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FIX 4.4 : RFQ Request <AH> message

Structure | Related Messages

Description

In tradeable and restricted tradeable quoting markets - Quote <S> Requests are issued by counterparties interested in ascertaining the market for an instrument. Quote <S> Requests are then distributed by the market to liquidity providers who make markets in the instrument. The RFQ Request <AH> is used by liquidity providers to indicate to the market for which instruments they are interested in receiving Quote <S> Requests. It can be used to register interest in receiving quote requests for a single instrument or for multiple instruments

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = AH
644 RFQReqID Y
146 NoRelatedSym Y

Number of related symbols (instruments) in Request
=> Component Block - <Instrument> Y

Insert here the set of "<Instrument>" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

=> 711 NoUnderlyings N

Number of underlyings
=> => Component Block - <UnderlyingInstrument> N

Must be provided if Number of underlyings > 0
=> 555 NoLegs N

Number of legs

Identifies a Multi-leg Execution if present and non-zero.
=> => Component Block - <InstrumentLeg> N

Must be provided if Number of legs > 0
=> 140 PrevClosePx N

Useful for verifying security identification
=> 303 QuoteRequestType N

Indicates the type of Quote Request <R> (e.g. Manual vs. Automatic) being generated.

=> 537 QuoteType N

Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable)
=> 336 TradingSessionID N
=> 625 TradingSessionSubID N
263 SubscriptionRequestType N

Used to subscribe for Quote <S> Requests that are sent into a market

<MessageTrailer> Y  

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