FIX 5.0 SP1 : <QuotSetGrp> component block

Structure | Used In

Description

Structure

Tag Field Name Req'd Comments
296 NoQuoteSets Y The number of sets of quotes in the message
=> 302 QuoteSetID Y

Sequential number for the Quote Set. For a given QuoteID – assumed to start at 1.

Must be the first field in the repeating group.

=> Component Block - <UnderlyingInstrument> N Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages"
=> 367 QuoteSetValidUntilTime N
=> 304 TotNoQuoteEntries Y Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set.
=> 893 LastFragment N Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
=> Component Block - <QuotEntryGrp> Y

Used In

Onix Solutions