Indexes

Message Layouts
PreTrade

Message

AddOrder (A)

ID28852

Indicates the first order of a given side of an MBO snapshot.

Field
Name
Type
Req'd
Comments
Pedigree
83
Y

Length of message including this field.

90
Y

0x41=Add Order – MBO

185
Y

Time the message was generated.

124
Y

Unique identifier of the order.

169
Y
170
Y

Displayed size of the order.

70
Y

GTP Instrument identifier.

134
Y

Limit price of the order. Implied price if instrument trades in yield.

227
Y

Yield, if the instrument trades in yield.

171
Y

Venue from which market data is received for the instrument.

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

123
Y

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

128
Y

Identity of trading participant that submitted the order.

41
Y

Total number of orders disseminated including this one, on this side of the book as indicated by Side field.

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