Quote Request (R) Message

On this page

Quote Request (R) message

Purpose

Used to request quotes from brokers prior to placing an order.

Note: When a FIX client sends a Market Data Request (V) for a given instrument with SubscriptionRequestType=1 to create a market data subscription, that client is automatically subscribed for RFQ messages for that instrument.

Message Direction

From FIX client to TT FIX.

Tag Directory

Click the links below to navigate to the documentation for that tag.

Show Comments

1 8 9 10 15 22 34 35 38 43 44 48 49 50 52 54 55 56 57 100 107 116 122 131 142 146 167 200 201 202 205 206 207 454 455 456 460 537 541 555 556 566 600 602 603 607 608 609 610 611 612 616 620 623 624 743 764 864 865 866 1145 1358 16207 16615 16853 16854 16855 16856 18100 18211 18212 18213 18314

QuoteRequest

Tag

Name

Type

Required

Comments

Header

For additional information about this component group, consult the documentation.

35=R (MsgType)

8	BeginString	STRING	Y	FIX protocol version The tag indicates the beginning of a new message. This tag must be the first tag in the message. You must set the value to FIX.4.2 or FIX.4.4.
9	BodyLength	INT	Y	Message length (in characters) The value represents number of characters in the message following this tag up to, and including, the delimiter immediately preceding Tag 10 (CheckSum). This tag must be the second field in a message.
35	MsgType	STRING	Y	Type of message contained in the message body This tag must appear third in the list of header tags. Possible values: 0: Heartbeat 1: Test Request 2: Resend Request 3: Reject 4: Sequence Reset 5: Logout 8: Execution Report 9: Order Cancel Reject A: Logon B: News c: Security Definition Request D: Order Single d: Security Definition e: Security Status Request f: Security Status F: Order Cancel Request G: Order Cancel Replace Request H: Order Status Request Q: Don’t Know Trade (Inbound Drop Copy only) R: Quote Request V: Market Data Request W: Market Data Snapshot Full Refresh X: Market Data Incremental Refresh Y: Market Data Request Reject AD: Trade Capture Report Request AE: Trade Capture Report AQ: Trade Capture Report Request Ack
49	SenderCompID	STRING	Y	ID of the FIX session The value will be the same value the FIX client sends in tag 56 (TargetCompID) in its requests to TT FIX.
56	TargetCompID	STRING	Y	FIX client ID, corresponding to the SenderCompID specified for the user in TT User Setup The value is the same as sent in tag 49 (SenderCompID) in FIX client requests.
50	SenderSubID	STRING	N	Unique ID for the message sender For order routing messages, this tag overrides the exchange Operator ID configured in Setup.
142	SenderLocationID	STRING	N	Specific message originator’s location (i.e. geographic location and/or desk, trader)
116	OnBehalfOfSubID	STRING	C Required when multiple users are associated with the account.	Unique Trader ID (can also be provided in Tag 50 (SenderSubID)) The value maps to the Alias field configured for a user in Setup.
34	MsgSeqNum	SEQNUM	Y	Message sequence number
43	PossDupFlag	BOOLEAN	C Must send when a FIX client resends messages	Whether the sequence number for this message is already used Possible values: N: NO: Original transmission Y: YES: Possible duplicate Note: If 43=Y is present, TT will reject New Order Single (D), Order Cancel/Replace Request (G), New Order Multileg (AB), and Multileg Order Cancel/Replace (AC) messages with a Business Message Reject (j) message.
122	OrigSendingTime	UTCTIMESTAMP	C Required for resent messages	Original time of message transmission, when transmitting orders as the result of a resend request Always expressed in UTC.
52	SendingTime	UTCTIMESTAMP	Y	Time, in UTC, the message was sent.
57	TargetSubID	STRING	C If the Target Sub Id field has a value for the FIX Session in Setup, you must supply that value is this tag for a Logon (A) message.	Unique ID for the message receiver.

FIX Order Routing Quote Request Tags

Additional tags to support strategy creation and request for quote functionality via the FIX Order Routing service. These tags are only included with Order Routing Quote Request (35=R) messages and do not appear in the FIX Market Data service.

For additional information about strategy creation and request for quote functionality, consult the full documentation.

1	Account	STRING	C Sent when available.	Order-routing account The value matches the Tag 1 (Account) in the corresponding request. Note: Account names are stored as case-sensitive strings. Users must match case-sensitivity when using Tag 1 (Account). Note: When the value represents an internal, non-routing account, TT also sends a PartiesGrp with the external routing (parent) account in tag 448 (PartyID) and with tag 452 (PartyRole) set to 24 (Customer Account).
22	IDSource	STRING	Y	Source for the value of tag 48 (SecurityID). Note: The following markets support RIC codes (22=5) for identifying futures, spreads and options instruments in tag 48 (SecurityID): ASX DGCX CFE CME EEX EUREX Euronext Hkex ICE ICE_L LME MEFF MX OSE SGX TFX TOCOM Note: The combination of this tag and tag 48 (SecurityID) must uniquely identify an instrument in the TT platform. Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup. Possible values: 4: ISIN number 5: RIC code 8: Exchange symbol 91: Ticker symbol 96: TT security ID 97: Alias 98: Name A: Bloomberg Code H: Clearing House (Inbound Drop Copy only) S: OpenFIGI ID X: Series key
454	NoSecurityAltID	NUMINGROUP	C Sent when there are one or more alternate security IDs	Number of alternate security IDs in this repeating group
455	SecurityAltID	STRING	Y	Alternate ID for an instrument or security, typically for display purposes.
456	SecurityAltIDSource	STRING	C Sent when tag 455 (SecurityAltId) is sent	Identifies class or source of the SecurityAltID (455) value. Notes: 99 (Other) is not valid for order routing requests. At this time, TT does not support FIX order routing or FIX market data subscriptions using CUSIP numbers for BrokerTec Treasury securities on CME. Note: The following markets support RIC codes (22=5) for identifying futures, spreads and options instruments in tag 455 (SecurityAltID): ASX DGCX CFE CME EEX EUREX Euronext Hkex ICE ICE_L LME MEFF MX OSE SGX TFX TOCOM Possible values: 1: CUSIP number (sent only when provided by the exchange) 4: ISIN number 5: RIC code 8: Exchange security ID 91: Ticker Symbol 92: TT product family ID (sent only for Security Definition (d) messages) 93: TT product ID (sent only for Security Definition (d) messages) 94: Alt Symbol (For ICE, the value is the “Cleared Alias” for the contract.) 95: Clearport 97: Alias 98: Name 99: Other (Set to instrument symbol if both product symbol and an instrument symbol are present in PDS and they are not the same.) 100: Energy Identifier Code (EIC). Currently only used for the EPEX and Nord Pool exchanges. A: Bloomberg Code H: Clearing House (Inbound Drop Copy only) S: OpenFIGI ID
16207	BloombergSecurityExchange	STRING	C	New tag for TT Name of the market where the instrument of the SecurityAltID (455) value trades.
555	NoLegs	STRING	Y	Number of legs in the repeating group Can be zero (e.g. standardized multileg instrument such as an Option strategy). The value must be provided even if zero.
616	LegSecurityExchange	EXCHANGE	C Required when both of the following are true. The leg instrument trades on a different exchange that the parent instrument. Both Tag 18100 (LegExtDestination) and Tag 602 (LegSecurityId) are absent.	Multi-leg instrument’s individual security’s SecurityExchange. Possible values: AGGREGATOR ALGO ASE ASX B3 BitMEX BrokerTec CBOE CboeFX_SW_NY CBOT CFE CME Coinbase CoinFLEX CurveGlobal CZCE DCE DGCX EEX Eurex Euronext Fenics FEX HKEX ICE ICE_L IDEM INE KCG KRK LME LSE MEFF MEXDER MX NDAQ_EU NFI NFX OSE SGX TFEX TFX TOCOM
18100	LegExDestination	EXCHANGE	C Required when both of the following are true. The leg instrument trades on a different exchange that the parent instrument. Both Tag 616 (LegSecurityExchange) and Tag 602 (LegSecurityId) are absent.	Execution destination for the leg order as defined by the institution Some traders use this tag in place of Tag 207 (SecurityExchange) to identify the exchange. ISO 10383 defines a comprehensive list of MIC codes.
602	LegSecurityID	STRING	C Required when both of the following are true. The leg instrument trades on a different exchange that the parent instrument. Both Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.	TT security ID that uniquely identifies the instrument in the TT platform. Note: The combination of this tag and tag 603 (LegSecurityIDSource) must uniquely identify an instrument in the TT platform.
603	LegIDSource	STRING	C Required when Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.	Multileg instrument’s individual security’s SecurityIDSource. Note: The combination of this tag and tag 602 (LegSecurityId) must uniquely identify an instrument in the TT platform.
600	LegSymbol	STRING	N	Multi-leg instrument’s individual security’s Symbol. Condition: Required when Tag 167 (SecurityType)=MLEG. See Symbol (55) field for description. Note: Users can map the value of Tag 600 to a different symbology using the Symbol Mapping feature in User Setup. Refer to the Fix Rules and Symbol Mappings section in the User Setup Help for more information.
608	LegCFICode	STRING	N	Multileg instrument’s individual security’s CFICode (tag 461). See CFICode (461) field for description
620	LegSecurityDesc	STRING	N	Leg security description.
607	LegProduct	INT	N	Multileg instrument’s individual security’s product. Possible values: 1: Agency 2: Commodity 3: Corporate 4: Currency 5: Equity 6: Government 7: Index 8: Loan 9: Money market 10: Mortgage 11: Municipal 12: Other 13: Financing 14: Energy
609	LegSecurityType	STRING	N	Multi-leg instrument’s individual security’s SecurityType. Possible values: FUT: Future MLEG: Multi-leg OPT: Option SPOT: EEX spot products TBOND: Treasury bond CS: Common stock NONE: No security type (Not valid for 35=c, e or V)
764	LegSecuritySubType	STRING	N	SecuritySubType of the leg instrument. See SecuritySubType (762) field for description
610	LegMaturityMonthYear	MONTHYEAR	N	Multi-leg instrument’s individual security’s MaturityMonthYear
611	LegMaturityDate	LOCALMKTDATE	N	Multi-leg instrument’s individual security’s MaturityDate.
18314	LegMaturityDay	DAYOFMONTH	N	Multi-leg instrument’s individual security’s MaturityDay.
612	LegStrikePrice	PRICE	N	Multi-leg instrument’s individual security’s StrikePrice.
1358	LegPutOrCall	INT	C Required when Tag 609 (LegSecurityType) is OPT	Whether the option represents a put or call Possible values: 0: Put 1: Call
624	LegSide	CHAR	N	The side of this individual leg (multi-leg security). Possible values: 1: Buy 2: Sell 3: Buy minus 4: Sell plus 5: Sell short 6: Sell short exempt 7: Undisclosed 8: Cross 9: Cross short
623	LegRatioQty	FLOAT	N	Ratio of quantity for this individual leg relative to the entire multi-leg security The value represents one of the following: For a leg of a covered strategy (such as a volatility trade) on CME or NYSE_Liffe markets, the value represents the delta (expressed as an integer between 1 and 100). In all other cases, the value represents the quantity of this leg in the strategy.
556	LegCurrency	CURRENCY	N	Currency associated with a particular leg’s price
566	LegPrice	PRICE	N	Price of the leg for a multi-leg instrument
18212	LegDeliveryTerm	CHAR	C Required when both of the following are true: The Security Definition indicates it is required. The delivery term is not monthly.	Term of delivery for the underlying instrument. TT FIX uses this value to identify contracts that do not have a monthly delivery term. Possible values: A: Same day B: Balance of month C: End of Month D: Day E: Weekly H: Hour L: Balance of week M: Month N: Next day P: Pack Q: Quarterly S: Seasonal T: Weekend V: Variable W: Week X: Custom Y: Year
18213	LegDeliveryDate	LOCALMKTDATE	C Sent when available	Date for contract delivery
16615	LegTTRoutingAccount	STRING	N	TT Routing Account for the leg. Valid for routing synthetic spread orders only.

131

QuoteReqID

STRING

Unique ID for this request.

146

NoRelatedSym

NUMINGROUP

Number of underlying instruments contained in this repeating group.

Symbol

STRING

Exchange-provided product symbol for the tradable product.

107

SecurityDesc

STRING

Security description.

460

Product

INT

Product type associated with the security.

Possible values:

1: Agency
2: Commodity
3: Corporate
4: Currency
5: Equity
6: Government
7: Index
8: Loan
9: Money market
10: Mortgage
11: Municipal
12: Other
13: Financing
14: Energy

167

SecurityType

STRING

Asset class of the instrument.

Possible values:

CS: common stock
CUR: currency
FOR: Spot FX
FUT: future
MLEG: multi-leg
NDF: Non-Deliverable Forwards
NONE: No security type (Not valid for 35=c, e or V)
OPT: option
SPOT: EEX spot products
TBOND: treasury bond
INDEX: index

200

MaturityMonthYear

MONTHYEAR

Month and year the instrument reaches maturity in the format YYYYMM.

541

MaturityDate

LOCALMKTDATE

Maturity date in format YYYYMMDD.

205

MaturityDay

DAYOFMONTH

Day of expiration for the instrument.

201

PutOrCall

INT

Sent when Tag 167 (SecurityType) is OPT.

Whether the option represents a put or call

Possible values:

0: Put
1: Call

202

StrikePrice

PRICE

Sent when Tag 167 (SecurityType) is OPT.

Strike price for an option

206

OptAttribute

CHAR

Additional information about the option contract.

18211

DeliveryTerm

CHAR

Sent when the delivery term is not monthly.

Term of delivery for the instrument.

TT FIX uses this value to identify contracts that do not have a monthly delivery term.

Note: When Tag 18211 DeliveryTerm equals any value except ‘M’, ‘Y’ or ‘Q’, then you must specify the delivery day/date in Tag 205 MaturityDay or Tag 541 MaturityDate.

Possible values:

A: Same day
B: Balance of month
C: End of Month
D: Day
E: Weekly
H: Hour
L: Balance of week
M: Month
N: Next day
P: Pack
Q: Quarterly
S: Seasonal
T: Weekend
U: Bundle
V: Variable
W: Week
X: Custom
Y: Year
Note: The following values are only available for EPEX and Nord Pool:
a: Quarter hour
b: Half hour
c: One hour
d: Two hour
e: Four hour
f: Eight hour
g: One plus two
h: Three plus four
i: Baseload
j: Peakload
k: Overnight
l: Extended peak

743

DeliveryDate

LOCALMKTDATE

Date for contract delivery

SecurityID

STRING

TT security ID that uniquely identifies the instrument in the TT platform.

207

SecurityExchange

EXCHANGE

Name of the market where the instrument trades.

TT FIX uses this value to identify the exchange that offers the
security.

Possible values:

AGGREGATOR
ALGO
ASE
ASX
B3
BitMEX
BrokerTec
Cboe
CboeFX_SW_NY
CBOT
CFE
CME
Coinbase
CoinFLEX
CurveGlobal
CZCE
DCE
DGCX
EEX
Eurex
Euronext
Fenics
FEX
HKEX
ICE
ICE_L
IDEM
INE
KCG
KRK
LME
LSE
MEFF
MEXDER
MX
NDAQ_EU
NFI
NFX
OSE
SGX
TFEX
TFX
TOCOM

100

ExDestination

EXCHANGE

Name of the sub-market where the instrument trades.

ISO 10383 defines a comprehensive list of MIC codes.

TT FIX uses this value to identify a security.

Currency

CURRENCY

ISO-standard symbol for the instrument’s trading currency.

537

QuoteType

INT

Type of quote being requested from counterparty or market

Possible values:

0: Indicative
1: Tradable
99: Cross trade request
255: Unknown

Side

CHAR

Side of the order

Possible values:

1: Buy
2: Sell
3: Buy minus
4: Sell plus
5: Sell short
6: Sell short exempt
7: Undisclosed
8: Cross
9: Cross short
B: As Defined (FIX 4.4 only)
C: Opposite (FIX 4.4 only)

OrderQty

QTY

Total order quantity

Price

PRICE

Price of the instrument.

864

NoEvents

NUMINGROUP

Number of entries in the event types repeating group

865

EventType

INT

Type of event

Possible values:

5: Expiry date
6: Last trading date
: The following values are only available for EPEX and Nord Pool:
13: First delivery date
14: Last delivery date
101: First trading date
102: SDAT first trading date

866

EventDate

LOCALMKTDATE

Date the event occurred

1145

EventTime

UTCTIMESTAMP

Note: This tag is only available for EPEX and Nord Pool.

Specific time of event. Use in combination with EventDate <866>.

16853

ParentVendorUserID

STRING

For internal TT use only

16854

ParentVendorAccountID

STRING

For internal TT use only

16855

ParentVendorBrokerID

STRING

For internal TT use only

16856

ParentVendorProfileID

STRING

For internal TT use only

Trailer

For additional information about this component group, consult the full documentation.

CheckSum

STRING

Unencrypted three-character checksum

This tag must always be the last field in a message (i.e. it serves, with the trailing <SOH>, as the end-of-message delimiter).

Message Notes

The Quote Request (R) message is used to request quotes from brokers prior to placement of an order. This message is commonly referred to as a Request For Quote (RFQ).

Related Information

Market Data Request (V)

Market Data Snapshot (W)

Market Data Request Reject (Y)

Theme

Text Size

Line Height

Readability

Letter Spacing

Image Zoom

Quote Request (R) Message