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.4.3, 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 | ||
| 301 | QuoteResponseLevel | Level of Response requested from receiver of quote messages. | FIX.4.2 | ||
| 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 | |
| 311 | UnderlyingSymbol | Y | FIX.4.2 | ||
| 312 | UnderlyingSymbolSfx | FIX.4.2 | |||
| 309 | UnderlyingSecurityID | FIX.4.2 | |||
| 305 | UnderlyingIDSource | FIX.4.2 | |||
| 310 | UnderlyingSecurityType | FIX.4.2 | |||
| 313 | UnderlyingMaturityMonthYear | Required if UnderlyingMaturityDay is specified. | FIX.4.2 | ||
| 314 | UnderlyingMaturityDay | FIX.4.2 | |||
| 315 | UnderlyingPutOrCall | FIX.4.2 | |||
| 316 | UnderlyingStrikePrice | FIX.4.2 | |||
| 317 | UnderlyingOptAttribute | FIX.4.2 | |||
| 436 | UnderlyingContractMultiplier | For Fixed Income, Convertible Bonds, Derivatives, etc. | FIX.4.2 | ||
| 435 | UnderlyingCouponRate | For Fixed Income. | FIX.4.2 | ||
| 308 | UnderlyingSecurityExchange | FIX.4.2 | |||
| 306 | UnderlyingIssuer | FIX.4.2 | |||
| 362 | EncodedUnderlyingIssuerLen | Must be set if EncodedUnderlyingIssuer (363) field is specified and must immediately precede it. | FIX.4.2 | ||
| 363 | EncodedUnderlyingIssuer | Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.2 | ||
| 307 | UnderlyingSecurityDesc | FIX.4.2 | |||
| 364 | EncodedUnderlyingSecurityDescLen | Must be set if EncodedUnderlyingSecurityDesc (365) field is specified and must immediately precede it. | FIX.4.2 | ||
| 365 | EncodedUnderlyingSecurityDesc | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.2 | ||
| 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 (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 | |
| 55 | Symbol | FIX.4.2 | |||
| 65 | SymbolSfx | FIX.4.2 | |||
| 48 | SecurityID | FIX.4.2 | |||
| 22 | IDSource | FIX.4.2 | |||
| 167 | SecurityType | Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. | FIX.4.2 | ||
| 200 | MaturityMonthYear | Specifiesthe month and year of maturity. Required if MaturityDay is specified. | FIX.4.2 | ||
| 205 | MaturityDay | Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. | FIX.4.2 | ||
| 201 | PutOrCall | For Options. | FIX.4.2 | ||
| 202 | StrikePrice | For Options. | FIX.4.2 | ||
| 206 | OptAttribute | For Options. | FIX.4.2 | ||
| 231 | ContractMultiplier | For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the “nominal” (e.g. contracts vs. shares) amount. | FIX.4.2 | ||
| 223 | CouponRate | For Fixed Income. | FIX.4.2 | ||
| 207 | SecurityExchange | Can be used to identify the security. | FIX.4.2 | ||
| 106 | Issuer | FIX.4.2 | |||
| 348 | EncodedIssuerLen | Must be set if EncodedIssuer (349) field is specified and must immediately precede it. | FIX.4.2 | ||
| 349 | EncodedIssuer | Encoded (non-ASCII characters) representation of the Issuer (106) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.2 | ||
| 107 | SecurityDesc | FIX.4.2 | |||
| 350 | EncodedSecurityDescLen | Must be set if EncodedSecurityDesc (351) field is specified and must immediately precede it. | FIX.4.2 | ||
| 351 | EncodedSecurityDesc | Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.2 | ||
| 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 | ||
| 60 | TransactTime | FIX.4.2 | |||
| 336 | TradingSessionID | FIX.4.2 | |||
| 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 | ||
| 15 | Currency | Can be used to specify the currency of the quoted price. | FIX.4.2 | ||
| Block | StandardTrailer | Y | FIX.4.2 |