FIX.Latest_EP273 Message

MassQuote [type 'i']

<MassQuot>

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).

Pedigree Added FIX.4.2

Expand Components | Collapse Components

Field or ComponentField NameAbbr NameReq'dCommentsPedigree
ComponentStandardHeaderHdrYMsgType = i (lowercase)Added FIX.4.2
131QuoteReqIDReqID Required when quote is in response to a Quote Request messageAdded FIX.4.2
117QuoteIDQIDYAdded FIX.4.2
537QuoteTypeTyp Type of Quote
Default is Indicative if not specified
Added FIX.4.3
2403QuoteModelTypeQModelTyp Added EP184
301QuoteResponseLevelRspLvl Level of Response requested from receiver of quote messages.Added FIX.4.2
ComponentPartiesPty Insert here the set of Parties (firm identification) fields defined in Common Components of Application MessagesAdded FIX.4.3
1AccountAcct Added FIX.4.3
660AcctIDSourceAcctIDSrc Added FIX.4.4
581AccountTypeAcctTyp Type of account associated with the order (Origin)Added FIX.4.3
293DefBidSizeDefBidSz Default Bid Size for quote contained within this quote message - if not explicitly provided.Added FIX.4.2
294DefOfferSizeDefOfrSz Default Offer Size for quotes contained within this quote message - if not explicitly provided.Added FIX.4.2
ComponentQuotSetGrpQuotSetYThe number of sets of quotes in the messageAdded FIX.4.4