Mass Quote FIX Message

FIX Mass Quote messages map into two RDS message types: Stock Quote and Bond Quote.

Mass Quote FIX messages contain repeating groups for instruments. For each repeated grouping that instrument can have a repeated block of quote data. Each one of these quotes is processed in the same manner that a Quote FIX message is processed.

Stock Quote RDS Mapping
If the instrument is a stock, data in the FIX message maps into a Stock Quote RDS message, and is stored in the STOCK_QUOTE table.
Bond Quote RDS Mapping
If the instrument is a bond, data in the FIX message maps into a Bond Quote RDS message, and is stored in the BOND_QUOTE table.

Parent topic: FIX Message to Data Model Mappings

Created October 18, 2010. Send feedback on this help topic to Sybase Technical Publications: pubs@sybase.com