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Structure |
Related Messages
Description
The Quote <S> message is used as the response to a Quote Request <R> message and can be used to publish unsolicited quotes.
Quotes supplied as the result of a Quote Request <R> message are tagged with the appropriate QuoteReqID <131>, unsolicited quotes can be identified by the absence of a QuoteReqID <131>.
The symbol used for forex quotes is, in ISO codes, "currency1.currency2" (e.g. GBP.USD) and the quote will be returned as
a rate expressed as currency1/currency2. BidPx <132> indicates the rate at which the broker is willing to buy currency1 and deliver currency2, OfferPx <133> indicates the rate at which the broker is willing to sell currency1 and receive currency2. Indicative rates are quoted in
the BidPx <132> field and may contain a level in the BidSize <134> field.
Orders can be generated based on Quotes. Quoted orders include the QuoteID <117> and are OrdType <40> ='D' (Previously Quoted) or 'H' (Forex - Previously Quoted).
Structure
| Tag |
Field Name |
Req'd |
Comments |
| <MessageHeader> |
Y |
MsgType <35> = S
|
| 131 |
QuoteReqID |
N |
Required when quote is in response to a Quote Request <R> message
|
| 117 |
QuoteID |
Y |
|
| 55 |
Symbol |
Y |
|
| 65 |
SymbolSfx |
N |
|
| 48 |
SecurityID |
N |
|
| 22 |
IDSource |
N |
|
| 167 |
SecurityType |
N |
Must be specified if a Future or Option. If a Future: Symbol <55>, SecurityType <167>, and MaturityMonthYear <200> are required. If an Option: Symbol <55>, SecurityType <167>, MaturityMonthYear <200>, PutOrCall <201>, and StrikePrice <202> are required.
|
| 200 |
MaturityMonthYear |
N |
For Options or Futures to specify the month and year of maturity.
|
| 205 |
MaturityDay |
N |
For Options or Futures and can be used in conjunction with MaturityMonthYear <200> to specify a particular maturity date.
|
| 201 |
PutOrCall |
N |
For Options.
|
| 202 |
StrikePrice |
N |
For Options.
|
| 206 |
OptAttribute |
N |
For Options.
|
| 207 |
SecurityExchange |
N |
Can be used to identify the security.
|
| 106 |
Issuer |
N |
|
| 107 |
SecurityDesc |
N |
|
| 132 |
BidPx |
N |
If F/X quote, should be the 'all-in' rate (spot rate adjusted for forward points). Note that either BidPx <132>, OfferPx <133> or both must be specified.
|
| 133 |
OfferPx |
N |
If F/X quote, should be the 'all-in' rate (spot rate adjusted for forward points). Note that either BidPx <132>, OfferPx <133> or both must be specified.
|
| 134 |
BidSize |
N |
|
| 135 |
OfferSize |
N |
|
| 62 |
ValidUntilTime |
N |
|
| 188 |
BidSpotRate |
N |
May be applicable for F/X quotes
|
| 190 |
OfferSpotRate |
N |
May be applicable for F/X quotes
|
| 189 |
BidForwardPoints |
N |
May be applicable for F/X quotes
|
| 191 |
OfferForwardPoints |
N |
May be applicable for F/X quotes
|
| 60 |
TransactTime |
N |
|
| 64 |
FutSettDate |
N |
Can be used with forex quotes to specify a specific 'value date'
|
| 40 |
OrdType |
N |
Can be used to specify the type of order the quote is for
|
| 193 |
FutSettDate2 |
N |
Can be used with OrdType <40> = 'Forex - Swap' to specify the 'value date' for the future portion of a F/X swap.
|
| 192 |
OrderQty2 |
N |
Can be used with OrdType <40> = 'Forex - Swap' to specify the order quantity for the future portion of a F/X swap.
|
| <MessageTrailer> |
Y |
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Related Messages
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