Message RFQRequest (AH)
In tradeable and restricted tradeable quoting markets – Quote Requests are issued by counterparties interested in ascertaining the market for an instrument.
Added in protocol FIX.4.3
See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| Block | StandardHeader | MsgType = AH | Y | FIX.4.3 | |
| 644 | RFQReqID | Y | FIX.4.3 | ||
| 146 | NoRelatedSym | Number of related symbols (instruments) in Request | Y | FIX.4.3 | |
| Block | Instrument | Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | Y | FIX.4.3 | |
| 140 | PrevClosePx | Useful for verifying security identification | FIX.4.3 | ||
| 303 | QuoteRequestType | Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. | FIX.4.3 | ||
| 537 | QuoteType | Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) | FIX.4.3 | ||
| 336 | TradingSessionID | FIX.4.3 | |||
| 625 | TradingSessionSubID | FIX.4.3 | |||
| 263 | SubscriptionRequestType | Used to subscribe for Quote Requests that are sent into a market | FIX.4.3 | ||
| Block | StandardTrailer | Y | FIX.4.3 |