Message RFQRequest (AH)
In tradeable and restricted tradeable quoting markets – Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. Quote Requests are then distributed by the market to liquidity providers who make markets in the instrument. The RFQ Request is used by liquidity providers to indicate to the market for which instruments they are interested in receiving Quote Requests. It can be used to register interest in receiving quote requests for a single instrument or for multiple instruments
Added in protocol FIX.4.3
See in: FIX.4.3, FIX.4.4, 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 | ||
| ImplicitBlockRepeating | RFQReqGrp | Number of related symbols (instruments) in Request | Y | FIX.4.4 | |
| 263 | SubscriptionRequestType | Used to subscribe for Quote Requests that are sent into a market | FIX.4.3 | ||
| Block | StandardTrailer | Y | FIX.4.3 |