Price Limits Message Fields
The Price Limits message is sent out at the start of a session for products subject to price limits per the contract specifications. The Price Limits message does not signal whether price limits are in effect for that symbol; it simply provides those values for when they are in effect. If multiple Price Limits messages are received for the same Symbol, the most recent values will override the previous values.
Price Limits messages are included in a spin response.
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field. |
| Message Type | 1 | 1 | 0xBE | Price Limits message. |
| Time Offset | 2 | 4 | Binary | Nanosecond offset from last unit timestamp. |
| Symbol | 6 | 6 | Printable ASCII | Six character, base 62 symbol. |
| Upper Price Limit | 12 | 8 | Binary Price | Upper price limit. |
| Lower Price Limit | 20 | 8 | Binary Price | Lower price limit. |
| Total Length = 28 bytes | ||||