If the instrument is a stock, the data in the FIX message maps into a Stock Quote RDS message.
If the condition is met, the data in the FIX message maps into a Stock Quote RDS message. This data maps into the STOCK_QUOTE table. The columns for this table are defined below.
STOCK_QUOTE conditions
|
FIX Message Field
|
Table Column
|
|
SecurityID/Symbol
|
INSTRUMENT_ID
|
|
TransactTime
|
QUOTE_DATE
|
|
QuoteID
|
QUOTE_SEQ_NBR
|
|
SecurityID/Symbol
|
TRADING_SYMBOL
|
|
TransactTime
|
QUOTE_TIME
|
|
OfferPx
|
ASK_PRICE
|
|
OfferSize
|
ASK_SIZE
|
|
BidPx
|
BID_PRICE
|
|
BidSize
|
BID_SIZE
|