Indexes

Message Layouts
PreTrade

Message

IndicativeQuoteInformation (Ç)

ID10921

Indicates the simple average of the bid and ask of a Request for Quote (RFQ) session.

Field
Name
Type
Req'd
Comments
Pedigree
83
Y

Length of message including this field.

90
Y

0x80=Indicative Quote Information

185
Y

Message dissemination time.

171
Y

Please refer to the Additional Field Values section for valid values.

19
Y

Indicative price of the quotes on the buy side of the RFQ. Will indicate the yield if the instrument is traded on yield.

9
Y

Indicative price of the quotes on the sell side of the RFQ. Will indicate the yield if the instrument is traded on yield.

71
Y

GTP Instrument Identifier.

155
Y

Unique ID assigned to a particular RFQ by the system.

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