The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series.

Added in protocol FIX.4.2

See in: FIX.4.2, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.

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
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
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
296 NoQuoteSets The number of sets of quotes in the message Y FIX.4.2
302 QuoteSetID Sequential number for the Quote Set. For a given QuoteID – assumed to start at 1.
Must be the first field in the repeating group.
Y FIX.4.2
Block UnderlyingInstrument Insert here the set of “UnderlyingInstrument” (underlying symbology) fields defined in “COMMON COMPONENTS OF APPLICATION MESSAGES” FIX.4.3
367 QuoteSetValidUntilTime FIX.4.2
304 TotQuoteEntries Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. Y FIX.4.2
295 NoQuoteEntries The number of quotes for this Symbol (instrument) (QuoteSet) that follow in this message.
** Nested Repeating Group follows **
Y FIX.4.2
299 QuoteEntryID Uniquely identifies the quote as part of a QuoteSet.
Must be used if NoQuoteEntries is used
Y FIX.4.2
Block Instrument Insert here the set of “Instrument” (symbology) fields defined in “COMMON COMPONENTS OF APPLICATION MESSAGES” FIX.4.3
132 BidPx If F/X quote, should be the “all-in” rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. FIX.4.2
133 OfferPx If F/X quote, should be the “all-in” rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. FIX.4.2
134 BidSize FIX.4.2
135 OfferSize FIX.4.2
62 ValidUntilTime FIX.4.2
188 BidSpotRate May be applicable for F/X quotes FIX.4.2
190 OfferSpotRate May be applicable for F/X quotes FIX.4.2
189 BidForwardPoints May be applicable for F/X quotes FIX.4.2
191 OfferForwardPoints May be applicable for F/X quotes FIX.4.2
631 MidPx FIX.4.3
632 BidYield FIX.4.3
633 MidYield FIX.4.3
634 OfferYield FIX.4.3
60 TransactTime FIX.4.2
336 TradingSessionID FIX.4.2
625 TradingSessionSubID FIX.4.3
64 FutSettDate Can be used with forex quotes to specify a specific “value date” FIX.4.2
40 OrdType Can be used to specify the type of order the quote is for FIX.4.2
193 FutSettDate2 Can be used with OrdType = “Forex – Swap” to specify the “value date” for the future portion of a F/X swap. FIX.4.2
192 OrderQty2 Can be used with OrdType = “Forex – Swap” to specify the order quantity for the future portion of a F/X swap. FIX.4.2
642 BidForwardPoints2 Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.3
643 OfferForwardPoints2 Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.3
15 Currency Can be used to specify the currency of the quoted price. FIX.4.2
Block StandardTrailer Y FIX.4.2