Quote schema
Id, Symbol, Datetime, expireTime, exposureDuration, tradingSession, tradingSessionSub,
settlType, settlDate, Currency, currencyFXRate, partyId, commPercentage, commType, bidPrice,
offerPrice, bidSize, minBidSize, totalBidSize, bidSpotRate, bidFwdPoints, offerSize, minOfferSize,
totalOfferSize, offerSpotRate, offerFwdPoints
For more information about the fields in this schema, refer to the FIX wiki (http://fixwiki.org/fixwiki/ExecutionReport/FIX.5.0SP2%2B)
| Field name | Field type | Description |
|---|---|---|
| Id | String | Unique identifier for the quote |
| Symbol | String | The ticker corresponding to the trade |
| Datetime | String | The date and time at which the quote was placed. The format is yyyy-mm-dd hh:mm:ss |
| expireTime | String | The date and time stamp when this quote will expire |
| exposureDuration | String | The time in seconds of a "Good for Time" (GFT) TimeInForce |
| tradingSession | String | Identifier for a trading session |
| tradingSessionSub | String | Optional market assigned sub identifier for a trading phase within a trading session |
| settlType | String | Indicates order settlement period. If present, SettlDate overrides this field. If both SettlType and SettDate are omitted, the default for SettlType is 0 (Regular) |
| settlDate | String | Specific date of trade settlement (SettlementDate) in YYYYMMDD format |
| Currency | String | The currency in which the quote price is represented |
| currencyFXRate | Float | The exchange rate that is used to calculate SettlCurrAmt from Currencyto SettlCurrency |
| partyId | String | The trader that is involved in this quote |
| commPercentage | Float | Percentage of commission |
| commType | String | Specifies the basis or unit that is used to calculate the total commission based on the rate |
| bidPrice | Float | Unit price of the bid |
| offerPrice | Float | Unit price of the offer |
| bidSize | Int | Quantity of bid |
| minBidSize | Int | Type of trade |
| totalBidSize | Int | |
| bidSpotRate | Float | Bid F/X spot rate |
| bidFwdPoints | Float | Bid F/X forward points added to spot rate. This can be a negative value |
| offerSize | Int | Quantity of the offer |
| minOfferSize | Int | Specifies the minimum offer size |
| totalOfferSize | Int | |
| offerSpotRate | Float | Offer F/X spot rate |
| offerFwdPoints | Float | Offer F/X forward points added to spot rate. This can be a negative value |