Add Order Message Fields
An Add Order message represents a newly accepted visible order on the CFE book. It includes a day-specific Order Id assigned by CFE to the order.
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field. |
| Message Type | 1 | 1 | 0x21 | Add Order message (long). |
| Time Offset | 2 | 4 | Binary | Nanosecond offset from last unit timestamp. |
| Order Id | 6 | 8 | Binary | Day-specific identifier assigned to this order. |
| Side Indicator | 14 | 1 | Alphanumeric |
|
| Quantity | 15 | 4 | Binary | Number of contracts being added to the book (may be less than the number entered). |
| Symbol | 19 | 6 | Printable ASCII | Six character, base 62 symbol. |
| Price | 25 | 8 | Binary Price | The limit order price. |
| Total Length = 33 bytes | ||||
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field. |
| Message Type | 1 | 1 | 0x22 | Add Order message (short). |
| Time Offset | 2 | 4 | Binary | Nanosecond offset from last unit timestamp. |
| Order Id | 6 | 8 | Binary | Day-specific identifier assigned to this order. |
| Side Indicator | 14 | 1 | Alphanumeric |
|
| Quantity | 15 | 2 | Binary | Number of contracts being added to the book (may be less than the number entered). |
| Symbol | 17 | 6 | Printable ASCII | Six character, base 62 symbol. |
| Price | 23 | 2 | Binary Short Price | The limit order price. |
| Total Length = 25 bytes | ||||