ZagTrader

FIX 5.0 SP2 Mass Quote (35=i)

Mass Quote (35=i) is a FIX 5.0 SP2 application message. In FIX 5.0 SP2 it has 1 required body field.

MsgType (tag 35)
i
Name in FIX 5.0 SP2
MassQuote
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
131QuoteReqIDOptional
117QuoteIDRequired
537QuoteTypeOptional
2403QuoteModelTypeOptional
301QuoteResponseLevelOptional
Component PartiesOptional
453NoPartyIDs (repeating group)Optional
448PartyIDOptional
447PartyIDSourceOptional
452PartyRoleOptional
2376PartyRoleQualifierOptional
Component PtysSubGrpOptional
802NoPartySubIDs (repeating group)Optional
523PartySubIDOptional
803PartySubIDTypeOptional
1AccountOptional
660AcctIDSourceOptional
581AccountTypeOptional
293DefBidSizeOptional
294DefOfferSizeOptional
Component QuotSetGrpRequired
296NoQuoteSets (repeating group)Optional
302QuoteSetIDRequired in each entry
Component UnderlyingInstrumentOptional
311UnderlyingSymbolOptional
312UnderlyingSymbolSfxOptional
309UnderlyingSecurityIDOptional
305UnderlyingSecurityIDSourceOptional
Component UndSecAltIDGrp (4 fields, not expanded here)Optional
2874UnderlyingIDOptional
462UnderlyingProductOptional
Component UnderlyingSecurityXML (3 fields, not expanded here)Optional
463UnderlyingCFICodeOptional
2894UnderlyingUPICodeOptional
310UnderlyingSecurityTypeOptional
763UnderlyingSecuritySubTypeOptional
313UnderlyingMaturityMonthYearOptional
542UnderlyingMaturityDateOptional
1213UnderlyingMaturityTimeOptional
1837UnderlyingContractPriceRefMonthOptional
241UnderlyingCouponPaymentDateOptional
1453UnderlyingRestructuringTypeOptional
1454UnderlyingSeniorityOptional
2614UnderlyingNotionalOptional
2615UnderlyingNotionalCurrencyOptional
2921UnderlyingNotionalCurrencyCodeSourceOptional
2616UnderlyingNotionalDeterminationMethodOptional
2617UnderlyingNotionalAdjustmentsOptional
2619UnderlyingNotionalXIDRefOptional
1455UnderlyingNotionalPercentageOutstandingOptional
1456UnderlyingOriginalNotionalPercentageOutstandingOptional
1459UnderlyingAttachmentPointOptional
1460UnderlyingDetachmentPointOptional
242UnderlyingIssueDateOptional
243UnderlyingRepoCollateralSecurityTypeOptional
244UnderlyingRepurchaseTermOptional
245UnderlyingRepurchaseRateOptional
246UnderlyingFactorOptional
256UnderlyingCreditRatingOptional
595UnderlyingInstrRegistryOptional
592UnderlyingCountryOfIssueOptional
593UnderlyingStateOrProvinceOfIssueOptional
594UnderlyingLocaleOfIssueOptional
247UnderlyingRedemptionDateOptional
316UnderlyingStrikePriceOptional
941UnderlyingStrikeCurrencyOptional
2917UnderlyingStrikeCurrencyCodeSourceOptional
317UnderlyingOptAttributeOptional
436UnderlyingContractMultiplierOptional
1437UnderlyingContractMultiplierUnitOptional
2363UnderlyingTradingUnitPeriodMultiplierOptional
1441UnderlyingFlowScheduleTypeOptional
998UnderlyingUnitOfMeasureOptional
1423UnderlyingUnitOfMeasureQtyOptional
1718UnderlyingUnitOfMeasureCurrencyOptional
2918UnderlyingUnitOfMeasureCurrencyCodeSourceOptional
1424UnderlyingPriceUnitOfMeasureOptional
1425UnderlyingPriceUnitOfMeasureQtyOptional
1719UnderlyingPriceUnitOfMeasureCurrencyOptional
2919UnderlyingPriceUnitOfMeasureCurrencyCodeSourceOptional
1000UnderlyingTimeUnitOptional
1419UnderlyingExerciseStyleOptional
1526UnderlyingPriceQuoteCurrencyOptional
2920UnderlyingPriceQuoteCurrencyCodeSourceOptional
435UnderlyingCouponRateOptional
308UnderlyingSecurityExchangeOptional
306UnderlyingIssuerOptional
362EncodedUnderlyingIssuerLenOptional
363EncodedUnderlyingIssuerOptional
2742UnderlyingFinancialInstrumentShortNameOptional
2720UnderlyingFinancialInstrumentFullNameOptional
2721EncodedUnderlyingFinancialInstrumentFullNameLenOptional
2722EncodedUnderlyingFinancialInstrumentFullNameOptional
2723UnderlyingIndexCurveUnitOptional
2724UnderlyingIndexCurvePeriodOptional
307UnderlyingSecurityDescOptional
364EncodedUnderlyingSecurityDescLenOptional
365EncodedUnderlyingSecurityDescOptional
877UnderlyingCPProgramOptional
878UnderlyingCPRegTypeOptional
972UnderlyingAllocationPercentOptional
318UnderlyingCurrencyOptional
2916UnderlyingCurrencyCodeSourceOptional
879UnderlyingQtyOptional
975UnderlyingSettlementTypeOptional
973UnderlyingCashAmountOptional
974UnderlyingCashTypeOptional
810UnderlyingPxOptional
882UnderlyingDirtyPriceOptional
883UnderlyingEndPriceOptional
884UnderlyingStartValueOptional
885UnderlyingCurrentValueOptional
886UnderlyingEndValueOptional
2885UnderlyingAccruedInterestAmtOptional
2886UnderlyingNumDaysInterestOptional
Component UnderlyingStipulations (3 fields, not expanded here)Optional
1044UnderlyingAdjustedQuantityOptional
1045UnderlyingFXRateOptional
1046UnderlyingFXRateCalcOptional
1038UnderlyingCapValueOptional
Component UndlyInstrumentParties (8 fields, not expanded here)Optional
1039UnderlyingSettlMethodOptional
315UnderlyingPutOrCallOptional
2683UnderlyingInTheMoneyConditionOptional
2687UnderlyingContraryInstructionEligibilityIndicatorOptional
1988UnderlyingConstituentWeightOptional
1989UnderlyingCouponTypeOptional
1990UnderlyingTotalIssuedAmountOptional
1991UnderlyingCouponFrequencyPeriodOptional
1992UnderlyingCouponFrequencyUnitOptional
1993UnderlyingCouponDayCountOptional
2881UnderlyingCouponOtherDayCountOptional
1994UnderlyingObligationIDOptional
1995UnderlyingObligationIDSourceOptional
1996UnderlyingEquityIDOptional
1997UnderlyingEquityIDSourceOptional
2620UnderlyingFutureIDOptional
2621UnderlyingFutureIDSourceOptional
Component UnderlyingEvntGrp (11 fields, not expanded here)Optional
1998UnderlyingLienSeniorityOptional
1999UnderlyingLoanFacilityOptional
2000UnderlyingReferenceEntityTypeOptional
2003UnderlyingIndexSeriesOptional
2004UnderlyingIndexAnnexVersionOptional
2005UnderlyingIndexAnnexDateOptional
2006UnderlyingIndexAnnexSourceOptional
2284UnderlyingSettlRateIndexOptional
2285UnderlyingSettlRateIndexLocationOptional
2286UnderlyingOptionExpirationDescOptional
2287EncodedUnderlyingOptionExpirationDescLenOptional
2288EncodedUnderlyingOptionExpirationDescOptional
2007UnderlyingProductComplexOptional
2008UnderlyingSecurityGroupOptional
2009UnderlyingSettleOnOpenFlagOptional
2010UnderlyingAssignmentMethodOptional
2011UnderlyingSecurityStatusOptional
2012UnderlyingObligationTypeOptional
2491UnderlyingAssetGroupOptional
2013UnderlyingAssetClassOptional
2014UnderlyingAssetSubClassOptional
2015UnderlyingAssetTypeOptional
2744UnderlyingAssetSubTypeOptional
Component UnderlyingSecondaryAssetGrp (5 fields, not expanded here)Optional
Component UnderlyingAssetAttributeGrp (4 fields, not expanded here)Optional
2016UnderlyingSwapClassOptional
2289UnderlyingSwapSubClassOptional
2017UnderlyingNthToDefaultOptional
2018UnderlyingMthToDefaultOptional
2019UnderlyingSettledEntityMatrixSourceOptional
2020UnderlyingSettledEntityMatrixPublicationDateOptional
2021UnderlyingStrikeMultiplierOptional
2022UnderlyingStrikeValueOptional
2290UnderlyingStrikeUnitOfMeasureOptional
2622UnderlyingStrikeIndexCurvePointOptional
2291UnderlyingStrikeIndexOptional
2623UnderlyingStrikeIndexQuoteOptional
2292UnderlyingStrikeIndexSpreadOptional
2023UnderlyingStrikePriceDeterminationMethodOptional
2024UnderlyingStrikePriceBoundaryMethodOptional
2025UnderlyingStrikePriceBoundaryPrecisionOptional
2026UnderlyingMinPriceIncrementOptional
2027UnderlyingMinPriceIncrementAmountOptional
2028UnderlyingOptPayoutTypeOptional
2029UnderlyingOptPayoutAmountOptional
2757UnderlyingReturnTriggerOptional
2030UnderlyingPriceQuoteMethodOptional
2031UnderlyingValuationMethodOptional
2293UnderlyingValuationSourceOptional
2294UnderlyingValuationReferenceModelOptional
2032UnderlyingListMethodOptional
2033UnderlyingCapPriceOptional
2034UnderlyingFloorPriceOptional
2035UnderlyingFlexibleIndicatorOptional
2036UnderlyingFlexProductEligibilityIndicatorOptional
2037UnderlyingPositionLimitOptional
2038UnderlyingNTPositionLimitOptional
2039UnderlyingPoolOptional
2040UnderlyingContractSettlMonthOptional
2041UnderlyingDatedDateOptional
2042UnderlyingInterestAccrualDateOptional
2043UnderlyingShortSaleRestrictionOptional
2044UnderlyingRefTickTableIDOptional
41314UnderlyingProtectionTermXIDRefOptional
41315UnderlyingSettlTermXIDRefOptional
Component UnderlyingComplexEvents (88 fields, not expanded here)Optional
2295UnderlyingStrategyTypeOptional
2296UnderlyingCommonPricingIndicatorOptional
2297UnderlyingSettlDisruptionProvisionOptional
2756UnderlyingDeliveryRouteOrCharterOptional
2298UnderlyingInstrumentRoundingDirectionOptional
2299UnderlyingInstrumentRoundingPrecisionOptional
Component UnderlyingDateAdjustment (4 fields, not expanded here)Optional
Component UnderlyingPricingDateTime (7 fields, not expanded here)Optional
Component UnderlyingMarketDisruption (21 fields, not expanded here)Optional
Component UnderlyingOptionExercise (66 fields, not expanded here)Optional
Component UnderlyingStreamGrp (681 fields, not expanded here)Optional
Component UnderlyingProvisionGrp (103 fields, not expanded here)Optional
Component UnderlyingAdditionalTermGrp (22 fields, not expanded here)Optional
Component UnderlyingProtectionTermGrp (24 fields, not expanded here)Optional
Component UnderlyingCashSettlTermGrp (32 fields, not expanded here)Optional
Component UnderlyingPhysicalSettlTermGrp (8 fields, not expanded here)Optional
Component UnderlyingRateSpreadSchedule (4 fields, not expanded here)Optional
Component UnderlyingDividendPayout (7 fields, not expanded here)Optional
Component UnderlyingExtraordinaryEventGrp (3 fields, not expanded here)Optional
2624UnderlyingExtraordinaryEventAdjustmentMethodOptional
2625UnderlyingExchangeLookAlikeOptional
2626UnderlyingAverageVolumeLimitationPercentageOptional
2627UnderlyingAverageVolumeLimitationPeriodDaysOptional
2628UnderlyingDepositoryReceiptIndicatorOptional
2629UnderlyingOpenUnitsOptional
2630UnderlyingBasketDivisorOptional
2631UnderlyingInstrumentXIDOptional
367QuoteSetValidUntilTimeOptional
304TotNoQuoteEntriesRequired in each entry
893LastFragmentOptional
Component QuotEntryGrpRequired in each entry
295NoQuoteEntries (repeating group)Optional
299QuoteEntryIDRequired in each entry
Component Instrument (1248 fields, not expanded here)Optional
Component InstrmtLegGrp (1279 fields, not expanded here)Optional
132BidPxOptional
133OfferPxOptional
1749TotalBidSizeOptional
1750TotalOfferSizeOptional
134BidSizeOptional
135OfferSizeOptional
62ValidUntilTimeOptional
188BidSpotRateOptional
190OfferSpotRateOptional
189BidForwardPointsOptional
191OfferForwardPointsOptional
631MidPxOptional
632BidYieldOptional
633MidYieldOptional
634OfferYieldOptional
60TransactTimeOptional
336TradingSessionIDOptional
625TradingSessionSubIDOptional
64SettlDateOptional
40OrdTypeOptional
193SettlDate2Optional
192OrderQty2Optional
642BidForwardPoints2Optional
643OfferForwardPoints2Optional
15CurrencyOptional
2897CurrencyCodeSourceOptional
775BookingTypeOptional
528OrderCapacityOptional
529OrderRestrictionsOptional
2362SelfMatchPreventionIDOptional
2964SelfMatchPreventionInstructionOptional
1685ThrottleInstOptional
376ComplianceIDOptional
2404ComplianceTextOptional
2351EncodedComplianceTextLenOptional
2352EncodedComplianceTextOptional

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

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.