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.

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