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.

Table 1. Bid Update Message Fields

Field Name	JSON	Value	Description
messageType	m	"E"	Bid Update message
timestamp	t	Numeric	Milliseconds since midnight ET (BZX, EDGX), or Milliseconds since midnight London (BXE, CXE, DXE)
symbol	s	Alpha	Symbol
bidPrice	bp	Price	Bid price; 0 if no bids
bidSize	bs	Numeric	Bid size; 0 if no bids