Indexes

Message Layouts
PostTrade
Trade

Field

BBOWeightIndicator

0 = 0-0.2%

1 = 0.2%-1%

2 = 1%-2%

3 = greater than 2%

space = unspecified (default)

S = Sets the QBBO while joining the NBBO

N = Improves the NBBO upon entry


Used in:
    none

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