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"
}