Quotes
Bid, ask, indicative midpoint, spread, timestamps, and halt semantics.
#Field reference
| Field | Kind | Meaning |
|---|---|---|
| bid | SOURCE FIELD | Current source bid |
| ask | SOURCE FIELD | Current source ask |
| currency | SOURCE FIELD | Quote currency |
| isTradingHalt | SOURCE FIELD | Market halt flag |
| generatedAt | SOURCE FIELD | Upstream generation time |
| midpoint | DERIVED FIELD | (bid + ask) / 2 |
| spreadBps | DERIVED FIELD | (ask - bid) / midpoint Γ 10,000 |
#Display rules
The midpoint is always labeled INDICATIVE. It is never labeled last, close, mark, or execution price. Missing numeric fields render an em dash.
#Engine rules
The engine requires finite positive midpoint data, rejects halted and stale quotes, and keeps source time separate from receipt time.