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Place buy and/or sell orders on one or more instruments. This endpoint can only be used after approval from the administrators. The repeating group structure follows the standard FIX specification, as follows:
TagNameTypeRequiredComments
117QuoteIDStringYesIdentifier of a mass quote message. Can be used to match trades to requests. We recommend using an incrementing counter.
9019MMPGroupStringYesCustom tag of the MMP group. An MMP group has to be used and only one quote can exist per instrument per side per MMP group.
62ValidUntilTimeUTCTimestampNoIndicates expiration time of indication for the request, in UTC.
296NoQuoteSetsNumInGroupYesThe number of QuoteSets in the repeating group.
=> 302QuoteSetIDStringYesIdentifier for the QuoteSet. Can be used in Quote Cancel (Z).
=> 304TotNoQuoteEntriesintNoTotal number of quotes for the quote set. IMPORTANT: For now, splitting QuoteSets over several messages is not supported.
=> 295NoQuoteEntriesNumInGroupYesNumber of quotes in the QuoteSet repeating group.
=> => 299QuoteEntryIDStringYesIdentifier of the quote. It is echoed in the Mass Quote Acknowledgement (b).
=> => 55SymbolStringYesCommon, “human understood” representation of the security, e.g., BTC-28JUL17, see instrument naming convention for more details.
=> => 132BidPxPriceNoBid price. If no price is supplied, only the quantity is amended.
=> => 133OfferPxPriceNoOffer price. If no price is supplied, only the quantity is amended.
=> => 134BidSizeQtyNoBid quantity in contracts. If no quantity is supplied, only the price is amended.
=> => 135OfferSizeQtyNoOffer quantity in contracts. If no quantity is supplied, only the price is amended.
=> => 18ExecInstMultipleCharValueNoSupports post-only and post-only-reject, see NewOrderSingle (D).
Mass Quote (i) requires Cancel On Disconnect enabled and MMP. Request example:
MassQuote
 QuoteID="MyQuote1"
 9019="default"
   NoQuote_sets=1
     QuoteSetID=1
     TotNoQuoteEntries=2
     NoQuoteEntries=2
	 QuoteEntry_id=1
     Symbol="BTC-PERPETUAL"
     BidPx=41000.0
     OfferPx=42000.0
     BidSize=10.0
     OfferSize=10.0
	 QuoteEntryID=2
     Symbol="BTC-29DEC23"
     BidPx=41500.0
     BidSize=5.0
In reply to Mass Quote (i), the server sends Mass Quote Acknowledgement (b) message as well as corresponding Execution Report-s (8). The reports and acknowledgement are send asynchronously and via different queues, so the precedence of acknowledgement message is not guaranteed.