Indexes

Message Layouts
PreTrade

Message

AddOrderShortMBP (g)

ID7999
Used to indicate individual price points of an MBP snapshot.
83
Y
Length of message including this field.
90
Y
0x67=Add Order Short – MBP
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.
174
Y
Number of orders at this price point.

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