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S Quote

This message contains quotes for a single instrument, an indication of the current price. It's used in response to a Quote Request <35=R> and may also be unsolicited.

If responding to a Quote Request <35=R>, this message must include the QuoteReqID (131) from the request. Unsolicited quotes will omit that field.

Orders can be created from quotes. Quoted orders include the QuoteID (117) and OrdType (40) = "previously quoted".

Structure

TagNameTypeRequiredDescription
Component
Required
131String
117String
Required
55String
Required
65String
48String
22String Enum
106String
107String
132Float
Required
133Float
134Int
135Int
62UTCTimestamp
Component
Required