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RFQ Request <AH> message – FIX 4.4 – FIX Dictionary

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FIX 4.4 : RFQ Request <AH> message

Structure | Related Messages

Description

In tradeable and restricted tradeable quoting markets - Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. Quote 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 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

=> 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 Requests that are sent into a market
<MessageTrailer> Y

 

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