Quote Settings

Quote Settings

Get Quote Settings

The GetQuoteSettings message will cause the server to send back quote settings for either a single instrument or every instrument under an entire instrument class. The message takes either 1 or 2 parameters. The instrument class ID must be present and if it is the only parameter then each instrument in the entire instrument class will be sent back. If the instrument class ID and InstrumentID are both present then the quote settings snapshot will be returned for only the single instrument.

Syntax

GetQuoteSettings <InstrumentClassID> [InstrumentID]

Example

GetQuoteSettings 201 1244583
GetQuoteSettings 201

Set Quote Settings

The QuoteSettings message will set the quote settings for a single instrument. Settings available to be altered are the bid/ask edge, bid/ask quantity, and the bid/ask quantity multiplier. The example below shows us setting the quote settings for 0.25 edge on the bid side while sending a size of 10 to the market. The ask side has an edge of 0.50 and a size of 20. Both multipliers are set to a constant value of 1.

Syntax

QuoteSettings <InstrumentID> <BidEdge> <BidQuantity> <BidQtyMultiplier> <AskEdge> <AskQuantity> <AskQtyMultiplier> <UnderlyingBookDeltaMult> <MinTickMultiplier>

Example

QuoteSettings 1244583 0.25 10 1 0.50 20 1 0 1

Quote Settings Update

The QuoteSettingsUpdate notification will be sent to the client when the quote settings have changed for a particular instrument. The parameters of this notification are the same as the QuoteSettings notification.

Example

QuoteSettings 1244583 0.25 10 1 0.50 20 1 0 1