The Quote Request

The purpose of the quote request is to provide a specific real-time market data for a quote, for example the last, bid or ask price for a certain instrument.

The quote format

The quote request must be formed by three fields: quote keyword, contract symbol and quote field.

quote(SYMBOL, QUOTE_FIELD)

The SYMBOL parameter is the contract symbol used in QST for different types of instruments (futures, options, spreads).

Note

For futures, you can use either the standard symbol, e.g. EGCV20, or the corresponding perpetual symbol, e.g. EGC1- .

Likewise, for future spreads, the standard symbol can be used, e.g. ZCZ20:H21[SP], or the corresponding perpetual symbol, e.g. ZC1-:2-[SP] .

While for option instruments, you can either use the actual symbol of the option, e.g. EWZ20C3400 (E-mini S&P End of Month options), or using the underlying symbol instead, e.g. ESZ20{EW}C3400 .

The QUOTE_FIELD parameter represents the specific market data information requested for an instrument.
Possible QUOTE_FIELD values:

  • ls – Last Price

  • bd – Bid

  • ak - Ask

  • op – Open

  • hg – High

  • lw – Low

  • cl – Close

  • st - Settlement

  • ps - Previous Settlement

  • nc – Net change

  • pnc – Net change percent

  • aksz – Ask Size

  • bdsz – Bid Size

  • lssz – Last Size

  • vl – Volume

  • oi – Open Interest

  • td - Trading Day

  • EXP - Expiration Date

  • DTE - Calendar days to expiration

  • DTET - Trading days to expiration

  • CD - Contract Description

  • CM - Contract Month

  • ts – Timestamp Update

  • bdts – Bid Timestamp

  • akts – Ask Timestamp

  • lsts – Last Timestamp

  • hgts – High Timestamp

  • lwts – Low Timestamp

  • opsts - Open Session Timestamp

  • clsts - Close Session Timesamp

  • best - Best Price

  • ncbest - Best Net Change

  • dhlmin - DHL-Min

  • dhlmax - DHL-Max

Note

You can only request one specific piece of information per quote request, e.g. you can request a bid price or an ask price but not both in the same quote request.

Examples of quote request

  1. Requesting the bid price from the EGCZ20 (COMEX Gold) future:

=RTD("qst.rtd","","quote(EGCZ20,bd)")
../_images/quote_bid_future.png

  1. Requesting the last price from the ZCZ20:H21[SP] (CBOT Corn) future spread:

=RTD("qst.rtd","","quote(ZCZ20:H21[SP],ls)")
../_images/quote_last_spread.png

  1. Requesting the previous settlement price from the ESZ20{EF}C3300 (CME E-mini S&P) End-of-Month option:

=RTD("qst.rtd","","quote(ESZ20{EF}C3300,ps)")
../_images/quote_prevst_option.png