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LSEG Group Ticker Plant20.8

Y

Length of message including this field.

Y

0x69=TOB

Y

Time the message was generated.

Y

GTP Instrument identifier.

Y

Venue from which market data is received for the instrument.

Please refer to the Additional Field Values section for valid values.

Y

Aggregated size of all bid market orders. Value will be 0 if there are no market orders.

Y

Price of the best buy limit order. The Implied Bid Price for an instrument only traded on yield.

Y

Yield of the best buy Limit order.

Y

Aggregated size of all orders at the best buy limit price.

Y

Aggregated size of all offer market orders. Value will be 0 if there are no market orders.

Y

Price of the best sell limit order. Implied Offer Price for an instrument only traded on yield.

Y

Yield of the best offer Limit order.

Y

Aggregated size of all orders at the best sell limit price.

Y

Please refer to the Additional Field Values section for valid values.