Skip to content

QuoteBook

QuoteBook displays details for all layers of the liquidity book streamed to a connector or from a provider at a specific point in time. It supports PrimeXM FIX, MT4, MT5 and XCore-to-XCore connections; logs of other provider types may not be read correctly. QuoteBook has the below attributes:

attributes Description
Quote Entry ID Unique Market Data Identifier for a specific quote entry (FIX Tag 299).
Bid Provider ID The XCore ID of the provider the BID quote was originally received from.
Bid Provider Name of the provider the BID quote was originally received from.
Bid Volume Amount of available liquidity for the specific BID Quote.
Bid Price Price of the BID quote as streamed from the XCore.
Spread Difference between the BID and ASK price in pips.
Ask Price Price of the ASK quote as streamed from the XCore.
Ask Volume Amount of available liquidity for the specific ASK Quote.
Ask Provider Name of the provider the ASK quote was originally received from.
Ask Provider ID XCore ID of the provider the ASK quote was originally received from.

Important: In Global Mode, the quote book will change as specific points on the QuoteBookChart are clicked.