Trade Message Fields

Table 1. Trade Message Fields
Field Name	JSON	Value/Type	Description
messageType	m	"T"	Trade message
timestamp	t	Integer	Milliseconds since midnight.
symbol	sy	Alphanumeric	Relevant symbol.
executionId	e	Alphanumeric	Market center specific execution identifier of this Execution. Execution ID is also referenced in the Trade Break message.
tradePrice	tp	Price	Last trade price.
tradeSize	ts	Integer	Last trade quantity.
tradeTimestamp	tt	Integer	The time the trade occurred on the specified Market Center.
flags	f	Alphanumeric	14-character representation of MMT v4.1 flags.
venue	v	Alphanumeric	ISO 10383 segment MIC indicating where the trade executed. E.g., BATE, CHID, LISZ, etc.
sequence	s	Integer	Sequence representing the order that the messages were received by the Kafka producer.