Request for Quote (RFQ)

An RFQ is a trading protocol where an institution asks one or more market makers to submit a price for a specific transaction. It is widely used in ETF and options markets alongside continuous electronic quoting.

What is a request for quote?

A request for quote, commonly abbreviated as RFQ, is a trading protocol in which an institution asks one or more liquidity providers to submit a price for a specific transaction. Unlike continuous exchange trading, where orders are placed into a public order book and matched automatically, an RFQ is initiated by the requester and directed to selected counterparties who each respond with a quoted price. The requester then decides whether to trade and, if multiple quotes were requested, which provider to trade with.

RFQs sit alongside continuous electronic quoting rather than replacing it. Market makers like Optiver quote the same ETFs and options continuously on-screen as well, but an RFQ lets an institution pull a firm, sized price for a specific transaction without relying on what is visible at that moment on the order book. RFQs are most established in ETF trading, where they account for a significant share of institutional off-screen flow, and are also widely used for larger options trades and multi-leg structures.

What does a request for quote mean for the markets?

RFQs allow market participants to access liquidity for instrument and size combinations that may not be readily available on the order book at that moment. The key benefit for the requester is price certainty: once a quote is accepted, the price is fixed and the trade is executed at that level. For market makers, responding to RFQs is one of the ways they provide liquidity to institutional counterparties with specific requirements that cannot easily be met by lifting a sequence of smaller orders from the public order book.

Platforms used for RFQ trading in ETFs and equities include Tradeweb, Bloomberg RFQE, and RFQ-Hub.

RFQ differs from

trading: an RFQ is an on-demand quote request for a specific transaction, while DCP is a continuously streamed bilateral price relationship with a named institutional counterparty.

Example Request for Quote

Suppose an asset manager wants to purchase €25 million of a European equity ETF that tracks a broad Eurozone index. Lifting this size from the on-screen order book would likely move the ETF's quoted price and result in a worse average execution. The asset manager sends an RFQ to several market makers, specifying the ETF, the direction (buy), and the notional size. Their systems evaluate the request, check the cost of hedging the resulting position in the underlying basket, and respond within milliseconds. One market maker returns a price of bid €99.85, offer €99.95. The asset manager accepts the offer and buys the €25 million block at €99.95 per share, with a known execution price before committing to the trade.

Market makers also provide continuous two-way pricing on the same instruments via the public order book. For more on how that works, see our explainer on Electronic Trading.

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