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i Mass Quote

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.

Structure

TagNameTypeRequiredDescription
Component
Required
131StringRequired when quote is in response to a Quote Request message
117String
Required
537Int EnumType of Quote Default is Indicative if not specified
301Int EnumLevel of Response requested from receiver of quote messages
ComponentThe set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
1String
660Int Enum
581Int EnumType of account associated with the order (Origin)
293QuantityDefault Bid Size for quote contained within this quote message - if not explicitly provided
294QuantityDefault Offer Size for quotes contained within this quote message - if not explicitly provided
Component
Required
The number of sets of quotes in the message
Component
Required