Two-Sided Update Message Fields
Two-Sided Update messages replace the previous Top of Book bid and ask for a symbol. One Two-Sided Update message may reflect one or more updates to the inside bid/ask that were processed at the same time.
| Field Name | JSON | Value | Description |
|---|---|---|---|
| messageType | M | "F" | Two-Sided 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 |
| askPrice | ap | Price | Ask price; 0 if no asks |
| askSize | as | Numeric | Ask size; 0 if no asks |