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.

Used In