RFQ

@experimental context type representing a Request For Quote (RFQ).

Schema

https://fdc3.finos.org/schemas/next/context/rfq.schema.json (github)

Type

fdc3.rfq

Properties

id (required)

type: object

Additional Properties

type: string

One or more identifiers that refer to the RFQ in an OMS or related system. Specific key names for systems are expected to be standardized in future.

name

type: string

An optional human-readable summary of the RFQ.

notes

type: string

A description or set of notes.

broker

type: string

product (required)

type: Product

Details of the order to be quoted for

Example

{
  "type": "fdc3.rfq",
  "id": {
    "rfqId": "RFQ12345"
  },
  "broker": "Broker ABC",
  "product": {
    "type": "fdc3.product",
    "id": {
      "productId": "SPY-CALLFLYWING+-20241220"
    },
    "instrument": {
      "type": "fdc3.instrument",
      "id": {
        "ticker": "SPY"
      }
    },
    "details": {
      "description": "SPY CF W+ 20DEC24 580/590/600 1x2x1 r572.99 d13% (PHLX)",
      "structureType": "Call Fly Wing+",
      "exchange": "PHLX",
      "size": {
        "min": 1000,
        "increment": 100,
        "type": "Lots"
      },
      "price": {
        "tick": 0.1,
        "type": "Price"
      },
      "legs": [
        {
          "type": "Call",
          "maturityDate": "2024-12-20",
          "strikePrice": 580,
          "ratioQty": 1,
          "side": "Buy"
        },
        {
          "type": "Call",
          "maturityDate": "2024-12-20",
          "strikePrice": 590,
          "ratioQty": -2,
          "side": "Sell"
        },
        {
          "type": "Call",
          "maturityDate": "2024-12-20",
          "strikePrice": 600,
          "ratioQty": 1,
          "side": "Buy"
        }
      ]
    }
  }
}