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FIXtags

FIX MESSAGE 35=i

MassQuote

MsgType (35) = iQuotationNegotiationAdded FIX.4.2

Definition

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).

Message structure 3935 distinct fields

Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.

Nested fields load when needed. Open the full static layout (also works without JavaScript).

  1. StandardHeaderComponentRequired

    MsgType = i (lowercase I)

    StandardHeader definition & usage →

    Open this block to load its fields in message context, or follow the definition link.

  2. 131 QuoteReqIDString—

    Required when quote is in response to a Quote Request message

  3. 117 QuoteIDStringRequired
  4. 537 QuoteTypeint—

    Type of Quote

    Default is Indicative if not specified

  5. 2403 QuoteModelTypeint—
  6. 301 QuoteResponseLevelint—

    Level of Response requested from receiver of quote messages.

  7. PartiesRepeating groupCount tag 453—

    Parties definition & usage →

    Open this block to load its fields in message context, or follow the definition link.

  8. 1 AccountString—
  9. 660 AcctIDSourceint—
  10. 581 AccountTypeint—

    Type of account associated with the order (Origin)

  11. 293 DefBidSizeQty—

    Default Bid Size for quote contained within this quote message - if not explicitly provided.

  12. 294 DefOfferSizeQty—

    Default Offer Size for quotes contained within this quote message - if not explicitly provided.

  13. QuotSetGrpRepeating groupCount tag 296Required

    The number of sets of quotes in the message

    QuotSetGrp definition & usage →

    Open this block to load its fields in message context, or follow the definition link.

  14. 2362 SelfMatchPreventionIDString—
  15. 2964 SelfMatchPreventionInstructionint—
  16. 1685 ThrottleInstint—
  17. 376 ComplianceIDString—
  18. 2404 ComplianceTextString—
  19. 2351 EncodedComplianceTextLenLength—

    Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it.

  20. 2352 EncodedComplianceTextdata—

    Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field.

  21. StandardTrailerComponentRequired

    StandardTrailer definition & usage →

    Open this block to load its fields in message context, or follow the definition link.