Ask Update Message Fields
Ask Update messages replace the previous Top of Book ask for a symbol. One Ask Update message may reflect one or more updates to the inside ask that were processed at the same time.
| Field Name | JSON | Value | Description |
|---|---|---|---|
| messageType | m | "e" | Ask Update message |
| timestamp | t | Numeric |
|
| symbol | s | Alpha | Symbol |
| askPrice | ap | Price | Ask price; 0 if no asks |
| askSize | as | Numeric | Ask size; 0 if no asks |