MassQuote/FIX.4.4+
From FIXwiki
Message Content of MassQuote (MsgType=i)
| TagText | FieldName or ComponentName | Required | Description |
|---|---|---|---|
| StandardHeader | x | MsgType = i (lowercase)
| |
| 131 | QuoteReqID | Required when quote is in response to a Quote Request message
| |
| 117 | QuoteID | x | |
| 537 | QuoteType | Type of Quote
Default is Indicative if not specified
| |
| 301 | QuoteResponseLevel | Level of Response requested from receiver of quote messages.
| |
| Parties | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
| ||
| 1 | Account | ||
| 660 | AcctIDSource | ||
| 581 | AccountType | Type of account associated with the order (Origin)
| |
| 293 | DefBidSize | Default Bid Size for quote contained within this quote message - if not explicitly provided.
| |
| 294 | DefOfferSize | Default Offer Size for quotes contained within this quote message - if not explicitly provided.
| |
| QuotSetGrp | x | The number of sets of quotes in the message
| |
| StandardTrailer | x |
Notes
Please post comments, clarifications, examples here. Click on the edit button on the right and away you go!
Don't forget to refer to the FPL Discussion Groups to back up anything you write. You will often find the authoritative statements on matters of FIX specification interpretation there. Links from FIXwiki pages to relevant discussions on the FPL site are very valuable.
For example if you were writing a clarification on how to specify the "quantity" of an order in FIX, you might add the following relevant link, http://www.fixprotocol.org/discuss/read/f5014573, to back up your points.
