Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 295 | NoQuoteEntries | N | The number of quotes for this Symbol (QuoteSet) that follow in this message. | |
| → | 299 | QuoteEntryID | N |
Uniquely identifies the quote across the complete set of all quotes for a given quote provider. First field in repeating group. Required if NoQuoteEntries > 0. |
| → | Component Block - <Instrument> | N | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | |
| → | Component Block - <InstrmtLegGrp> | N | ||
| → | 132 | BidPx | N | If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx 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, OfferPx 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 |
| → | 631 | MidPx | N | |
| → | 632 | BidYield | N | |
| → | 633 | MidYield | N | |
| → | 634 | OfferYield | N | |
| → | 60 | TransactTime | N | |
| → | 336 | TradingSessionID | N | |
| → | 625 | TradingSessionSubID | N | |
| → | 64 | SettlDate | 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 | SettlDate2 | N | Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. |
| → | 192 | OrderQty2 | N | Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. |
| → | 642 | BidForwardPoints2 | N | Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value |
| → | 643 | OfferForwardPoints2 | N | Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value |
| → | 15 | Currency | N | Can be used to specify the currency of the quoted price. |
| → | 2897 | CurrencyCodeSource | N | |
| → | 775 | BookingType | N | |
| → | 528 | OrderCapacity | N | |
| → | 529 | OrderRestrictions | N | |
| → | 1167 | QuoteEntryStatus | N | |
| → | 368 | QuoteEntryRejectReason | N | Reason Quote Entry was rejected. |