The FIX client uses this message to request quotes on specific securities prior to placement of an order.
Possible response messages: Quote Acknowledgement (b) or Business Message Reject (j).
|
Tag |
Field Name |
Format |
Req |
Comments | |
|
|
Standard Header |
|
Y |
MsgType = R | |
|
1 |
Account |
String(256) |
Y |
Account ID (managed by the CQG gateway). | |
|
131 |
QuoteReqID |
String(23) |
Y |
Unique identifier for quote request message. | |
|
146 |
NoRelatedSym |
Int(3) |
Y |
Must=1; only one request supported per message. | |
|
➔ |
38 |
OrderQty |
Qty |
N |
Order quantity. |
|
➔ |
54 |
Side |
Char |
N |
Indicates Quote Request side as Buy or Sell. Valid values: 1 = Buy 2 = Sell |
|
➔ |
55 |
Symbol |
String(64) |
Y |
An identifier for an instrument that can be traded on a CQG system. |
|
➔ |
60 |
TransactTime |
UTC Timestamp |
N |
Time this request was initiated or released by the trader or trading system. |
|
➔ |
167 |
SecurityType |
String |
N |
Indicates type of security. Reserved for contract identification used by custom FIX API vendor contract symbol mappings. |
|
➔ |
200 |
MaturityMonthYear |
MonthYear |
N |
Month and year of the maturity. Format: YYYYMM. Reserved for contract identification used by custom FIX API vendor contract symbol mappings. It should not appear for FIX vendors that do not have it explicitly configured. For FIX message consistency, CQG defines maturity as contract last trading date. |
|
➔ |
201 |
PutOrCall |
Int |
N |
Indicates whether an option is a put or call. Valid values: 0 = put 1 = call Reserved for contract identification used by custom FIX API vendor contract symbol mappings. |
|
➔ |
202 |
StrikePrice |
Price |
N |
Option strike price. Reserved for contract identification used by custom FIX API vendor contract symbol mappings. |
|
➔ |
207 |
SecurityExchange |
String |
N |
Market used to help identify a security. Reserved for contract identification used by custom FIX API vendor contract symbol mappings. |
|
➔ |
541 |
MaturityDate |
LocalMktDate |
N |
Date of maturity. Reserved for contract identification used by custom FIX API vendor contract symbol mappings. For FIX message consistency, CQG defines maturity as contract last trading date. |
|
➔ |
1028 |
ManualOrderIndicator |
Boolean |
N |
Indicates whether the order was sent manually (as opposed to being generated by automated trading logic). Default =Y. |
|
|
Standard Trailer |
|
Y |
| |
Example: Quote Request
8=FIX.4.2V9=160V35=RV49=fix_clientV56=CQG_GatewayV34=2V52=20170517-14:03:15.346V131=42872.7521429398V146=1V55=C.US.BP6M1712950V38=3V1=10157824V54=1V60=20170517-14:03:05V1028=YV10=103