Log in

QuoteEntryGrp

TagNameTypeRequiredDescription
295NumInGroup
Required
The number of quote entries for a QuoteSet.
299StringUniquely identifies the quote as part of a QuoteSet. First field in repeating group. Required if NoQuoteEntries > 0
55String
65String
48String
22String Enum
167String EnumMust be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required
200MonthYearSpecifies the month and year of maturity. Required if MaturityDay is specified
205DayOfMonthCan be used in conjunction with MaturityMonthYear to specify a particular maturity date
201Int EnumFor Options
202PriceFor Options
206CharFor Options
231FloatFor Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount
223FloatFor Fixed Income
207ExchangeCan be used to identify the security
106String
348IntMust be set if EncodedIssuer field is specified and must immediately precede it
349DataEncoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field
107String
350IntMust be set if EncodedSecurityDesc field is specified and must immediately precede it
351DataEncoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field
132PriceIf 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
133PriceIf 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
134Quantity
135Quantity
62UTCTimestamp
188PriceMay be applicable for F/X quotes
190PriceMay be applicable for F/X quotes
189PriceOffsetMay be applicable for F/X quotes
191PriceOffsetMay be applicable for F/X quotes
60UTCTimestamp
336String
64LocalMktDateCan be used with forex quotes to specify a specific "value date"
40Char EnumCan be used to specify the type of order the quote is for
193LocalMktDateCan be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of an F/X swap
192QuantityCan be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of an F/X swap
15CurrencyCan be used to specify the currency of the quoted price