Code Set
QuoteAttributeTypeCodeSet
| ID | 2707 |
| Type | int |
| Pedigree | Added EP229 |
The type of attribute for the quote.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| QuoteAboveStandardMarketSize | 0 | Quote is above standard market size | In the context of ESMA pre-trade transparency under MiFIR to make prices public, the quote size is above standard market size, therefore the price is not made public. Applicable for cash equities instruments. | Added EP229 |
| QuoteAboveSpecificInstrumentSize | 1 | Quote is above size specific to the instrument | In the context of ESMA pre-trade transparency under MiFID to make public prices, the quote size is above the size specific to the instrument, therefore the price is not or will not be made public. Applicable for non-cash equities instruments. | Added EP229 |
| QuoteApplicableForLiquidtyProvisionActivity | 2 | Quote applicable for liquidity provision activity | In the context of ESMA RTS 24 Article 3, when QuoteAttributeValue(2708)=Y, it signifies that the quote was submitted "as part of a market making strategy pursuant to Articles 17 and 18 of Directive 2014/65/EU, or is submitted as part of another activity in accordance with Article 3" (of RTS 24). | Added EP229 |
| QuoteIssuerStatus | 3 | Quote issuer status | Indicate whether quote issuer is available or not. Can be used in the context of US CAT to indicate if a market maker’s quote is open (O) or closed (C) whenever the quote is sent to an inter-dealer quotation system. | Added EP253 |
| BidOrAskRequest | 4 | Bid or ask request | Indicate explicitly whether a request for a quote is a request for a bid or an ask. | Added EP253 |
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