Bid Update Message Fields
Bid Update messages replace the previous Top of Book bid for a symbol. One Bid Update message may reflect one or more updates to the inside bid that were processed at the same time.
| Field Name | JSON | Value | Description |
|---|---|---|---|
| messageType | m | "E" | Bid Update message |
| timestamp | t | Numeric |
|
| symbol | s | Alpha | Symbol |
| bidPrice | bp | Price | Bid price; 0 if no bids |
| bidSize | bs | Numeric | Bid size; 0 if no bids |