Indexes

Message Layouts
PreTrade

Message

SystemEvent (S)

ID16063

Sent to indicate the start and end of the day. For TRADEcho, recoverable to provide the trading session.

Field
Name
Type
Req'd
Comments
Pedigree
83
Y

Length of message including this field.

90
Y

0x53=System Event

185
Y

Time the message was generated.

49
Y
171
Y

Venue from which market data is received for the instrument.

Please refer to the Additional Field Values section for valid values.

System event messages sent at SOD will contain a source venue field with a value of 13 to represent the Turquoise NYLON™

Cash Order Book.

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