Imported from previous forum
In the FIX 4.2 description of the Mass Quote message, do I understand correctly that UnderlyingSymbol and other Underlying* fields describe the details of a QuoteSet, and Symbol and other non-Underlying* fields describe the details of a QuoteEntry? I don’t see this stated explicitly, and the Field Definitions for the Underlying* fields talk about underlying securities, not about items common to a set of quotes.
The Examples for Mass Quote don’t match the message format. The message format says that each QuoteSet must have an UnderlyingSymbol, but the examples show Symbol instead. Should the Examples show UnderlyingSymbol rather than Symbol?
Thank you for your help.