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.