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.4.3, 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 | |||
| 660 | AcctIDSource | FIX.4.4 | |||
| 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 | ||
| ImplicitBlockRepeating | QuotSetGrp | The number of sets of quotes in the message | Y | FIX.4.4 | |
| Block | StandardTrailer | Y | FIX.4.2 |