Indexes

Message Layouts
PreTrade

Message

SIQuoting (G)

ID22743

Publishing Systematic Internaliser (SI) Quotes

Field
Name
Type
Req'd
Comments
Pedigree
83
Y

Length of message including this field.

90
Y

0x47=SI Quote

185
Y

Time the message was generated.

124
Y

Unique identifier of the order.

169
Y
170
Y

Displayed Size of the order.

70
Y

GTP Instrument identifier.

134
Y

Limit price of the order. Implied price if instrument trades in yield.

227
Y

Yield, if the instrument trades in yield.

171
Y

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

123
Y

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

128
Y

Identity of trading participant that submitted the order.

126
Y
153
Y

Reserved field.

36
Y

Currency of the SI Quote price.

215
Y

Identification of the regulatory regime under which the transaction was published. The value sent by the source venue is passed on.

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