conditional When sent by the taker, include exactly one of OrderQty(38) or CashOrderQty(152).
CashOrderQty(152) QTY Conditional When sent by the taker, include exactly one of OrderQty(38) or CashOrderQty(152).
Account(1) STRING Conditional Required when sent by the taker if the session has no default account. Not sent by the exchange to the maker.
QuoteType(537) INT Conditional Optional when sent by the taker. Always included when sent by the exchange to the maker.

Supported values:
QuoteType(537)=TRADEABLE(1)
ValidUntilTime(62) UTCTIMESTAMP Optional Ignored by the exchange when sent by the taker.
TransactTime(60) UTCTIMESTAMP Optional Ignored by the exchange when sent by the taker.
Currency(15) CURRENCY Optional Ignored by the exchange when sent by the taker. Not sent by the exchange to the maker.
SecurityGroup(1151) STRING Optional Not sent by the exchange to the maker.
NoLegs(555) NUMINGROUP Conditional Repeating group. When sent by the taker, omit the counter for a single-market RFQ. If present, at least two distinct legs are required; NoLegs(555)=0 is rejected. Each leg has a ticker. Omitting LegSide(624) is equivalent to LegSide(624)=AS_DEFINED(B), following the overall RFQ direction.

NoRootPartyIDs(1116) Entries

Keep each entry’s fields in the order shown.

Field Type Presence Behavior
RootPartyID(1117) STRING Required
RootPartyIDSource(1118) CHAR Required Supported values:
RootPartyIDSource(1118)=PROPRIETARY(D)
RootPartyRole(1119) INT Required Supported values:
RootPartyRole(1119)=ENTERING_TRADER(36)

NoRelatedSym(146) Entries

Keep each entry’s fields in the order shown.

Field Type Presence Behavior
Symbol(55) STRING Required

NoLegs(555) Entries

Keep each entry’s fields in the order shown.

Field Type Presence Behavior
LegSymbol(600) STRING Required
LegSide(624) CHAR Conditional Optional when sent by the taker. Always included when sent by the exchange to the maker.

Supported values:
LegSide(624)=AS_DEFINED(B)
LegSide(624)=OPPOSITE(C)