Message
OMX
| ID | 27731 |
List of user-defined fields for OMX.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
5293 | Aggregated quantity of Ask market orders. | ||||
5292 | Aggregated quantity of Bid market orders. | ||||
5294 | The number of Market Makers that are quoting in the series on the side with the largest number of quotes. | ||||
5297 | Time when the message is sent. 64-bit integer expressing the number of milliseconds since midnight January 1, 1970. | ||||
5296 | 16-bit Integer identifying the Series. Used together with the UnderlyingNumber (5295) to uniquely identify a Series. | ||||
5295 | 16-bit Integer identifying the Underlying |
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