Message
ModifyOrder (U)
| ID | 21918 |
Sent to instruct recipients to update an order’s price and/or size on the retrospective order book.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
83 | Y | Length of message including this field. | |||
90 | Y | 0x55=Modify Order | |||
185 | Y | Time the message was generated. | |||
124 | Y | Unique identifier of the order. | |||
70 | Y | GTP Instrument identifier. | |||
169 | Y | ||||
Flags | Y | ||||
123 | Y | Please refer to the Additional Field Values section for valid values. | |||
101 | Y | New displayed quantity of the order. | |||
100 | Y | New price of the order. | |||
102 | Y | New Yield, if the instrument trades in yield. | |||
171 | Y | Please refer to the Additional Field Values section for valid values. | |||
131 | Y | Previous price of the order. | |||
132 | Y | Previous displayed quantity of the order. | |||
133 | Y | Previous Yield (if traded in yield) of the order. |
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