Single Side Update Message Fields

Single Side Update messages provide an updated price and size for a single side of a Symbol. The side is denoted by the Side field. One Single Side Update message may reflect one or more updates to the inside book that were processed at the same time, but will only be done so in a way that can be arbitrated between A/B feeds.

Single Side Update messages come in two variants: Single Side Update (Long) message and Single Side Update (Short) message. The Single Side Update (Short) message is used whenever possible, but the Single Side Update (Long) message is used whenever the Price cannot be represented by a Binary Short Price or the Quantity cannot be represented by an unsigned 16-bit integer.

Table 1. Single Side Update (Short)

Field Name	Offset	Length	Type/(Value)	Description
Length	0	1	Binary	Length of this message including this field.
Message Type	1	1	0xB4	Single Side Update (Short) message
Time Offset	2	4	Binary	Nanosecond offset from last unit timestamp.
Symbol	6	6	Printable ASCII	Six character, base 62 symbol.
Side	12	1	Alphanumeric	B = Bid side S = Ask side
Price	13	2	Binary Short Price	Price (may be a zero or negative price for some instruments).
Quantity	15	2	Binary	Number of contracts on the inside book (a zero value denotes the Price is invalid).
Total Length = 17 bytes

Table 2. Single Side Update (Long)

Field Name	Offset	Length	Type/(Value)	Description
Length	0	1	Binary	Length of this message including this field.
Message Type	1	1	0xB5	Single Side Update (Long) message
Time Offset	2	4	Binary	Nanosecond offset from last unit timestamp.
Symbol	6	6	Printable ASCII	Six character, base 62 symbol.
Side	12	1	Alphanumeric	B = Bid side S = Ask side
Price	13	8	Binary Price	Price (may be a zero or negative price for some instruments).
Quantity	21	4	Binary	Number of contracts on the inside book (a zero value denotes the Price is invalid).
Total Length = 25 bytes