Message MassQuote (i)

The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series. Two levels of repeating groups have been provided to minimize the amount of data required to submit a set of quotes for a class of options (e.g. all option series for IBM).

Added in protocol FIX.4.2

See in: FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.

Field or Component Name Description Is Required Added Is Deprecated
Block StandardHeader MsgType = i (lowercase) Y FIX.4.2
131 QuoteReqID Required when quote is in response to a Quote Request message FIX.4.2
117 QuoteID Y FIX.4.2
537 QuoteType Type of Quote Default is Indicative if not specified FIX.4.3
2403 QuoteModelType FIX.5.0SP2 (184)
301 QuoteResponseLevel Level of Response requested from receiver of quote messages. FIX.4.2
BlockRepeating Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
1 Account FIX.4.3
660 AcctIDSource FIX.4.4
581 AccountType Type of account associated with the order (Origin) FIX.4.3
293 DefBidSize Default Bid Size for quote contained within this quote message - if not explicitly provided. FIX.4.2
294 DefOfferSize Default Offer Size for quotes contained within this quote message - if not explicitly provided. FIX.4.2
ImplicitBlockRepeating QuotSetGrp The number of sets of quotes in the message Y FIX.4.4
2362 SelfMatchPreventionID FIX.5.0SP2 (218)
1685 ThrottleInst FIX.5.0SP2 (116)
376 ComplianceID FIX.5.0SP2 (185)
2404 ComplianceText FIX.5.0SP2 (185)
2351 EncodedComplianceTextLen Must be set if EncodedComplianceText (2352) field is specified and must immediately precede it. FIX.5.0SP2 (185)
2352 EncodedComplianceText Encoded (non-ASCII characters) representation of the ComplianceText (2404) field in the encoded format specified via the MessageEncoding (347) field. FIX.5.0SP2 (185)
Block StandardTrailer Y FIX.4.2