Exchange may generate Request for Quote for security and send it downstream with Quote Request (R) message.
Table 14 – Quote Request
|
Tag |
FieldName |
Req’d |
Comments |
Format | |
|
StandardHeader |
Y |
MsgType = R |
| ||
|
131 |
QuoteReqID |
Y |
Unique identifier for QuoteRequest message |
String | |
|
146 |
NoRelatedSymbol |
Y |
Amount of following securities, Quote Request was generated for. |
NumInGroup | |
|
à |
Component block <Instrument> |
N |
Insert here the set of “Instrument” (symbology) fields. |
| |
|
à |
38 |
OrderQty |
N |
Optional volume. It may be specified to show exact amount of volume of requested quote. |
Qty |
|
à |
54 |
Side |
N |
Optional side of request. If side is not provided then it means both sides are requested. Valid values: 1 = Buy side 2 = Sell side 8 = Cross |
Char |
|
à |
126 |
ExpireTime |
N |
The time when Quote Request <R> will expire |
UTCTimestamp |
|
StandardTrailer |
Y |
|
| ||