| Tag |
Field Name |
Req'd |
Comments |
| 295 |
NoQuoteEntries |
Y |
The number of quote entries for a QuoteSet. |
| => |
299 |
QuoteEntryID |
Y |
Uniquely identifies the quote as part of a QuoteSet.
Must be used if NoQuoteEntries is used
|
| => |
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. |
