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** THIS IS AN EXAMPLE SPECIFICATION ONLY **
The Add Order message is used to indicate the arrival of a new displayed order on the order book. The message may be send as either a (typical) Short Form message for normal prices and quantities, or (rare) Long Form message used for orders with abnormally large prices or quantities.
|Packet Type ● #||Required Alphanumeric||Length: 1 char|
Sequenced Data Packet
|Timestamp ● #||Required Timestamp||Length: 8 char|
Milliseconds past midnight
|Message Type ● #||Required Alphanumeric||Length: 1 char|
Add Order (Short Form)
|Order ID ● #||Required Alphanumeric||Length: 12 char|
Day-unique reference for the order.
|Side Indicator ● #||Required Alphanumeric||Length: 1 char|
|Shares ● #||Required Numeric||Length: 6 char|
Displayed order quantity
|Symbol ● #||Required Alphanumeric||Length: 6 char|
|Price ● #||Required Standard Price||Length: 10 char|
Price of the order
|Display ● #||Required Alphanumeric||Length: 1 char|
Indicator for whether this order should be displayed or not.
|Terminator ● #||Required||Length: 1 char|
Seems this is the only instance of this field in this spec unfortunately.
The field also appears in the following technical messages:
The field also appears in the following functional views:
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