Indexes

Message Layouts
PreTrade

Message

AddOrderShort (e)

ID16310
Used to indicate individual orders of an MBO snapshot.
83
Y
Length of message including this field.
90
Y
0x65=Add Order Short – MBO
124
Y
Unique identifier of the order.
170
Y
Displayed size of the order.
134
Y
Limit price of the order. Implied price if instrument trades in yield.
227
Y
Yield, if the instrument trades in yield.
128
Y
Identity, if trading participant that submitted the order.

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