Indexes

Message Layouts
PreTrade

Message

AddOrderIncremental (F)

ID18886

Sent to instruct recipients to add a new displayable order to the retrospective order book.

Field
Name
Type
Req'd
Comments
Pedigree
83
Y

Length of message including this field.

90
Y

0x46=Add Order Incremental

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

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.

126
Y
155
Y

Unique ID assigned to a particular RFQ by the system.

Only relevant when Order Book Type is 4 = Private RFQ.

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