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LSEG Group Ticker Plant20.8

Y

Length of message including this field.

Y

0x66=Add Order MBP

Y

Time the message was generated.

Y

Y

Displayed size of the order.

Y

GTP Instrument identifier.

Y

Limit price of the order. Implied price if instrument trades in yield.

Y

Yield, if the instrument trades in yield.

Y

Venue from which market data is received for the instrument.

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

Y

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

Y

Number of orders at this price point.