Message
AddOrderShortMBP (g)
| ID | 7999 |
Used to indicate individual price points of an MBP snapshot.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
83 | Y | Length of message including this field. | |||
90 | Y | 0x67=Add Order Short – MBP | |||
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. | |||
174 | Y | Number of orders at this price point. |
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