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Foreign Exchange
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Re: Market Data vs. Quote
Bruce Forman / Bloomberg Tradebook LLC 12 Mar 2009 9:10AM ET > > I am trying to understand when to use market data fields
> > (i.e.MarketDataRequest; Tag35 = V) as opposed to quote fields
> > (i.e.QuoteRequest Tag 35 = R).
> >
> > Can anyone help me on this?
> >
> > Thanks Bruce
>
> MarketDataRequest (msg type 35=V) used for subscribing ESPs (Executable
> StreamingPrices) where as QuoteRequest (msg type35=R) used for
> subscribing RFQs/RFSs (RequestForStream/Quote).I hope this helps.
Re: Market Data vs. Quote Bruce Forman / Bloomberg Tradebook LLC 12 Mar 2009 9:10AM ET |