object-type: quote¶

Attributes¶

object-id

See Common Attributes.

object-type

The string ‘quote’.

creator-id

See Common Attributes.

firm

The pricing source of the organization associated with this quote.

cusip

An identifier for the bond.

See object-type: bond.

Optional (one of ison or cusip must be set)

isin

And identifier for this bond.

See object-type: bond.

See: https://en.wikipedia.org/wiki/International_Securities_Identification_Number

Optional (one of ison or cusip must be set)

ask-price

The minimum price for which the firm is willing to sell the bond.

ask-qty

The maximum quantity the firm is willing to sell.

bid-price

The maximum price the firm is willing to pay to buy this bond.

bid-qty

The maximum quantity the firm is willing to buy.

timestamp

The time that the quote is created in relation to the current clock.

status

One of ‘Open’ or ‘Closed’.

Quotes are ‘Open’ if they have sufficient remaining buy and sell quantities and have not been explicitly cancelled.

Quotes move to ‘Closed’ status if they can no longer fulfill a round-lot order (buy or sell quantity < 100000) or if they are explicitly cancelled by an authorized member of the firm associated with the quote.

Example JSON¶

{
    "object-id" : "OBJECT_ID",
    "object-type" : "quote",
    "creator-id": "OBJECT_ID",
    "firm" : "SCGV",
    "isin" : "US00206RDA77",
    "ask-price" : "101-06 7/8",
    "ask-qty" : 1000000,
    "bid-price" : "101-05 7/8",
    "bid-qty" : 1000000,
    "timestamp" : 1469045984.965841,
    "status" : "Open"
 }