Indexes

Message Layouts
PreTrade

Message

AddOrderShort (e)

ID16310

Used to indicate individual orders of an MBO snapshot.

Field
Name
Type
Req'd
Comments
Pedigree
83
Y

Length of message including this field.

90
Y

0x65=Add Order Short – MBO

124
Y

Unique identifier of the order.

170
Y

Displayed size of the order.

134
Y

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

227
Y

Yield, if the instrument trades in yield.

128
Y

Identity, if trading participant that submitted the order.

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