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QuoteEntryGrp

TagNameTypeRequiredDescription
295NumInGroup
Required
The number of quote entries for a QuoteSet.
299String
Uniquely identifies the quote as part of a QuoteSet. First field in repeating group. Required if NoQuoteEntries > 0
55String
65String
48String
22String Enum
167String Enum
Must 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
200MonthYear
Specifies the month and year of maturity. Required if MaturityDay is specified
205DayOfMonth
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date
201Int Enum
For Options
202Price
For Options
206Char
For Options
231Float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount
223Float
For Fixed Income
207Exchange
Can be used to identify the security
106String
348Int
Must be set if EncodedIssuer field is specified and must immediately precede it
349Data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field
107String
350Int
Must be set if EncodedSecurityDesc field is specified and must immediately precede it
351Data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field
132Price
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
133Price
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
134Quantity
135Quantity
62UTCTimestamp
188Price
May be applicable for F/X quotes
190Price
May be applicable for F/X quotes
189PriceOffset
May be applicable for F/X quotes
191PriceOffset
May be applicable for F/X quotes
60UTCTimestamp
336String
64LocalMktDate
Can be used with forex quotes to specify a specific "value date"
40Char Enum
Can be used to specify the type of order the quote is for
193LocalMktDate
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of an F/X swap
192Quantity
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of an F/X swap
15Currency
Can be used to specify the currency of the quoted price

Used By