This message can contain quotes for multiple securities to support 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.
A QuotSetGrp specifies the first level of repeating fields for the message. It represents a group of related quotes and may, for example, represent an option class.
Each QuotSetGrp contains the optional repeating group QuotEntryGrp which may represent an option series.
It's possible that the number of entries for a quote set could exceed the physical or practical message size. It may be necessary to fragment a message across multiple quote messages. Message size limits must be mutually agreed between counterparties.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| Component | ||||
| 131 | String | Required when quote is in response to a Quote Request message | ||
| 117 | String | |||
| 537 | Int Enum | Type of Quote | ||
| 2403 | Int Enum | |||
| 301 | Int Enum | Level of Response requested from receiver of quote messages | ||
| Component | ||||
| 1 | String | |||
| 660 | Int Enum | |||
| 581 | Int Enum | Type of account associated with the order (Origin) | ||
| 293 | Quantity | Default Bid Size for quote contained within this quote message - if not explicitly provided | ||
| 294 | Quantity | Default Offer Size for quotes contained within this quote message - if not explicitly provided | ||
| Component | The number of sets of quotes in the message | |||
| 2362 | String | |||
| 2964 | Int Enum | |||
| 1685 | Int Enum | |||
| 376 | String | |||
| 2404 | String | |||
| 2351 | Length | Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it | ||
| 2352 | Data | Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field | ||
| Component |