ZagTrader

FIX 4.2 Mass Quote (35=i)

Mass Quote (35=i) is a FIX 4.2 application message. In FIX 4.2 it has 2 required body fields.

MsgType (tag 35)
i
Name in FIX 4.2
MassQuote
Category
Application
Required body fields
2

Fields in FIX 4.2

Body fields in the order the FIX 4.2 definition lists them. A repeating group starts with its counter field (NoXxx), followed by the fields of each entry, indented. A field inside an optional component or group is required only when that component or group is present.

TagFieldRequired
131QuoteReqIDOptional
117QuoteIDRequired
301QuoteResponseLevelOptional
293DefBidSizeOptional
294DefOfferSizeOptional
296NoQuoteSets (repeating group)Required
302QuoteSetIDRequired in each entry
311UnderlyingSymbolRequired in each entry
312UnderlyingSymbolSfxOptional
309UnderlyingSecurityIDOptional
305UnderlyingIDSourceOptional
310UnderlyingSecurityTypeOptional
313UnderlyingMaturityMonthYearOptional
314UnderlyingMaturityDayOptional
315UnderlyingPutOrCallOptional
316UnderlyingStrikePriceOptional
317UnderlyingOptAttributeOptional
436UnderlyingContractMultiplierOptional
435UnderlyingCouponRateOptional
308UnderlyingSecurityExchangeOptional
306UnderlyingIssuerOptional
362EncodedUnderlyingIssuerLenOptional
363EncodedUnderlyingIssuerOptional
307UnderlyingSecurityDescOptional
364EncodedUnderlyingSecurityDescLenOptional
365EncodedUnderlyingSecurityDescOptional
367QuoteSetValidUntilTimeOptional
304TotQuoteEntriesRequired in each entry
295NoQuoteEntries (repeating group)Required in each entry
299QuoteEntryIDRequired in each entry
55SymbolOptional
65SymbolSfxOptional
48SecurityIDOptional
22IDSourceOptional
167SecurityTypeOptional
200MaturityMonthYearOptional
205MaturityDayOptional
201PutOrCallOptional
202StrikePriceOptional
206OptAttributeOptional
231ContractMultiplierOptional
223CouponRateOptional
207SecurityExchangeOptional
106IssuerOptional
348EncodedIssuerLenOptional
349EncodedIssuerOptional
107SecurityDescOptional
350EncodedSecurityDescLenOptional
351EncodedSecurityDescOptional
132BidPxOptional
133OfferPxOptional
134BidSizeOptional
135OfferSizeOptional
62ValidUntilTimeOptional
188BidSpotRateOptional
190OfferSpotRateOptional
189BidForwardPointsOptional
191OfferForwardPointsOptional
60TransactTimeOptional
336TradingSessionIDOptional
64FutSettDateOptional
40OrdTypeOptional
193FutSettDate2Optional
192OrderQty2Optional
15CurrencyOptional

Every message also carries the FIX 4.2 standard header (BeginString, BodyLength, MsgType, SenderCompID, TargetCompID, MsgSeqNum, SendingTime and others) and ends with CheckSum (10).

Also in other versions

Mass Quote across all FIX versions

Decode a Mass Quote message

Field and message data comes from the QuickFIX data dictionaries for FIX 4.0 to 5.0 SP2 and FIXT 1.1, used under the QuickFIX Software License. This product includes software developed by quickfixengine.org (http://www.quickfixengine.org/). Enumerated value names are converted to plain text for reading.