Message: RFQRequest

File: WebAPI/market_data_2.proto

Description

RFQ request. Used to create RFQ on market.

Limits: The request rate is 10 requests per second per account by default.

Responses: RFQReport.

Used in

ClientMsg

Fields

client_request_id

Type: uint32

Description: Client ID of the request.

Required: yes.

account_id

Type: sint32

Description: ID of an account that is used to request quote.

Required: yes.

contract_id

Type: uint32

Description: Contract ID.

Source: metadata_2.ContractMetadata.contract_id.

Required: yes.

is_manual

Type: bool

Description: Is the request entered manually.

Note: False or omitted means that request is created by automated system.

side

Type: uint32

Description: Specifies side of requested quote.

Note: Default value is RFQ.Side.SIDE_ANY.

Source: RFQ.Side.

size

Type: cqg.Decimal

Description: Specifies size of requested quote.

Note: Unspecified value means “doesn’t matter”.

execution_utc_timestamp

Type: google.protobuf.Timestamp

Description: Time when RFQ should be created (UTC).

client_regulatory_algorithm_id

Type: uint32

Description: Regulatory Algorithm ID for client algorithm associated with this request, if any.

Note: This field is applicable only for exchanges that use it, e.g., Eurex.

expiration_utc_timestamp

Type: google.protobuf.Timestamp

Description: Quote request expiration date/time (UTC).

Note: There is no way to cancel RFQ. The only way to manage its lifetime is to set expiration_utc_timestamp.