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QuoteBookOverview

QuoteBookOverview displays a summary of all prices sent to a Connector, in chronological order, during a 1-hour timeframe. QuoteBookOverview has the following attributes:

attributes description
timestamp (UTC) Time the quote was sent from the XCore.
price type The side of the quote book which the quote applied – BID/ASK.
price Price of the quote as streamed from the XCore.

Note: this is the quote after XCore mark-ups have been applied.
provider Name of the provider that the quote was originally received from.
provider ID XCore ID of the provider that the quote was originally received from.
quote entry ID Unique market data identifier for a specific quote entry (FIX Tag 299).