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Foreign Exchange
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Re: Market Data vs. Quote
Bruce Forman / Bloomberg Tradebook LLC
12 Mar 2009 9:15AM 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.
Thanks. That was very helpful. Is there a difference between ESP and RFS? When using Tag35 = R, how do you distinguish between RFS and RFQ?
Thanks again for the help.
Bruce Forman
Re: Market Data vs. Quote
Bruce Forman / Bloomberg Tradebook LLC 12 Mar 2009 9:15AM ET
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