Mass Quote StandardHeader Standard Header Y MsgType = i (lowercase) 131 QuoteReqID QuoteReqID N Required when quote is in response to a Quote Request message 117 QuoteID QuoteID Y 301 QuoteResponseLevel QuoteResponseLevel N Level of Response requested from receiver of quote messages. 293 DefBidSize DefBidSize N Default Bid Size for quote contained within this quote message - if not explicitly provided. 294 DefOfferSize DefOfferSize N Default Offer Size for quotes contained within this quote message - if not explicitly provided. 296 NoQuoteSets NoQuoteSets Y The number of sets of quotes in the message
Defaults to 1 quote set if not set 302 QuoteSetID QuoteSetID Y Sequential number for the Quote Set. For a given QuoteID - assumed to start at 1.
Must be used if NoQuoteSets is used. 311 UnderlyingSymbol UnderlyingSymbol Y 312 UnderlyingSymbolSfx UnderlyingSymbolSfx N 309 UnderlyingSecurityID UnderlyingSecurityID N 305 UnderlyingIDSource UnderlyingIDSource N 310 UnderlyingSecurity Type UnderlyingSecurity Type N 313 UnderlyingMaturityMonthYear UnderlyingMaturityMonthYear N 314 UnderlyingMaturityDay UnderlyingMaturityDay N 315 UnderlyingPutOrCall UnderlyingPutOrCall N 316 UnderlyingStrikePrice UnderlyingStrikePrice N 317 UnderlyingOptAttribute UnderlyingOptAttribute N 435 UnderlyingContractMultiplier UnderlyingContractMultiplier N For Fixed Income, Convertible Bonds, Derivatives, etc. 436 UnderlyingCouponRate UnderlyingCouponRate N For Fixed Income. 308 UnderlyingSecurity Exchange UnderlyingSecurity Exchange N 306 UnderlyingIssuer UnderlyingIssuer N 362 EncodedUnderlyingIssuerLen EncodedUnderlyingIssuerLen N Must be set if EncodedUnderlyingIssuer field is specified and must immediately precede it. 363 EncodedUnderlyingIssuer EncodedUnderlyingIssuer N Encoded (non-ASCII characters) representation of the UnderlyingIssuer field in the encoded format specified via the MessageEncoding field. 307 UnderlyingSecurity Desc UnderlyingSecurity Desc N 364 EncodedUnderlyingSecurityDescLen EncodedUnderlyingSecurityDescLen N Must be set if EncodedUnderlyingSecurityDesc field is specified and must immediately precede it. 365 EncodedUnderlyingSecurityDesc EncodedUnderlyingSecurityDesc N Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc field in the encoded format specified via the MessageEncoding field. 367 QuoteSetValidUntilTime QuoteSetValidUntilTime N 304 TotQuoteEntries TotQuoteEntries Y Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. 295 NoQuoteEntries NoQuoteEntries Y The number of quotes for this Symbol (QuoteSet) that follow in this message.
** Nested Repeating Group follows ** 299 QuoteEntryID QuoteEntryID Y Uniquely identifies the quote as part of a QuoteSet.
Must be used if NoQuoteEntries is used 55 Symbol Symbol N 65 SymbolSfx SymbolSfx N 48 SecurityID SecurityID N 22 IDSource IDSource N 167 SecurityType SecurityType N 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. 200 MaturityMonthYear MaturityMonthYear N For Options or Futures to specify the month and year of maturity. 205 MaturityDay MaturityDay N For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. 201 PutOrCall PutOrCall N For Options. 202 StrikePrice StrikePrice N For Options. 206 OptAttribute OptAttribute N For Options. 231 ContractMultiplier ContractMultiplier N For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. 223 CouponRate CouponRate N For Fixed Income. 207 SecurityExchange SecurityExchange N Can be used to identify the security. 106 Issuer Issuer N 354 EncodedIssuerLen EncodedIssuerLen N Must be set if EncodedIssuer field is specified and must immediately precede it. 355 EncodedIssuer EncodedIssuer N Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. 107 SecurityDesc SecurityDesc N 350 EncodedSecurityDescLen EncodedSecurityDescLen N Must be set if EncodedSecurityDesc field is specified and must immediately precede it. 351 EncodedSecurityDesc EncodedSecurityDesc N Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. 132 BidPx 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 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 BidSize N 135 OfferSize OfferSize N 62 ValidUntilTime ValidUntilTime N 188 BidSpotRate BidSpotRate N May be applicable for F/X quotes 190 OfferSpotRate OfferSpotRate N May be applicable for F/X quotes 189 BidForwardPoints BidForwardPoints N May be applicable for F/X quotes 191 OfferForwardPoints OfferForwardPoints N May be applicable for F/X quotes 60 TransactTime TransactTime N 336 TradingSessionID TradingSessionID N 64 FutSettDate FutSettDate N Can be used with forex quotes to specify a specific "value date" 40 OrdType OrdType N Can be used to specify the type of order the quote is for 193 FutSettDate2 FutSettDate2 N Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. 192 OrderQty2 OrderQty2 N Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. 15 Currency Currency N Can be used to specify the currency that the price was quoted in. StandardTrailer Standard Trailer Y