AddOrderMBP (f)
| ID | 15526 |
Indicates the first price point of a given side of an MBP snapshot.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
83 | Y | Length of message including this field. | |||
90 | Y | 0x66=Add Order MBP | |||
185 | Y | Time the message was generated. | |||
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. | |||
174 | Y | Number of orders at this price point. | |||
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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