{"id":7150,"date":"2025-08-28T22:36:23","date_gmt":"2025-08-29T03:36:23","guid":{"rendered":"https:\/\/librarytestdev.wpenginepowered.com\/?post_type=doc&p=7150"},"modified":"2025-12-11T19:09:13","modified_gmt":"2025-12-12T01:09:13","slug":"quote-request-r-message-2","status":"publish","type":"doc","link":"https:\/\/library-staging.tradingtechnologies.com\/tt-fix\/tt-fix-market-data\/supported-application-messages-tt-fix-market-data\/quote-request-r-message-2\/","title":{"rendered":"Quote Request (R) Message"},"content":{"rendered":"\n

Quote Request (R) message<\/h2>\n\n\n\n
\n

Purpose<\/h3>\n

Used to request quotes from brokers prior to placing an order.<\/p>\n

\n Note<\/strong>: When a FIX client sends a\n Market Data Request (V)<\/a>\n for a given instrument with SubscriptionRequestType=1<\/strong> to\n create a market data subscription, that client is automatically subscribed\n for RFQ messages for that instrument.\n <\/p>\n <\/div>\n\n\n\n

\n

Message Direction<\/h3>\n

\n From TT FIX to FIX client only. FIX clients cannot submit Quote Requests\n (RFQs) via the TT Security Data service.\n <\/p>\n <\/div>\n\n\n\n

Tag Directory<\/h3>\n\n\n\n

Click the links below to navigate to the documentation for that tag.<\/p>\n\n\n\n

\n \n
\n\n
\n \n \n
\n
\n 8<\/a>9<\/a>10<\/a>15<\/a>34<\/a>35<\/a>38<\/a>43<\/a>44<\/a>48<\/a>49<\/a>50<\/a>52<\/a>54<\/a>55<\/a>56<\/a>97<\/a>100<\/a>107<\/a>116<\/a>122<\/a>129<\/a>142<\/a>146<\/a>167<\/a>200<\/a>201<\/a>202<\/a>205<\/a>206<\/a>207<\/a>460<\/a>537<\/a>541<\/a>743<\/a>864<\/a>865<\/a>866<\/a>1145<\/a>16853<\/a>16854<\/a>16855<\/a>16856<\/a>18211<\/a> <\/div>\n <\/div>\n \n
\n
\n \n \n \n
\n QuoteRequest <\/caption>\n
Tag<\/th>Name<\/th>Type<\/th>Required<\/th>Comments<\/th> <\/tr>\n <\/thead>\n
Header <\/span><\/span><\/td>Y<\/span><\/td>

For additional information about this component group, consult the documentation<\/a>.<\/p>\n

<\/div>

35=R (MsgType)<\/p>\n<\/td><\/tr>

8<\/td>BeginString<\/td>STRING<\/td>Y<\/span><\/td>

FIX protocol version<\/p>\n

The tag indicates the beginning of a new message.<\/p>\n

This tag must be the first tag in the message.<\/p>\n

<\/div>

You must set the value to FIX.4.2<\/strong> or FIX.4.4<\/strong>.<\/p>\n<\/td><\/tr>

9<\/td>BodyLength<\/td>INT<\/td>Y<\/span><\/td>

Message length (in characters)<\/p>\n

\n The value represents number of characters in the message following
\n this tag up to, and including, the delimiter immediately preceding Tag
\n 10 (CheckSum). This tag must be the second field in a message.\n <\/p>\n<\/td><\/tr>

35<\/td>MsgType<\/td>STRING<\/td>Y<\/span><\/td>

Type of message contained in the message body<\/p>\n

This tag must appear third in the list of header tags.<\/p>\n

Possible values:<\/strong>
  • 0<\/strong>: Heartbeat<\/li>
  • 1<\/strong>: Test Request<\/li>
  • 2<\/strong>: Resend Request<\/li>
  • 3<\/strong>: Reject<\/li>
  • 4<\/strong>: Sequence Reset<\/li>
  • 5<\/strong>: Logout<\/li>
  • 8<\/strong>: Execution Report<\/li>
  • 9<\/strong>: Order Cancel Reject<\/li>
  • A<\/strong>: Logon<\/li>
  • B<\/strong>: News<\/li>
  • c<\/strong>: Security Definition Request<\/li>
  • D<\/strong>: Order Single<\/li>
  • d<\/strong>: Security Definition<\/li>
  • e<\/strong>: Security Status Request<\/li>
  • f<\/strong>: Security Status<\/li>
  • F<\/strong>: Order Cancel Request<\/li>
  • G<\/strong>: Order Cancel Replace Request<\/li>
  • H<\/strong>: Order Status Request<\/li>
  • Q<\/strong>: Don’t Know Trade (Inbound Drop Copy only)<\/li>
  • R<\/strong>: Quote Request<\/li>
  • V<\/strong>: Market Data Request<\/li>
  • W<\/strong>: Market Data Snapshot Full Refresh<\/li>
  • X<\/strong>: Market Data Incremental Refresh<\/li>
  • Y<\/strong>: Market Data Request Reject<\/li>
  • AD<\/strong>: Trade Capture Report Request<\/li>
  • AE<\/strong>: Trade Capture Report<\/li>
  • AQ<\/strong>: Trade Capture Report Request Ack<\/li><\/ul><\/div><\/td><\/tr>
49<\/td>SenderCompID<\/td>STRING<\/td>Y<\/span><\/td>

ID of the FIX session<\/p>\n

The value will be the same value the FIX client sends in tag 56 (TargetCompID) in its requests to TT FIX.<\/p>\n<\/td><\/tr>

56<\/td>TargetCompID<\/td>STRING<\/td>Y<\/span><\/td>

FIX client ID, corresponding to the SenderCompID specified for the user in TT User Setup<\/p>\n

The value is the same as sent in tag 49 (SenderCompID) in FIX client requests.<\/p>\n<\/td><\/tr>

50<\/td>SenderSubID<\/td>STRING<\/td>C<\/span>

Sent if TT User Setup specifies an exchange operator ID<\/p>\n<\/div><\/td>

Unique ID for the message sender<\/p>\n

<\/div>

For CME, the value corresponds to the Operator ID.<\/p>\n<\/td><\/tr>

142<\/td>SenderLocationID<\/td>STRING<\/td>N<\/span><\/td>

Specific message originator’s location (i.e. geographic location and\/or
\n desk, trader)<\/p>\n<\/td><\/tr>

116<\/td>OnBehalfOfSubID<\/td>STRING<\/td>N<\/span><\/td>

Unique Trader ID (can also be provided in Tag 50 (SenderSubID))<\/p>\n

The value maps to the Alias<\/strong> field configured for a user in Setup.<\/p>\n<\/td><\/tr>

129<\/td>DeliverToSubID<\/td>STRING<\/td>C<\/span>

Sent in Execution Report (8)<\/a> and Order Cancel Reject (9)<\/a> messages.<\/p>\n<\/div><\/td>

Value of Tag 116 (OnBehalfOfSubID) in the FIX client request.<\/p>\n<\/td><\/tr>

34<\/td>MsgSeqNum<\/td>SEQNUM<\/td>Y<\/span><\/td>

Message sequence number<\/p>\n<\/td><\/tr>

43<\/td>PossDupFlag<\/td>BOOLEAN<\/td>C<\/span>

Sent when TT FIX resends messages<\/p>\n<\/div><\/td>

Whether the sequence number for this message is already used<\/p>\n

Possible values:<\/strong>
  • N<\/strong>: NO: Original transmission<\/li>
  • Y<\/strong>: YES: Possible duplicate<\/li><\/ul><\/div><\/td><\/tr>
97<\/td>PossResend<\/td>BOOLEAN<\/td>C<\/span>

Sent when TT FIX restarts after encountering a corrupt FIX message cache, and only until it completes the initial download.<\/p>\n<\/div><\/td>

Whether the message might contain information that has been sent under another sequence number<\/p>\n

Possible values:<\/strong>
  • N<\/strong>: NO: Original transmission<\/li>
  • Y<\/strong>: YES: Possible resend<\/li><\/ul><\/div><\/td><\/tr>
122<\/td>OrigSendingTime<\/td>UTCTIMESTAMP<\/td>C<\/span>

Sent when TT FIX resends a message<\/p>\n<\/div><\/td>

Original time of message transmission, when transmitting orders as the result of a resend request<\/p>\n

Always expressed in UTC. <\/p>\n<\/td><\/tr>

52<\/td>SendingTime<\/td>UTCTIMESTAMP<\/td>Y<\/span><\/td>

Time, in UTC, the message was sent.<\/p>\n<\/td><\/tr><\/tbody><\/table><\/td><\/tr>

146<\/td>NoRelatedSym<\/td>NUMINGROUP<\/td>Y<\/span><\/td>

Number of underlying instruments contained in this repeating group.<\/p>\n<\/td><\/tr>

55<\/td>Symbol<\/td>STRING<\/td>N<\/span><\/td>

Exchange-provided product symbol for the tradable product.<\/p>\n<\/td><\/tr>

107<\/td>SecurityDesc<\/td>STRING<\/td>N<\/span><\/td>

Security description.<\/p>\n<\/td><\/tr>

460<\/td>Product<\/td>INT<\/td>N<\/span><\/td>

Product type associated with the security.<\/p>\n

Possible values:<\/strong>
  • 1<\/strong>: Agency<\/li>
  • 2<\/strong>: Commodity<\/li>
  • 3<\/strong>: Corporate<\/li>
  • 4<\/strong>: Currency<\/li>
  • 5<\/strong>: Equity<\/li>
  • 6<\/strong>: Government<\/li>
  • 7<\/strong>: Index<\/li>
  • 8<\/strong>: Loan<\/li>
  • 9<\/strong>: Money market<\/li>
  • 10<\/strong>: Mortgage<\/li>
  • 11<\/strong>: Municipal<\/li>
  • 12<\/strong>: Other<\/li>
  • 13<\/strong>: Financing<\/li>
  • 14<\/strong>: Energy<\/li><\/ul><\/div><\/td><\/tr>
167<\/td>SecurityType<\/td>STRING<\/td>N<\/span><\/td>

Asset class of the instrument.<\/p>\n

<\/div>

Possible values:<\/strong><\/p>\n

    \n
  • CS<\/strong>: common stock<\/li>\n
  • CUR<\/strong>: currency<\/li>\n
  • FOR<\/strong>: Spot FX<\/li>\n
  • FUT<\/strong>: future<\/li>\n
  • MLEG<\/strong>: multi-leg<\/li>\n
  • NDF<\/strong>: Non-Deliverable Forwards<\/li>\n
  • NONE<\/strong>: No security type (Not valid for 35=c, e or V)<\/li>\n
  • OPT<\/strong>: option<\/li>\n
  • SPOT<\/strong>: EEX spot products<\/li>\n
  • TBOND<\/strong>: treasury bond<\/li>\n
  • INDEX<\/strong>: index<\/li>\n<\/ul>\n<\/td><\/tr>
200<\/td>MaturityMonthYear<\/td>MONTHYEAR<\/td>N<\/span><\/td>

Month and year the instrument reaches maturity in the format YYYYMM<\/i>.<\/p>\n<\/td><\/tr>

541<\/td>MaturityDate<\/td>LOCALMKTDATE<\/td>N<\/span><\/td>

Maturity date in format YYYYMMDD.<\/p>\n<\/td><\/tr>

205<\/td>MaturityDay<\/td>DAYOFMONTH<\/td>N<\/span><\/td>

Day of expiration for the instrument.<\/p>\n<\/td><\/tr>

201<\/td>PutOrCall<\/td>INT<\/td>C<\/span>

Sent when Tag 167 (SecurityType) is OPT.<\/p>\n<\/div><\/td>

Whether the option represents a put or call<\/p>\n

Possible values:<\/strong>
  • 0<\/strong>: Put<\/li>
  • 1<\/strong>: Call<\/li><\/ul><\/div><\/td><\/tr>
202<\/td>StrikePrice<\/td>PRICE<\/td>C<\/span>

Sent when Tag 167 (SecurityType) is OPT.<\/p>\n<\/div><\/td>

Strike price for an option<\/p>\n<\/td><\/tr>

206<\/td>OptAttribute<\/td>CHAR<\/td>N<\/span><\/td>

Additional information about the option contract.<\/p>\n<\/td><\/tr>

18211<\/td>DeliveryTerm<\/td>CHAR<\/td>C<\/span>

Sent when the delivery term is not monthly.<\/p>\n<\/div><\/td>

Term of delivery for the instrument.<\/p>\n

<\/div>

TT FIX uses this value to identify contracts that do not have a monthly delivery term.<\/p>\n

<\/div>

Note:<\/span><\/strong> When Tag 18211 DeliveryTerm<\/b> equals any value except<\/b> \u2018M\u2019, \u2018Y\u2019 or \u2018Q\u2019, then you must specify the delivery day\/date in Tag 205 MaturityDay<\/b> or Tag 541 MaturityDate<\/b>.<\/p>\n

Possible values:<\/strong>
  • A<\/strong>: Same day<\/li>
  • B<\/strong>: Balance of month<\/li>
  • C<\/strong>: End of Month<\/li>
  • D<\/strong>: Day<\/li>
  • E<\/strong>: Weekly<\/li>
  • H<\/strong>: Hour<\/li>
  • L<\/strong>: Balance of week<\/li>
  • M<\/strong>: Month<\/li>
  • N<\/strong>: Next day<\/li>
  • P<\/strong>: Pack<\/li>
  • Q<\/strong>: Quarterly<\/li>
  • S<\/strong>: Seasonal<\/li>
  • T<\/strong>: Weekend<\/li>
  • U<\/strong>: Bundle<\/li>
  • V<\/strong>: Variable<\/li>
  • W<\/strong>: Week<\/li>
  • X<\/strong>: Custom<\/li>
  • Y<\/strong>: Year<\/li>
  • Note<\/strong>: The following values are only available for EPEX and Nord Pool:<\/li>
  • a<\/strong>: Quarter hour<\/li>
  • b<\/strong>: Half hour<\/li>
  • c<\/strong>: One hour<\/li>
  • d<\/strong>: Two hour<\/li>
  • e<\/strong>: Four hour<\/li>
  • f<\/strong>: Eight hour<\/li>
  • g<\/strong>: One plus two<\/li>
  • h<\/strong>: Three plus four<\/li>
  • i<\/strong>: Baseload<\/li>
  • j<\/strong>: Peakload<\/li>
  • k<\/strong>: Overnight<\/li>
  • l<\/strong>: Extended peak<\/li><\/ul><\/div><\/td><\/tr>
743<\/td>DeliveryDate<\/td>LOCALMKTDATE<\/td>N<\/span><\/td>

Date for contract delivery<\/p>\n<\/td><\/tr>

48<\/td>SecurityID<\/td>STRING<\/td>N<\/span><\/td>

TT security ID that uniquely identifies the instrument in the TT platform.<\/p>\n<\/td><\/tr>

207<\/td>SecurityExchange<\/td>EXCHANGE<\/td>N<\/span><\/td>

Name of the market where the instrument trades.<\/p>\n

TT FIX uses this value to identify the exchange that offers the
\nsecurity.<\/p>\n

Possible values:<\/strong>
  • AGGREGATOR<\/strong><\/li>
  • ALGO<\/strong><\/li>
  • ASE<\/strong><\/li>
  • ASX<\/strong><\/li>
  • B3<\/strong><\/li>
  • BitMEX<\/strong><\/li>
  • BrokerTec<\/strong><\/li>
  • Cboe<\/strong><\/li>
  • CboeFX_SW_NY<\/strong><\/li>
  • CBOT<\/strong><\/li>
  • CFE<\/strong><\/li>
  • CME<\/strong><\/li>
  • Coinbase<\/strong><\/li>
  • CoinFLEX<\/strong><\/li>
  • CurveGlobal<\/strong><\/li>
  • CZCE<\/strong><\/li>
  • DCE<\/strong><\/li>
  • DGCX<\/strong><\/li>
  • EEX<\/strong><\/li>
  • Eurex<\/strong><\/li>
  • Euronext<\/strong><\/li>
  • Fenics<\/strong><\/li>
  • FEX<\/strong><\/li>
  • HKEX<\/strong><\/li>
  • ICE<\/strong><\/li>
  • ICE_L<\/strong><\/li>
  • IDEM<\/strong><\/li>
  • INE<\/strong><\/li>
  • KCG<\/strong><\/li>
  • KRK<\/strong><\/li>
  • LME<\/strong><\/li>
  • LSE<\/strong><\/li>
  • MEFF<\/strong><\/li>
  • MEXDER<\/strong><\/li>
  • MX<\/strong><\/li>
  • NDAQ_EU<\/strong><\/li>
  • NFI<\/strong><\/li>
  • NFX<\/strong><\/li>
  • OSE<\/strong><\/li>
  • SGX<\/strong><\/li>
  • TFEX<\/strong><\/li>
  • TFX<\/strong><\/li>
  • TOCOM<\/strong><\/li><\/ul><\/div><\/td><\/tr>
100<\/td>ExDestination<\/td>EXCHANGE<\/td>N<\/span><\/td>

Name of the sub-market where the instrument trades.<\/p>\n

<\/div>

ISO 10383 defines a comprehensive list of MIC codes<\/a>.<\/p>\n

<\/div>

TT FIX uses this value to identify a security.<\/p>\n<\/td><\/tr>

15<\/td>Currency<\/td>CURRENCY<\/td>N<\/span><\/td>

ISO-standard symbol for the instrument\u2019s trading currency.<\/p>\n<\/td><\/tr>

537<\/td>QuoteType<\/td>INT<\/td>N<\/span><\/td>

Type of quote being requested from counterparty or market<\/p>\n

Possible values:<\/strong>
  • 0<\/strong>: Indicative<\/li>
  • 1<\/strong>: Tradable<\/li>
  • 99<\/strong>: Cross trade request<\/li>
  • 255<\/strong>: Unknown<\/li><\/ul><\/div><\/td><\/tr>
54<\/td>Side<\/td>CHAR<\/td>N<\/span><\/td>

Side of the order<\/p>\n

Possible values:<\/strong>
  • 1<\/strong>: Buy<\/li>
  • 2<\/strong>: Sell<\/li>
  • 3<\/strong>: Buy minus<\/li>
  • 4<\/strong>: Sell plus<\/li>
  • 5<\/strong>: Sell short<\/li>
  • 6<\/strong>: Sell short exempt<\/li>
  • 7<\/strong>: Undisclosed<\/li>
  • 8<\/strong>: Cross<\/li>
  • 9<\/strong>: Cross short<\/li>
  • B<\/strong>: As Defined (FIX 4.4 only)<\/li>
  • C<\/strong>: Opposite (FIX 4.4 only)<\/li><\/ul><\/div><\/td><\/tr>
38<\/td>OrderQty<\/td>QTY<\/td>N<\/span><\/td>

Total order quantity<\/p>\n<\/td><\/tr>

44<\/td>Price<\/td>PRICE<\/td>N<\/span><\/td>

Price of the instrument.<\/p>\n<\/td><\/tr>

864<\/td>NoEvents<\/td>NUMINGROUP<\/td>N<\/span><\/td>

Number of entries in the event types repeating group<\/p>\n<\/td><\/tr>

865<\/td>EventType<\/td>INT<\/td>N<\/span><\/td>

Type of event<\/p>\n

Possible values:<\/strong>
  • 5<\/strong>: Expiry date<\/li>
  • 6<\/strong>: Last trading date<\/li>
  • <\/strong>: The following values are only available for EPEX and Nord Pool:<\/li>
  • 13<\/strong>: First delivery date<\/li>
  • 14<\/strong>: Last delivery date<\/li>
  • 101<\/strong>: First trading date<\/li>
  • 102<\/strong>: SDAT first trading date<\/li><\/ul><\/div><\/td><\/tr>
866<\/td>EventDate<\/td>LOCALMKTDATE<\/td>N<\/span><\/td>

Date the event occurred<\/p>\n<\/td><\/tr>

1145<\/td>EventTime<\/td>UTCTIMESTAMP<\/td>N<\/span><\/td>

Note:<\/b> This tag is only available for EPEX and Nord Pool.<\/p>\n

Specific time of event. Use in combination with EventDate <866>.<\/p>\n<\/td><\/tr>

16853<\/td>ParentVendorUserID<\/td>STRING<\/td>N<\/span><\/td>

For internal TT use only<\/p>\n<\/td><\/tr>

16854<\/td>ParentVendorAccountID<\/td>STRING<\/td>N<\/span><\/td>

For internal TT use only<\/p>\n<\/td><\/tr>

16855<\/td>ParentVendorBrokerID<\/td>STRING<\/td>N<\/span><\/td>

For internal TT use only<\/p>\n<\/td><\/tr>

16856<\/td>ParentVendorProfileID<\/td>STRING<\/td>N<\/span><\/td>

For internal TT use only<\/p>\n<\/td><\/tr>

Trailer <\/span><\/span><\/td>Y<\/span><\/td>

For additional information about this component group, consult the full documentation<\/a>.<\/p>\n<\/td><\/tr>

10<\/td>CheckSum<\/td>STRING<\/td>Y<\/span><\/td>

Unencrypted three-character checksum<\/p>\n

This tag must always be the last field in a message (i.e. it serves, with the trailing <SOH>, as the end-of-message delimiter).<\/p>\n<\/td><\/tr><\/tbody><\/table><\/td><\/tr> <\/tbody>\n <\/table><\/div>\n <\/figure>\n<\/div>\n\n\n

\n

Message Notes<\/h3>\n

\n The Quote Request (R) message is used to request quotes from brokers prior\n to placement of an order. This message is commonly referred to as a\n Request For Quote (RFQ).\n <\/p>\n

\n

Related Information<\/h3>\n

\n Market Data Request (V)<\/a>\n <\/p>\n

\n Market Data Snapshot (W)<\/a>\n <\/p>\n

\n Market Data Request Reject (Y)<\/a>\n <\/p>\n <\/div>\n","protected":false},"excerpt":{"rendered":"

Quote Request (R) message Purpose Used to request quotes from brokers prior to placing an order. Note: When a […]<\/p>\n","protected":false},"author":2,"template":"","meta":{"_acf_changed":false,"footnotes":""},"docs-category":[1653],"class_list":["post-7150","doc","type-doc","status-publish","hentry","docs-category-supported-application-messages-tt-fix-market-data"],"acf":[],"_links":{"self":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/7150","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc"}],"about":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/types\/doc"}],"author":[{"embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/users\/2"}],"version-history":[{"count":0,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/7150\/revisions"}],"wp:attachment":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/media?parent=7150"}],"wp:term":[{"taxonomy":"docs-category","embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/docs-category?post=7150"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}