Indexes

Message Layouts
PreTrade

Message

ModifyOrder (U)

ID21918
Sent to instruct recipients to update an order’s price and/or size on the retrospective order book.
83
Y
Length of message including this field.
90
Y
0x55=Modify Order
185
Y
Time the message was generated.
124
Y
Unique identifier of the order.
70
Y
GTP Instrument identifier.
169
Y
Y
123
Y
Please refer to the Additional Field Values section for valid values.
101
Y
New displayed quantity of the order.
100
Y
New price of the order.
102
Y
New Yield, if the instrument trades in yield.
171
Y
Please refer to the Additional Field Values section for valid values.
131
Y
Previous price of the order.
132
Y
Previous displayed quantity of the order.
133
Y
Previous Yield (if traded in yield) of the order.

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