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In this model each QuoteSet represents a different Leg/value date, and each QuoteEntry for a given QuoteSet contains the Leg quote details provided by an individual LP, identified by reference to the "ExecutionVenue" EntryPassthruKey.

Whisperer does not apply any particular sorting across the QuoteEntries for a given QuoteSet, the Client is expected to apply their own rules for identification of "best price" etc.

QuoteEntries in MassQuote are sorted by best Bid/Offer.

• • SPT, FWD and NDF are sorted by BidPx/OfferPx.
  • SWP and NDS are sorted by Swap points.
  • BLK and NDB are sorted by SpotRate.

If two QuoteEntries have the same price, they will be ordered from Oldest to Newest.

Please also see Price RepresentationWhen submitting an order against a Basket MassQuote, the ExecutionVenue PartyRole must be provided, in addition to the QuoteID.

In both cases, standard RFS subscription rules apply - the subscription is terminated by a deal request or a pricing duration timeout.

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