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.

Table 1. Two-Sided Update Message Fields

Field Name	JSON	Value	Description
messageType	M	"F"	Two-Sided 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
askPrice	ap	Price	Ask price; 0 if no asks
askSize	as	Numeric	Ask size; 0 if no asks