Indexes

Message Layouts
PreTrade

Message

AddOrder (A)

ID28852
Indicates the first order of a given side of an MBO snapshot.
83
Y
Length of message including this field.
90
Y
0x41=Add Order – MBO
185
Y
Time the message was generated.
124
Y
Unique identifier of the order.
169
Y
170
Y
Displayed size of the order.
70
Y
GTP Instrument identifier.
134
Y
Limit price of the order. Implied price if instrument trades in yield.
227
Y
Yield, if the instrument trades in yield.
171
Y
Venue from which market data is received for the instrument.

Please refer to the Additional Field Values section for valid values.
123
Y
Please refer to the Additional Field Values section for valid values.
128
Y
Identity of trading participant that submitted the order.
41
Y
Total number of orders disseminated including this one, on this side of the book as indicated by Side field.