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** THIS IS AN EXAMPLE MESSAGE ONLY **
The Trade Message is typically used to notify the market of an execution which has occurred against non-displayed liquidity such as hidden orders, or the hidden portion of reserve (or "iceberg") orders. Like many other messages, we show a Short and Long version which are used depending on the required price and quantity field lengths.
|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|
Trade Message (Short Form)
|Order ID ● #||Required Alphanumeric||Length: 12 char|
Reference to the non-displayed order (typically notified in a previous Add Order message with Quantity = 0 and/or Display = N)
|Side Indicator ● #||Required Alphanumeric||Length: 1 char|
|Shares ● #||Required Numeric||Length: 6 char|
The quantity executed.
|Symbol ● #||Required Alphanumeric||Length: 6 char|
|Price ● #||Required Standard Price||Length: 10 char|
The price of the execution. Since the order being executed is not displayed, the execution price may not be able to be inferred from the displayed limit price of the order.
|Execution ID ● #||Required Alphanumeric||Length: 12 char|
Day-unique execution reference. Note that this execution ID is used in the Trade Break message should the execution be cancelled later in the day.
|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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