ZagTrader

FIX 5.0 SP2 Quote Request (35=R)

Asks a counterparty for a quote on one or more instruments, for example in a request-for-quote (RFQ) workflow.

MsgType (tag 35)
R
Name in FIX 5.0 SP2
QuoteRequest
Category
Application
Required body fields
1

Fields in FIX 5.0 SP2

Body fields in the order the FIX 5.0 SP2 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. Nested components with many fields are listed by name; each of their fields has its own tag page.

TagFieldRequired
131QuoteReqIDRequired
644RFQReqIDOptional
11ClOrdIDOptional
775BookingTypeOptional
528OrderCapacityOptional
529OrderRestrictionsOptional
1171PrivateQuoteOptional
1172RespondentTypeOptional
1091PreTradeAnonymityOptional
Component RootPartiesOptional
1116NoRootPartyIDs (repeating group)Optional
1117RootPartyIDOptional
1118RootPartyIDSourceOptional
1119RootPartyRoleOptional
2388RootPartyRoleQualifierOptional
Component RootSubPartiesOptional
1120NoRootPartySubIDs (repeating group)Optional
1121RootPartySubIDOptional
1122RootPartySubIDTypeOptional
Component QuotReqGrpRequired
146NoRelatedSym (repeating group)Optional
Component InstrumentRequired in each entry
55SymbolOptional
65SymbolSfxOptional
48SecurityIDOptional
22SecurityIDSourceOptional
Component SecAltIDGrp (4 fields, not expanded here)Optional
460ProductOptional
1227ProductComplexOptional
1151SecurityGroupOptional
461CFICodeOptional
2891UPICodeOptional
167SecurityTypeOptional
762SecuritySubTypeOptional
200MaturityMonthYearOptional
541MaturityDateOptional
1079MaturityTimeOptional
966SettleOnOpenFlagOptional
1049InstrmtAssignmentMethodOptional
965SecurityStatusOptional
224CouponPaymentDateOptional
1449RestructuringTypeOptional
1450SeniorityOptional
1451NotionalPercentageOutstandingOptional
1452OriginalNotionalPercentageOutstandingOptional
1457AttachmentPointOptional
1458DetachmentPointOptional
1739ObligationTypeOptional
2210AssetGroupOptional
1938AssetClassOptional
1939AssetSubClassOptional
1940AssetTypeOptional
2735AssetSubTypeOptional
Component SecondaryAssetGrp (5 fields, not expanded here)Optional
Component AssetAttributeGrp (4 fields, not expanded here)Optional
1941SwapClassOptional
1575SwapSubClassOptional
1942NthToDefaultOptional
1943MthToDefaultOptional
1944SettledEntityMatrixSourceOptional
1945SettledEntityMatrixPublicationDateOptional
1946CouponTypeOptional
1947TotalIssuedAmountOptional
1948CouponFrequencyPeriodOptional
1949CouponFrequencyUnitOptional
1950CouponDayCountOptional
2879CouponOtherDayCountOptional
1951ConvertibleBondEquityIDOptional
1952ConvertibleBondEquityIDSourceOptional
1953ContractPriceRefMonthOptional
1954LienSeniorityOptional
1955LoanFacilityOptional
1956ReferenceEntityTypeOptional
1957IndexSeriesOptional
1958IndexAnnexVersionOptional
1959IndexAnnexDateOptional
1960IndexAnnexSourceOptional
1577SettlRateIndexOptional
1580SettlRateIndexLocationOptional
1581OptionExpirationDescOptional
1678EncodedOptionExpirationDescLenOptional
1697EncodedOptionExpirationDescOptional
225IssueDateOptional
239RepoCollateralSecurityTypeOptional
226RepurchaseTermOptional
227RepurchaseRateOptional
228FactorOptional
255CreditRatingOptional
543InstrRegistryOptional
470CountryOfIssueOptional
471StateOrProvinceOfIssueOptional
472LocaleOfIssueOptional
240RedemptionDateOptional
202StrikePriceOptional
2578OrigStrikePriceOptional
2577StrikePricePrecisionOptional
947StrikeCurrencyOptional
2904StrikeCurrencyCodeSourceOptional
967StrikeMultiplierOptional
968StrikeValueOptional
1698StrikeUnitOfMeasureOptional
1866StrikeIndexOptional
2600StrikeIndexCurvePointOptional
2001StrikeIndexSpreadOptional
2601StrikeIndexQuoteOptional
1478StrikePriceDeterminationMethodOptional
1479StrikePriceBoundaryMethodOptional
1480StrikePriceBoundaryPrecisionOptional
1481UnderlyingPriceDeterminationMethodOptional
206OptAttributeOptional
231ContractMultiplierOptional
1435ContractMultiplierUnitOptional
2353TradingUnitPeriodMultiplierOptional
1439FlowScheduleTypeOptional
969MinPriceIncrementOptional
1146MinPriceIncrementAmountOptional
996UnitOfMeasureOptional
1147UnitOfMeasureQtyOptional
1716UnitOfMeasureCurrencyOptional
2905UnitOfMeasureCurrencyCodeSourceOptional
1191PriceUnitOfMeasureOptional
1192PriceUnitOfMeasureQtyOptional
1717PriceUnitOfMeasureCurrencyOptional
2906PriceUnitOfMeasureCurrencyCodeSourceOptional
1193SettlMethodOptional
2579SettlSubMethodOptional
1194ExerciseStyleOptional
1482OptPayoutTypeOptional
1195OptPayoutAmountOptional
2753ReturnTriggerOptional
1196PriceQuoteMethodOptional
1197ValuationMethodOptional
2002ValuationSourceOptional
2140ValuationReferenceModelOptional
1524PriceQuoteCurrencyOptional
2907PriceQuoteCurrencyCodeSourceOptional
1198ListMethodOptional
1199CapPriceOptional
1200FloorPriceOptional
201PutOrCallOptional
2681InTheMoneyConditionOptional
2685ContraryInstructionEligibilityIndicatorOptional
1244FlexibleIndicatorOptional
1242FlexProductEligibilityIndicatorOptional
2575BlockTradeEligibilityIndicatorOptional
2574LowExercisePriceOptionIndicatorOptional
997TimeUnitOptional
223CouponRateOptional
207SecurityExchangeOptional
970PositionLimitOptional
971NTPositionLimitOptional
106IssuerOptional
348EncodedIssuerLenOptional
349EncodedIssuerOptional
2737FinancialInstrumentShortNameOptional
2714FinancialInstrumentFullNameOptional
2715EncodedFinancialInstrumentFullNameLenOptional
2716EncodedFinancialInstrumentFullNameOptional
107SecurityDescOptional
350EncodedSecurityDescLenOptional
351EncodedSecurityDescOptional
Component SecurityXML (3 fields, not expanded here)Optional
691PoolOptional
667ContractSettlMonthOptional
875CPProgramOptional
876CPRegTypeOptional
Component EvntGrp (11 fields, not expanded here)Optional
873DatedDateOptional
874InterestAccrualDateOptional
Component InstrumentParties (8 fields, not expanded here)Optional
1687ShortSaleRestrictionOptional
Component ComplexEvents (88 fields, not expanded here)Optional
1787RefTickTableIDOptional
2141StrategyTypeOptional
2142CommonPricingIndicatorOptional
2143SettlDisruptionProvisionOptional
2752DeliveryRouteOrCharterOptional
2144InstrumentRoundingDirectionOptional
2145InstrumentRoundingPrecisionOptional
2576InstrumentPricePrecisionOptional
2962SecurityReferenceDataSupplementOptional
Component DateAdjustment (4 fields, not expanded here)Optional
Component PricingDateTime (7 fields, not expanded here)Optional
Component MarketDisruption (21 fields, not expanded here)Optional
Component OptionExercise (66 fields, not expanded here)Optional
Component StreamGrp (681 fields, not expanded here)Optional
Component ProvisionGrp (103 fields, not expanded here)Optional
Component AdditionalTermGrp (22 fields, not expanded here)Optional
Component ProtectionTermGrp (24 fields, not expanded here)Optional
Component CashSettlTermGrp (32 fields, not expanded here)Optional
Component PhysicalSettlTermGrp (8 fields, not expanded here)Optional
Component ExtraordinaryEventGrp (3 fields, not expanded here)Optional
2602ExtraordinaryEventAdjustmentMethodOptional
2603ExchangeLookAlikeOptional
Component FinancingDetailsOptional
913AgreementDescOptional
914AgreementIDOptional
1961AgreementVersionOptional
915AgreementDateOptional
918AgreementCurrencyOptional
2952AgreementCurrencyCodeSourceOptional
1962MasterConfirmationDescOptional
1963MasterConfirmationDateOptional
1964MasterConfirmationAnnexDescOptional
1965MasterConfirmationAnnexDateOptional
1966BrokerConfirmationDescOptional
Component FinancingContractualDefinitionGrp (2 fields, not expanded here)Optional
Component FinancingTermSupplementGrp (3 fields, not expanded here)Optional
Component FinancingContractualMatrixGrp (4 fields, not expanded here)Optional
1967CreditSupportAgreementDescOptional
1968CreditSupportAgreementDateOptional
1969CreditSupportAgreementIDOptional
1970GoverningLawOptional
1513DocumentationTextOptional
1525EncodedDocumentationTextLenOptional
1527EncodedDocumentationTextOptional
788TerminationTypeOptional
916StartDateOptional
917EndDateOptional
919DeliveryTypeOptional
898MarginRatioOptional
Component UndInstrmtGrpOptional
711NoUnderlyings (repeating group)Optional
Component UnderlyingInstrument (1295 fields, not expanded here)Optional
140PrevClosePxOptional
303QuoteRequestTypeOptional
117QuoteIDOptional
1751SecondaryQuoteIDOptional
537QuoteTypeOptional
336TradingSessionIDOptional
625TradingSessionSubIDOptional
229TradeOriginationDateOptional
1913NumOfCompetitorsOptional
54SideOptional
854QtyTypeOptional
Component OrderQtyDataOptional
38OrderQtyOptional
152CashOrderQtyOptional
516OrderPercentOptional
468RoundingDirectionOptional
469RoundingModulusOptional
110MinQtyOptional
63SettlTypeOptional
64SettlDateOptional
193SettlDate2Optional
192OrderQty2Optional
15CurrencyOptional
2897CurrencyCodeSourceOptional
120SettlCurrencyOptional
2899SettlCurrencyCodeSourceOptional
Component RateSourceOptional
1445NoRateSources (repeating group)Optional
1446RateSourceOptional
1447RateSourceTypeOptional
1448ReferencePageOptional
2412RateSourceReferemcePageHeadingOptional
2796FXBenchmarkRateFixOptional
Component StipulationsOptional
232NoStipulations (repeating group)Optional
233StipulationTypeOptional
234StipulationValueOptional
1AccountOptional
660AcctIDSourceOptional
581AccountTypeOptional
Component QuotReqLegsGrpOptional
555NoLegs (repeating group)Optional
Component InstrumentLeg (1246 fields, not expanded here)Optional
685LegOrderQtyOptional
687LegQtyOptional
2346LegMidPxOptional
690LegSwapTypeOptional
587LegSettlTypeOptional
588LegSettlDateOptional
Component LegStipulations (3 fields, not expanded here)Optional
Component NestedParties (8 fields, not expanded here)Optional
Component LegBenchmarkCurveData (6 fields, not expanded here)Optional
654LegRefIDOptional
Component QuotQualGrpOptional
735NoQuoteQualifiers (repeating group)Optional
695QuoteQualifierOptional
828TrdTypeOptional
2347RegulatoryTransactionTypeOptional
Component RegulatoryTradeIDGrpOptional
1907NoRegulatoryTradeIDs (repeating group)Optional
1903RegulatoryTradeIDOptional
1905RegulatoryTradeIDSourceOptional
1904RegulatoryTradeIDEventOptional
1906RegulatoryTradeIDTypeOptional
2411RegulatoryLegRefIDOptional
2397RegulatoryTradeIDScopeOptional
2115NegotiationMethodOptional
692QuotePriceTypeOptional
Component PriceQualifierGrpOptional
2709NoPriceQualifiers (repeating group)Optional
2710PriceQualifierOptional
40OrdTypeOptional
62ValidUntilTimeOptional
126ExpireTimeOptional
1914ResponseTimeOptional
1915QuoteDisplayTimeOptional
1629ExposureDurationOptional
1916ExposureDurationUnitOptional
60TransactTimeOptional
Component SpreadOrBenchmarkCurveDataOptional
218SpreadOptional
220BenchmarkCurveCurrencyOptional
2950BenchmarkCurveCurrencyCodeSourceOptional
221BenchmarkCurveNameOptional
222BenchmarkCurvePointOptional
662BenchmarkPriceOptional
663BenchmarkPriceTypeOptional
699BenchmarkSecurityIDOptional
761BenchmarkSecurityIDSourceOptional
423PriceTypeOptional
44PriceOptional
631MidPxOptional
640Price2Optional
Component YieldDataOptional
235YieldTypeOptional
236YieldOptional
701YieldCalcDateOptional
696YieldRedemptionDateOptional
697YieldRedemptionPriceOptional
698YieldRedemptionPriceTypeOptional
Component PartiesOptional
453NoPartyIDs (repeating group)Optional
448PartyIDOptional
447PartyIDSourceOptional
452PartyRoleOptional
2376PartyRoleQualifierOptional
Component PtysSubGrp (3 fields, not expanded here)Optional
1937TradeContinuationOptional
2374TradeContinuationTextOptional
2372EncodedTradeContinuationTextLenOptional
2371EncodedTradeContinuationTextOptional
443StrikeTimeOptional
376ComplianceIDOptional
2404ComplianceTextOptional
2351EncodedComplianceTextLenOptional
2352EncodedComplianceTextOptional
58TextOptional
354EncodedTextLenOptional
355EncodedTextOptional

Every message also carries the FIX 5.0 SP2 standard header (BeginString, BodyLength, MsgType, SenderCompID, TargetCompID, MsgSeqNum, SendingTime and others) and ends with CheckSum (10).

Also in other versions

Quote Request across all FIX versions

Decode a Quote Request 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.