Bond Quote RDS Mapping

If the instrument is a bond, the data in the FIX message maps into a Bond Quote RDS message.

If the condition is met, the data in the FIX message maps into a Bond Quote RDS message. This data maps into the BOND_QUOTE table. The columns for this table are defined below.

BOND_QUOTE conditions

FIX Message Field

Table Column

SecurityID/Symbol

INSTRUMENT_ID

TransactTime

QUOTE_DATE

QuoteID

QUOTE_SEQ_NBR

Yield

YIELD

TransactTime

QUOTE_TIME

OfferPx

ASK_PRICE

OfferSize

ASK_SIZE

BidPx

BID_PRICE

BidSize

BID_SIZE


Created October 8, 2009. Send feedback on this help topic to Sybase Technical Publications: pubs@sybase.com