| 295 |
NoQuoteEntries
|
N |
The number of quotes for this Symbol (instrument) (QuoteSet) that follow in this message.
|
| → |
299 |
QuoteEntryID
|
Y |
Uniquely identifies the quote across the complete set of all quotes for a given quote provider.
|
| → |
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.
|
| → |
1749 |
TotalBidSize
|
N |
|
| → |
1750 |
TotalOfferSize
|
N |
|
| → |
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 |
|
