Message: RFQ

File: WebAPI/market_data_2.proto

Description

Request for quotation (RFQ).

Used in

RFQSubscriptionReport, RealTimeMarketData

Fields

exchange_request_id

Type: string

Description: Exchange ID of the request.

utc_timestamp

Type: google.protobuf.Timestamp

Description: Timestamp provided by exchange (UTC).

side

Type: uint32

Description: Specifies side of active RFQ.

Source: RFQ.Side.

volume

Type: cqg.Decimal

Description: RFQ volume.

expiration_utc_timestamp

Type: google.protobuf.Timestamp

Description: Expiration time provided by exchange (UTC).

Enum Side

Description: Side of RFQ.

Values

•      SIDE_ANY = 0

     Any.

•      SIDE_BID = 1

     Bid.

•      SIDE_ASK = 2

     Ask.

•      SIDE_CROSS = 3

     Cross.