Message
MassQuote (i)
| ID | 42 |
| Pedigree | Added FIX.4.2 |
The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series. Two levels of repeating groups have been provided to minimize the amount of data required to submit a set of quotes for a class of options (e.g. all option series for IBM).
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
StandardHeader | Y | MsgType = i (lowercase) | Added FIX.4.2 | ||
131 | Required when quote is in response to a Quote Request message | Added FIX.4.2 | |||
117 | Y | Added FIX.4.2 | |||
537 | Type of Quote Default is Indicative if not specified | Added FIX.4.3 | |||
2403 | Added EP184 | ||||
301 | Level of Response requested from receiver of quote messages. | Added FIX.4.2 | |||
Parties | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" | Added FIX.4.3 | |||
1 | Added FIX.4.3 | ||||
660 | Added FIX.4.4 | ||||
581 | Type of account associated with the order (Origin) | Added FIX.4.3 | |||
293 | Default Bid Size for quote contained within this quote message - if not explicitly provided. | Added FIX.4.2 | |||
294 | Default Offer Size for quotes contained within this quote message - if not explicitly provided. | Added FIX.4.2 | |||
QuotSetGrp | Y | The number of sets of quotes in the message | Added FIX.4.4 | ||
2362 | Added EP218 | ||||
2964 | Added EP280 | ||||
1685 | Added EP116 | ||||
376 | Added EP185 | ||||
2404 | Added EP185 | ||||
2351 | Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. | Added EP185 | |||
2352 | Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. | Added EP185 | |||
StandardTrailer | Y | Added FIX.4.2 |
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